CME Japanese Yen Future September 2018

Trading Metrics calculated at close of trading on 12-Jul-2018

Day Change Summary
	Previous	Current
	11-Jul-2018	12-Jul-2018	Change	Change %	Previous Week
Open	0.9048	0.8970	-0.0078	-0.9%	0.9068
High	0.9069	0.8973	-0.0096	-1.1%	0.9114
Low	0.8954	0.8915	-0.0039	-0.4%	0.9044
Close	0.8962	0.8928	-0.0034	-0.4%	0.9097
Range	0.0115	0.0058	-0.0058	-50.0%	0.0070
ATR	0.0057	0.0057	0.0000	0.1%	0.0000
Volume	183,049	152,678	-30,371	-16.6%	478,895

Daily Pivots for day following 12-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9111	0.9077	0.8960
R3	0.9054	0.9020	0.8944
R2	0.8996	0.8996	0.8939
R1	0.8962	0.8962	0.8933	0.8950
PP	0.8939	0.8939	0.8939	0.8933
S1	0.8905	0.8905	0.8923	0.8893
S2	0.8881	0.8881	0.8917
S3	0.8824	0.8847	0.8912
S4	0.8766	0.8790	0.8896

Weekly Pivots for week ending 06-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9293	0.9265	0.9135
R3	0.9224	0.9195	0.9116
R2	0.9154	0.9154	0.9110
R1	0.9126	0.9126	0.9103	0.9140
PP	0.9085	0.9085	0.9085	0.9092
S1	0.9056	0.9056	0.9091	0.9071
S2	0.9015	0.9015	0.9084
S3	0.8946	0.8987	0.9078
S4	0.8876	0.8917	0.9059

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9105	0.8915	0.0190	2.1%	0.0059	0.7%	7%	False	True	127,083
10	0.9143	0.8915	0.0228	2.5%	0.0053	0.6%	6%	False	True	128,784
20	0.9198	0.8915	0.0283	3.2%	0.0056	0.6%	5%	False	True	128,782
40	0.9320	0.8915	0.0405	4.5%	0.0057	0.6%	3%	False	True	69,562
60	0.9430	0.8915	0.0515	5.8%	0.0052	0.6%	3%	False	True	46,428
80	0.9670	0.8915	0.0755	8.5%	0.0053	0.6%	2%	False	True	34,841

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9217
2.618	0.9123
1.618	0.9066
1.000	0.9030
0.618	0.9008
HIGH	0.8973
0.618	0.8951
0.500	0.8944
0.382	0.8937
LOW	0.8915
0.618	0.8879
1.000	0.8858
1.618	0.8822
2.618	0.8764
4.250	0.8671

Fisher Pivots for day following 12-Jul-2018
Pivot	1 day	3 day
R1	0.8944	0.8992
PP	0.8939	0.8971
S1	0.8933	0.8949

Download as Excel Spreadsheet

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

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