CME Japanese Yen Future September 2018

Trading Metrics calculated at close of trading on 05-Jul-2018

Day Change Summary
	Previous	Current
	03-Jul-2018	05-Jul-2018	Change	Change %	Previous Week
Open	0.9063	0.9087	0.0025	0.3%	0.9156
High	0.9095	0.9114	0.0019	0.2%	0.9198
Low	0.9044	0.9070	0.0026	0.3%	0.9061
Close	0.9092	0.9079	-0.0013	-0.1%	0.9068
Range	0.0051	0.0044	-0.0008	-14.7%	0.0138
ATR	0.0056	0.0055	-0.0001	-1.6%	0.0000
Volume	117,312	143,993	26,681	22.7%	725,821

Daily Pivots for day following 05-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9218	0.9192	0.9102
R3	0.9174	0.9148	0.9090
R2	0.9131	0.9131	0.9086
R1	0.9105	0.9105	0.9082	0.9096
PP	0.9087	0.9087	0.9087	0.9083
S1	0.9061	0.9061	0.9075	0.9053
S2	0.9044	0.9044	0.9071
S3	0.9000	0.9018	0.9067
S4	0.8957	0.8974	0.9055

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	0.9143	0.9044	0.0099	1.1%	0.0048	0.5%	35%	False	False	130,486
10	0.9198	0.9044	0.0154	1.7%	0.0055	0.6%	22%	False	False	134,773
20	0.9221	0.9044	0.0177	1.9%	0.0055	0.6%	20%	False	False	105,431
40	0.9320	0.9044	0.0276	3.0%	0.0055	0.6%	13%	False	False	53,719
60	0.9474	0.9044	0.0430	4.7%	0.0051	0.6%	8%	False	False	35,845
80	0.9670	0.9044	0.0626	6.9%	0.0052	0.6%	6%	False	False	26,900

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9298
2.618	0.9227
1.618	0.9184
1.000	0.9157
0.618	0.9140
HIGH	0.9114
0.618	0.9097
0.500	0.9092
0.382	0.9087
LOW	0.9070
0.618	0.9043
1.000	0.9027
1.618	0.9000
2.618	0.8956
4.250	0.8885

Fisher Pivots for day following 05-Jul-2018
Pivot	1 day	3 day
R1	0.9092	0.9079
PP	0.9087	0.9079
S1	0.9083	0.9079

Download as Excel Spreadsheet

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

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