CME Japanese Yen Future June 2018

Trading Metrics calculated at close of trading on 15-Jun-2018

Day Change Summary
	Previous	Current
	14-Jun-2018	15-Jun-2018	Change	Change %	Previous Week
Open	0.9070	0.9038	-0.0032	-0.4%	0.9151
High	0.9099	0.9060	-0.0039	-0.4%	0.9153
Low	0.9035	0.9017	-0.0019	-0.2%	0.9017
Close	0.9045	0.9041	-0.0004	0.0%	0.9041
Range	0.0064	0.0043	-0.0021	-32.3%	0.0137
ATR	0.0060	0.0058	-0.0001	-2.0%	0.0000
Volume	139,216	45,579	-93,637	-67.3%	584,166

Daily Pivots for day following 15-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9168	0.9148	0.9065
R3	0.9125	0.9105	0.9053
R2	0.9082	0.9082	0.9049
R1	0.9062	0.9062	0.9045	0.9072
PP	0.9039	0.9039	0.9039	0.9044
S1	0.9019	0.9019	0.9038	0.9029
S2	0.8996	0.8996	0.9034
S3	0.8953	0.8976	0.9030
S4	0.8910	0.8933	0.9018

Weekly Pivots for week ending 15-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9480	0.9397	0.9117
R3	0.9343	0.9261	0.9079
R2	0.9207	0.9207	0.9067
R1	0.9124	0.9124	0.9054	0.9097
PP	0.9070	0.9070	0.9070	0.9057
S1	0.8988	0.8988	0.9029	0.8961
S2	0.8934	0.8934	0.9016
S3	0.8797	0.8851	0.9004
S4	0.8661	0.8715	0.8966

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9153	0.9017	0.0137	1.5%	0.0052	0.6%	18%	False	True	116,833
10	0.9162	0.9017	0.0146	1.6%	0.0050	0.6%	17%	False	True	116,700
20	0.9261	0.8992	0.0269	3.0%	0.0061	0.7%	18%	False	False	150,486
40	0.9346	0.8992	0.0354	3.9%	0.0057	0.6%	14%	False	False	133,611
60	0.9615	0.8992	0.0623	6.9%	0.0059	0.7%	8%	False	False	135,374
80	0.9615	0.8992	0.0623	6.9%	0.0062	0.7%	8%	False	False	111,940
100	0.9615	0.8992	0.0623	6.9%	0.0065	0.7%	8%	False	False	89,619
120	0.9615	0.8902	0.0713	7.9%	0.0062	0.7%	20%	False	False	74,696

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9242
2.618	0.9172
1.618	0.9129
1.000	0.9103
0.618	0.9086
HIGH	0.9060
0.618	0.9043
0.500	0.9038
0.382	0.9033
LOW	0.9017
0.618	0.8990
1.000	0.8974
1.618	0.8947
2.618	0.8904
4.250	0.8834

Fisher Pivots for day following 15-Jun-2018
Pivot	1 day	3 day
R1	0.9040	0.9058
PP	0.9039	0.9052
S1	0.9038	0.9047

Download as Excel Spreadsheet

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

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