CME Japanese Yen Future September 2018

Trading Metrics calculated at close of trading on 22-Jun-2018

Day Change Summary
	Previous	Current
	21-Jun-2018	22-Jun-2018	Change	Change %	Previous Week
Open	0.9114	0.9154	0.0040	0.4%	0.9091
High	0.9159	0.9163	0.0004	0.0%	0.9187
Low	0.9082	0.9127	0.0045	0.5%	0.9082
Close	0.9157	0.9154	-0.0003	0.0%	0.9154
Range	0.0077	0.0036	-0.0042	-53.9%	0.0105
ATR	0.0058	0.0056	-0.0002	-2.8%	0.0000
Volume	149,030	96,918	-52,112	-35.0%	623,984

Daily Pivots for day following 22-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9254	0.9240	0.9174
R3	0.9219	0.9204	0.9164
R2	0.9183	0.9183	0.9161
R1	0.9169	0.9169	0.9157	0.9176
PP	0.9148	0.9148	0.9148	0.9152
S1	0.9133	0.9133	0.9151	0.9141
S2	0.9112	0.9112	0.9147
S3	0.9077	0.9098	0.9144
S4	0.9041	0.9062	0.9134

Weekly Pivots for week ending 22-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9454	0.9409	0.9211
R3	0.9350	0.9304	0.9183
R2	0.9245	0.9245	0.9173
R1	0.9200	0.9200	0.9164	0.9223
PP	0.9141	0.9141	0.9141	0.9152
S1	0.9095	0.9095	0.9144	0.9118
S2	0.9036	0.9036	0.9135
S3	0.8932	0.8991	0.9125
S4	0.8827	0.8886	0.9097

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9187	0.9082	0.0105	1.1%	0.0056	0.6%	69%	False	False	124,796
10	0.9209	0.9073	0.0136	1.5%	0.0054	0.6%	60%	False	False	97,810
20	0.9320	0.9073	0.0247	2.7%	0.0058	0.6%	33%	False	False	51,629
40	0.9320	0.9052	0.0269	2.9%	0.0053	0.6%	38%	False	False	26,192
60	0.9568	0.9052	0.0516	5.6%	0.0051	0.6%	20%	False	False	17,490
80	0.9670	0.9052	0.0618	6.8%	0.0051	0.6%	17%	False	False	13,129

Crabel Price Patterns
NR	True
NR4	True
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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9313
2.618	0.9255
1.618	0.9220
1.000	0.9198
0.618	0.9184
HIGH	0.9163
0.618	0.9149
0.500	0.9145
0.382	0.9141
LOW	0.9127
0.618	0.9105
1.000	0.9092
1.618	0.9070
2.618	0.9034
4.250	0.8976

Fisher Pivots for day following 22-Jun-2018
Pivot	1 day	3 day
R1	0.9151	0.9143
PP	0.9148	0.9133
S1	0.9145	0.9122

Download as Excel Spreadsheet

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

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