CME Japanese Yen Future September 2018

Trading Metrics calculated at close of trading on 03-May-2018

Day Change Summary
	Previous	Current
	02-May-2018	03-May-2018	Change	Change %	Previous Week
Open	0.9201	0.9195	-0.0006	-0.1%	0.9368
High	0.9205	0.9260	0.0055	0.6%	0.9378
Low	0.9173	0.9187	0.0014	0.2%	0.9220
Close	0.9197	0.9241	0.0045	0.5%	0.9262
Range	0.0032	0.0073	0.0041	128.1%	0.0158
ATR	0.0049	0.0051	0.0002	3.4%	0.0000
Volume	108	198	90	83.3%	632

Daily Pivots for day following 03-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9448	0.9418	0.9281
R3	0.9375	0.9345	0.9261
R2	0.9302	0.9302	0.9254
R1	0.9272	0.9272	0.9248	0.9287
PP	0.9229	0.9229	0.9229	0.9237
S1	0.9199	0.9199	0.9234	0.9214
S2	0.9156	0.9156	0.9228
S3	0.9083	0.9126	0.9221
S4	0.9010	0.9053	0.9201

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	0.9270	0.9173	0.0097	1.0%	0.0040	0.4%	70%	False	False	104
10	0.9402	0.9173	0.0229	2.5%	0.0044	0.5%	30%	False	False	111
20	0.9480	0.9173	0.0307	3.3%	0.0042	0.5%	22%	False	False	96
40	0.9670	0.9173	0.0497	5.4%	0.0048	0.5%	14%	False	False	78

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.9570
2.618	0.9451
1.618	0.9378
1.000	0.9333
0.618	0.9305
HIGH	0.9260
0.618	0.9232
0.500	0.9224
0.382	0.9215
LOW	0.9187
0.618	0.9142
1.000	0.9114
1.618	0.9069
2.618	0.8996
4.250	0.8877

Fisher Pivots for day following 03-May-2018
Pivot	1 day	3 day
R1	0.9235	0.9233
PP	0.9229	0.9225
S1	0.9224	0.9217

Download as Excel Spreadsheet

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

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