CME Japanese Yen Future June 2018

Trading Metrics calculated at close of trading on 07-Jun-2018

Day Change Summary
	Previous	Current
	06-Jun-2018	07-Jun-2018	Change	Change %	Previous Week
Open	0.9112	0.9083	-0.0029	-0.3%	0.9121
High	0.9114	0.9140	0.0026	0.3%	0.9261
Low	0.9076	0.9078	0.0002	0.0%	0.9118
Close	0.9082	0.9119	0.0037	0.4%	0.9140
Range	0.0039	0.0062	0.0024	61.0%	0.0143
ATR	0.0062	0.0062	0.0000	0.0%	0.0000
Volume	113,075	129,380	16,305	14.4%	852,207

Daily Pivots for day following 07-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9298	0.9271	0.9153
R3	0.9236	0.9209	0.9136
R2	0.9174	0.9174	0.9130
R1	0.9147	0.9147	0.9125	0.9160
PP	0.9112	0.9112	0.9112	0.9119
S1	0.9085	0.9085	0.9113	0.9098
S2	0.9050	0.9050	0.9108
S3	0.8988	0.9023	0.9102
S4	0.8926	0.8961	0.9085

Weekly Pivots for week ending 01-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9602	0.9514	0.9218
R3	0.9459	0.9371	0.9179
R2	0.9316	0.9316	0.9166
R1	0.9228	0.9228	0.9153	0.9272
PP	0.9173	0.9173	0.9173	0.9195
S1	0.9085	0.9085	0.9126	0.9129
S2	0.9030	0.9030	0.9113
S3	0.8887	0.8942	0.9100
S4	0.8744	0.8799	0.9061

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9206	0.9076	0.0131	1.4%	0.0054	0.6%	33%	False	False	120,390
10	0.9261	0.9076	0.0186	2.0%	0.0067	0.7%	23%	False	False	167,143
20	0.9261	0.8992	0.0269	2.9%	0.0060	0.7%	47%	False	False	150,280
40	0.9411	0.8992	0.0419	4.6%	0.0056	0.6%	30%	False	False	131,622
60	0.9615	0.8992	0.0623	6.8%	0.0060	0.7%	20%	False	False	134,866
80	0.9615	0.8992	0.0623	6.8%	0.0064	0.7%	20%	False	False	103,019
100	0.9615	0.8992	0.0623	6.8%	0.0066	0.7%	20%	False	False	82,459
120	0.9615	0.8902	0.0713	7.8%	0.0061	0.7%	31%	False	False	68,725

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9403
2.618	0.9302
1.618	0.9240
1.000	0.9202
0.618	0.9178
HIGH	0.9140
0.618	0.9116
0.500	0.9109
0.382	0.9101
LOW	0.9078
0.618	0.9039
1.000	0.9016
1.618	0.8977
2.618	0.8915
4.250	0.8814

Fisher Pivots for day following 07-Jun-2018
Pivot	1 day	3 day
R1	0.9116	0.9116
PP	0.9112	0.9112
S1	0.9109	0.9109

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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