CME Japanese Yen Future September 2018

Trading Metrics calculated at close of trading on 27-Apr-2018

Day Change Summary
	Previous	Current
	26-Apr-2018	27-Apr-2018	Change	Change %	Previous Week
Open	0.9228	0.9241	0.0013	0.1%	0.9368
High	0.9258	0.9270	0.0012	0.1%	0.9378
Low	0.9225	0.9220	-0.0005	0.0%	0.9220
Close	0.9235	0.9262	0.0027	0.3%	0.9262
Range	0.0033	0.0050	0.0017	50.0%	0.0158
ATR	0.0053	0.0053	0.0000	-0.4%	0.0000
Volume	130	90	-40	-30.8%	632

Daily Pivots for day following 27-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9399	0.9380	0.9289
R3	0.9349	0.9330	0.9275
R2	0.9300	0.9300	0.9271
R1	0.9281	0.9281	0.9266	0.9290
PP	0.9250	0.9250	0.9250	0.9255
S1	0.9231	0.9231	0.9257	0.9241
S2	0.9201	0.9201	0.9252
S3	0.9151	0.9182	0.9248
S4	0.9102	0.9132	0.9234

Weekly Pivots for week ending 27-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9761	0.9669	0.9348
R3	0.9603	0.9511	0.9305
R2	0.9445	0.9445	0.9290
R1	0.9353	0.9353	0.9276	0.9320
PP	0.9287	0.9287	0.9287	0.9270
S1	0.9195	0.9195	0.9247	0.9162
S2	0.9129	0.9129	0.9233
S3	0.8971	0.9037	0.9218
S4	0.8813	0.8879	0.9175

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9378	0.9220	0.0158	1.7%	0.0051	0.5%	26%	False	True	126
10	0.9452	0.9220	0.0232	2.5%	0.0040	0.4%	18%	False	True	101
20	0.9568	0.9220	0.0348	3.8%	0.0048	0.5%	12%	False	True	83
40	0.9670	0.9220	0.0450	4.9%	0.0049	0.5%	9%	False	True	68

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9480
2.618	0.9399
1.618	0.9350
1.000	0.9319
0.618	0.9300
HIGH	0.9270
0.618	0.9251
0.500	0.9245
0.382	0.9239
LOW	0.9220
0.618	0.9189
1.000	0.9171
1.618	0.9140
2.618	0.9090
4.250	0.9010

Fisher Pivots for day following 27-Apr-2018
Pivot	1 day	3 day
R1	0.9256	0.9256
PP	0.9250	0.9250
S1	0.9245	0.9245

Download as Excel Spreadsheet

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

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