CME Japanese Yen Future September 2018

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

Day Change Summary
	Previous	Current
	02-Jul-2018	03-Jul-2018	Change	Change %	Previous Week
Open	0.9068	0.9063	-0.0005	-0.1%	0.9156
High	0.9088	0.9095	0.0008	0.1%	0.9198
Low	0.9049	0.9044	-0.0005	0.0%	0.9061
Close	0.9065	0.9092	0.0027	0.3%	0.9068
Range	0.0039	0.0051	0.0012	30.8%	0.0138
ATR	0.0056	0.0056	0.0000	-0.7%	0.0000
Volume	114,665	117,312	2,647	2.3%	725,821

Daily Pivots for day following 03-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9230	0.9212	0.9120
R3	0.9179	0.9161	0.9106
R2	0.9128	0.9128	0.9101
R1	0.9110	0.9110	0.9096	0.9119
PP	0.9077	0.9077	0.9077	0.9081
S1	0.9059	0.9059	0.9087	0.9068
S2	0.9026	0.9026	0.9082
S3	0.8975	0.9008	0.9077
S4	0.8924	0.8957	0.9063

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	0.9170	0.9044	0.0126	1.4%	0.0053	0.6%	38%	False	True	136,019
10	0.9198	0.9044	0.0154	1.7%	0.0056	0.6%	31%	False	True	132,982
20	0.9221	0.9044	0.0177	1.9%	0.0054	0.6%	27%	False	True	98,528
40	0.9320	0.9044	0.0276	3.0%	0.0055	0.6%	17%	False	True	50,122
60	0.9478	0.9044	0.0434	4.8%	0.0051	0.6%	11%	False	True	33,446
80	0.9670	0.9044	0.0626	6.9%	0.0052	0.6%	8%	False	True	25,100

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	0.0020
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9312
2.618	0.9229
1.618	0.9178
1.000	0.9146
0.618	0.9127
HIGH	0.9095
0.618	0.9076
0.500	0.9070
0.382	0.9063
LOW	0.9044
0.618	0.9012
1.000	0.8993
1.618	0.8961
2.618	0.8910
4.250	0.8827

Fisher Pivots for day following 03-Jul-2018
Pivot	1 day	3 day
R1	0.9084	0.9086
PP	0.9077	0.9081
S1	0.9070	0.9076

Download as Excel Spreadsheet

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

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