CME Japanese Yen Future June 2018

Trading Metrics calculated at close of trading on 13-Jun-2018

Day Change Summary
	Previous	Current
	12-Jun-2018	13-Jun-2018	Change	Change %	Previous Week
Open	0.9091	0.9063	-0.0028	-0.3%	0.9141
High	0.9092	0.9072	-0.0020	-0.2%	0.9162
Low	0.9053	0.9024	-0.0029	-0.3%	0.9076
Close	0.9067	0.9050	-0.0017	-0.2%	0.9138
Range	0.0039	0.0048	0.0009	23.4%	0.0087
ATR	0.0060	0.0059	-0.0001	-1.5%	0.0000
Volume	153,122	144,649	-8,473	-5.5%	582,841

Daily Pivots for day following 13-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9191	0.9168	0.9076
R3	0.9143	0.9120	0.9063
R2	0.9096	0.9096	0.9058
R1	0.9073	0.9073	0.9054	0.9061
PP	0.9048	0.9048	0.9048	0.9042
S1	0.9025	0.9025	0.9045	0.9013
S2	0.9001	0.9001	0.9041
S3	0.8953	0.8978	0.9036
S4	0.8906	0.8930	0.9023

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	0.9024	0.0138	1.5%	0.0054	0.6%	18%	False	True	132,276
10	0.9235	0.9024	0.0211	2.3%	0.0053	0.6%	12%	False	True	130,626
20	0.9261	0.8992	0.0269	3.0%	0.0060	0.7%	21%	False	False	154,532
40	0.9381	0.8992	0.0389	4.3%	0.0056	0.6%	15%	False	False	133,955
60	0.9615	0.8992	0.0623	6.9%	0.0060	0.7%	9%	False	False	136,351
80	0.9615	0.8992	0.0623	6.9%	0.0062	0.7%	9%	False	False	109,646
100	0.9615	0.8992	0.0623	6.9%	0.0066	0.7%	9%	False	False	87,774
120	0.9615	0.8902	0.0713	7.9%	0.0062	0.7%	21%	False	False	73,156

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	0.0007
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9273
2.618	0.9196
1.618	0.9148
1.000	0.9119
0.618	0.9101
HIGH	0.9072
0.618	0.9053
0.500	0.9048
0.382	0.9042
LOW	0.9024
0.618	0.8995
1.000	0.8977
1.618	0.8947
2.618	0.8900
4.250	0.8822

Fisher Pivots for day following 13-Jun-2018
Pivot	1 day	3 day
R1	0.9049	0.9089
PP	0.9048	0.9076
S1	0.9048	0.9063

Download as Excel Spreadsheet

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

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