CME Japanese Yen Future June 2018

Trading Metrics calculated at close of trading on 14-Jun-2018

Day Change Summary
	Previous	Current
	13-Jun-2018	14-Jun-2018	Change	Change %	Previous Week
Open	0.9063	0.9070	0.0008	0.1%	0.9141
High	0.9072	0.9099	0.0027	0.3%	0.9162
Low	0.9024	0.9035	0.0011	0.1%	0.9076
Close	0.9050	0.9045	-0.0005	0.0%	0.9138
Range	0.0048	0.0064	0.0016	33.7%	0.0087
ATR	0.0059	0.0060	0.0000	0.5%	0.0000
Volume	144,649	139,216	-5,433	-3.8%	582,841

Daily Pivots for day following 14-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9250	0.9211	0.9080
R3	0.9186	0.9147	0.9062
R2	0.9123	0.9123	0.9057
R1	0.9084	0.9084	0.9051	0.9072
PP	0.9059	0.9059	0.9059	0.9053
S1	0.9020	0.9020	0.9039	0.9008
S2	0.8996	0.8996	0.9033
S3	0.8932	0.8957	0.9028
S4	0.8869	0.8893	0.9010

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%	0.0055	0.6%	15%	False	False	134,243
10	0.9206	0.9024	0.0182	2.0%	0.0054	0.6%	12%	False	False	127,317
20	0.9261	0.8992	0.0269	3.0%	0.0062	0.7%	20%	False	False	155,465
40	0.9364	0.8992	0.0372	4.1%	0.0057	0.6%	14%	False	False	135,192
60	0.9615	0.8992	0.0623	6.9%	0.0060	0.7%	9%	False	False	136,652
80	0.9615	0.8992	0.0623	6.9%	0.0062	0.7%	9%	False	False	111,374
100	0.9615	0.8992	0.0623	6.9%	0.0066	0.7%	9%	False	False	89,166
120	0.9615	0.8902	0.0713	7.9%	0.0062	0.7%	20%	False	False	74,316

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	0.0009
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9368
2.618	0.9265
1.618	0.9201
1.000	0.9162
0.618	0.9138
HIGH	0.9099
0.618	0.9074
0.500	0.9067
0.382	0.9059
LOW	0.9035
0.618	0.8996
1.000	0.8972
1.618	0.8932
2.618	0.8869
4.250	0.8765

Fisher Pivots for day following 14-Jun-2018
Pivot	1 day	3 day
R1	0.9067	0.9061
PP	0.9059	0.9056
S1	0.9052	0.9050

Download as Excel Spreadsheet

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

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