CME Japanese Yen Future September 2018

Trading Metrics calculated at close of trading on 19-Jul-2018

Day Change Summary
	Previous	Current
	18-Jul-2018	19-Jul-2018	Change	Change %	Previous Week
Open	0.8893	0.8894	0.0001	0.0%	0.9098
High	0.8908	0.8958	0.0050	0.6%	0.9105
Low	0.8874	0.8868	-0.0007	-0.1%	0.8902
Close	0.8897	0.8925	0.0029	0.3%	0.8939
Range	0.0034	0.0090	0.0057	168.7%	0.0204
ATR	0.0052	0.0055	0.0003	5.1%	0.0000
Volume	108,650	178,126	69,476	63.9%	650,750

Daily Pivots for day following 19-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9187	0.9146	0.8975
R3	0.9097	0.9056	0.8950
R2	0.9007	0.9007	0.8942
R1	0.8966	0.8966	0.8933	0.8986
PP	0.8917	0.8917	0.8917	0.8927
S1	0.8876	0.8876	0.8917	0.8896
S2	0.8827	0.8827	0.8909
S3	0.8737	0.8786	0.8900
S4	0.8647	0.8696	0.8876

Weekly Pivots for week ending 13-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9592	0.9469	0.9050
R3	0.9389	0.9265	0.8994
R2	0.9185	0.9185	0.8976
R1	0.9062	0.9062	0.8957	0.9022
PP	0.8982	0.8982	0.8982	0.8962
S1	0.8858	0.8858	0.8920	0.8818
S2	0.8778	0.8778	0.8901
S3	0.8575	0.8655	0.8883
S4	0.8371	0.8451	0.8827

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8958	0.8868	0.0090	1.0%	0.0049	0.6%	64%	True	True	121,900
10	0.9105	0.8868	0.0238	2.7%	0.0054	0.6%	24%	False	True	124,492
20	0.9198	0.8868	0.0331	3.7%	0.0055	0.6%	17%	False	True	129,633
40	0.9320	0.8868	0.0453	5.1%	0.0058	0.7%	13%	False	True	84,692
60	0.9320	0.8868	0.0453	5.1%	0.0053	0.6%	13%	False	True	56,576
80	0.9607	0.8868	0.0740	8.3%	0.0053	0.6%	8%	False	True	42,455

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9340
2.618	0.9193
1.618	0.9103
1.000	0.9048
0.618	0.9013
HIGH	0.8958
0.618	0.8923
0.500	0.8913
0.382	0.8902
LOW	0.8868
0.618	0.8812
1.000	0.8778
1.618	0.8722
2.618	0.8632
4.250	0.8485

Fisher Pivots for day following 19-Jul-2018
Pivot	1 day	3 day
R1	0.8921	0.8921
PP	0.8917	0.8917
S1	0.8913	0.8913

Download as Excel Spreadsheet

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

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