CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 06-Aug-2018

Day Change Summary
	Previous	Current
	03-Aug-2018	06-Aug-2018	Change	Change %	Previous Week
Open	0.9034	0.9075	0.0041	0.5%	0.9089
High	0.9082	0.9078	-0.0004	0.0%	0.9107
Low	0.9034	0.9050	0.0017	0.2%	0.9006
Close	0.9074	0.9062	-0.0013	-0.1%	0.9074
Range	0.0048	0.0028	-0.0020	-41.7%	0.0101
ATR	0.0046	0.0045	-0.0001	-2.8%	0.0000
Volume	83	60	-23	-27.7%	409

Daily Pivots for day following 06-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9147	0.9132	0.9077
R3	0.9119	0.9104	0.9069
R2	0.9091	0.9091	0.9067
R1	0.9076	0.9076	0.9064	0.9070
PP	0.9063	0.9063	0.9063	0.9060
S1	0.9048	0.9048	0.9059	0.9042
S2	0.9035	0.9035	0.9056
S3	0.9007	0.9020	0.9054
S4	0.8979	0.8992	0.9046

Weekly Pivots for week ending 03-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9365	0.9321	0.9130
R3	0.9264	0.9220	0.9102
R2	0.9163	0.9163	0.9093
R1	0.9119	0.9119	0.9083	0.9091
PP	0.9062	0.9062	0.9062	0.9048
S1	0.9018	0.9018	0.9065	0.8990
S2	0.8961	0.8961	0.9055
S3	0.8860	0.8917	0.9046
S4	0.8759	0.8816	0.9018

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9107	0.9006	0.0101	1.1%	0.0047	0.5%	55%	False	False	87
10	0.9128	0.9006	0.0122	1.3%	0.0041	0.4%	46%	False	False	60
20	0.9128	0.8935	0.0193	2.1%	0.0046	0.5%	66%	False	False	54
40	0.9264	0.8935	0.0329	3.6%	0.0042	0.5%	38%	False	False	40
60	0.9374	0.8935	0.0439	4.8%	0.0037	0.4%	29%	False	False	30
80	0.9515	0.8935	0.0580	6.4%	0.0032	0.4%	22%	False	False	26
100	0.9728	0.8935	0.0793	8.8%	0.0032	0.4%	16%	False	False	22
120	0.9728	0.8935	0.0793	8.8%	0.0032	0.4%	16%	False	False	20

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9197
2.618	0.9151
1.618	0.9123
1.000	0.9106
0.618	0.9095
HIGH	0.9078
0.618	0.9067
0.500	0.9064
0.382	0.9061
LOW	0.9050
0.618	0.9033
1.000	0.9022
1.618	0.9005
2.618	0.8977
4.250	0.8931

Fisher Pivots for day following 06-Aug-2018
Pivot	1 day	3 day
R1	0.9064	0.9060
PP	0.9063	0.9059
S1	0.9062	0.9058

Download as Excel Spreadsheet

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

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