CME Japanese Yen Future September 2018

Trading Metrics calculated at close of trading on 02-Jul-2018

Day Change Summary
	Previous	Current
	29-Jun-2018	02-Jul-2018	Change	Change %	Previous Week
Open	0.9098	0.9068	-0.0031	-0.3%	0.9156
High	0.9108	0.9088	-0.0021	-0.2%	0.9198
Low	0.9061	0.9049	-0.0012	-0.1%	0.9061
Close	0.9068	0.9065	-0.0003	0.0%	0.9068
Range	0.0048	0.0039	-0.0009	-17.9%	0.0138
ATR	0.0057	0.0056	-0.0001	-2.3%	0.0000
Volume	151,461	114,665	-36,796	-24.3%	725,821

Daily Pivots for day following 02-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9184	0.9164	0.9086
R3	0.9145	0.9125	0.9076
R2	0.9106	0.9106	0.9072
R1	0.9086	0.9086	0.9069	0.9076
PP	0.9067	0.9067	0.9067	0.9062
S1	0.9047	0.9047	0.9061	0.9037
S2	0.9028	0.9028	0.9058
S3	0.8989	0.9008	0.9054
S4	0.8950	0.8969	0.9044

Weekly Pivots for week ending 29-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9521	0.9432	0.9143
R3	0.9384	0.9294	0.9105
R2	0.9246	0.9246	0.9093
R1	0.9157	0.9157	0.9080	0.9133
PP	0.9109	0.9109	0.9109	0.9097
S1	0.9019	0.9019	0.9055	0.8995
S2	0.8971	0.8971	0.9042
S3	0.8834	0.8882	0.9030
S4	0.8696	0.8744	0.8992

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9197	0.9049	0.0148	1.6%	0.0057	0.6%	11%	False	True	138,028
10	0.9198	0.9049	0.0150	1.6%	0.0059	0.7%	11%	False	True	138,751
20	0.9221	0.9049	0.0172	1.9%	0.0054	0.6%	10%	False	True	92,822
40	0.9320	0.9049	0.0272	3.0%	0.0055	0.6%	6%	False	True	47,190
60	0.9480	0.9049	0.0432	4.8%	0.0051	0.6%	4%	False	True	31,491
80	0.9670	0.9049	0.0621	6.9%	0.0052	0.6%	3%	False	True	23,634

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0018
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9253
2.618	0.9190
1.618	0.9151
1.000	0.9127
0.618	0.9112
HIGH	0.9088
0.618	0.9073
0.500	0.9068
0.382	0.9063
LOW	0.9049
0.618	0.9024
1.000	0.9010
1.618	0.8985
2.618	0.8946
4.250	0.8883

Fisher Pivots for day following 02-Jul-2018
Pivot	1 day	3 day
R1	0.9068	0.9096
PP	0.9067	0.9085
S1	0.9066	0.9075

Download as Excel Spreadsheet

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

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