CME Japanese Yen Future June 2018

Trading Metrics calculated at close of trading on 11-Jun-2018

Day Change Summary
	Previous	Current
	08-Jun-2018	11-Jun-2018	Change	Change %	Previous Week
Open	0.9120	0.9151	0.0031	0.3%	0.9141
High	0.9162	0.9153	-0.0009	-0.1%	0.9162
Low	0.9107	0.9085	-0.0022	-0.2%	0.9076
Close	0.9138	0.9093	-0.0045	-0.5%	0.9138
Range	0.0055	0.0068	0.0013	23.6%	0.0087
ATR	0.0061	0.0062	0.0000	0.8%	0.0000
Volume	132,632	101,600	-31,032	-23.4%	582,841

Daily Pivots for day following 11-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9314	0.9272	0.9130
R3	0.9246	0.9204	0.9112
R2	0.9178	0.9178	0.9105
R1	0.9136	0.9136	0.9099	0.9123
PP	0.9110	0.9110	0.9110	0.9104
S1	0.9068	0.9068	0.9087	0.9055
S2	0.9042	0.9042	0.9081
S3	0.8974	0.9000	0.9074
S4	0.8906	0.8932	0.9056

Weekly Pivots for week ending 08-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9385	0.9348	0.9186
R3	0.9298	0.9262	0.9162
R2	0.9212	0.9212	0.9154
R1	0.9175	0.9175	0.9146	0.9150
PP	0.9125	0.9125	0.9125	0.9113
S1	0.9089	0.9089	0.9131	0.9064
S2	0.9039	0.9039	0.9123
S3	0.8952	0.9002	0.9115
S4	0.8866	0.8916	0.9091

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9162	0.9076	0.0087	1.0%	0.0054	0.6%	20%	False	False	118,192
10	0.9261	0.9076	0.0186	2.0%	0.0065	0.7%	9%	False	False	153,664
20	0.9261	0.8992	0.0269	3.0%	0.0061	0.7%	38%	False	False	150,885
40	0.9393	0.8992	0.0401	4.4%	0.0056	0.6%	25%	False	False	131,094
60	0.9615	0.8992	0.0623	6.8%	0.0060	0.7%	16%	False	False	136,047
80	0.9615	0.8992	0.0623	6.8%	0.0063	0.7%	16%	False	False	105,932
100	0.9615	0.8992	0.0623	6.8%	0.0066	0.7%	16%	False	False	84,798
120	0.9615	0.8902	0.0713	7.8%	0.0061	0.7%	27%	False	False	70,675

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9442
2.618	0.9331
1.618	0.9263
1.000	0.9221
0.618	0.9195
HIGH	0.9153
0.618	0.9127
0.500	0.9119
0.382	0.9111
LOW	0.9085
0.618	0.9043
1.000	0.9017
1.618	0.8975
2.618	0.8907
4.250	0.8796

Fisher Pivots for day following 11-Jun-2018
Pivot	1 day	3 day
R1	0.9119	0.9120
PP	0.9110	0.9111
S1	0.9102	0.9102

Download as Excel Spreadsheet

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

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