CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 17-Sep-2018

Day Change Summary
	Previous	Current
	14-Sep-2018	17-Sep-2018	Change	Change %	Previous Week
Open	0.8994	0.8984	-0.0011	-0.1%	0.9068
High	0.9008	0.9007	-0.0001	0.0%	0.9084
Low	0.8973	0.8977	0.0004	0.0%	0.8973
Close	0.8986	0.8997	0.0012	0.1%	0.8986
Range	0.0035	0.0030	-0.0005	-14.5%	0.0111
ATR	0.0048	0.0047	-0.0001	-2.8%	0.0000
Volume	125,446	64,646	-60,800	-48.5%	375,513

Daily Pivots for day following 17-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9082	0.9069	0.9013
R3	0.9053	0.9040	0.9005
R2	0.9023	0.9023	0.9002
R1	0.9010	0.9010	0.9000	0.9017
PP	0.8994	0.8994	0.8994	0.8997
S1	0.8981	0.8981	0.8994	0.8987
S2	0.8964	0.8964	0.8992
S3	0.8935	0.8951	0.8989
S4	0.8905	0.8922	0.8981

Weekly Pivots for week ending 14-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9349	0.9279	0.9047
R3	0.9237	0.9167	0.9016
R2	0.9126	0.9126	0.9006
R1	0.9056	0.9056	0.8996	0.9035
PP	0.9014	0.9014	0.9014	0.9004
S1	0.8944	0.8944	0.8975	0.8924
S2	0.8903	0.8903	0.8965
S3	0.8791	0.8833	0.8955
S4	0.8680	0.8721	0.8924

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9066	0.8973	0.0093	1.0%	0.0044	0.5%	26%	False	False	84,110
10	0.9124	0.8973	0.0151	1.7%	0.0049	0.5%	16%	False	False	46,915
20	0.9184	0.8973	0.0211	2.3%	0.0047	0.5%	11%	False	False	24,267
40	0.9184	0.8973	0.0211	2.3%	0.0046	0.5%	11%	False	False	12,190
60	0.9257	0.8935	0.0322	3.6%	0.0045	0.5%	19%	False	False	8,139
80	0.9374	0.8935	0.0439	4.9%	0.0043	0.5%	14%	False	False	6,108
100	0.9374	0.8935	0.0439	4.9%	0.0038	0.4%	14%	False	False	4,890
120	0.9657	0.8935	0.0722	8.0%	0.0037	0.4%	9%	False	False	4,076

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.9132
2.618	0.9084
1.618	0.9054
1.000	0.9036
0.618	0.9025
HIGH	0.9007
0.618	0.8995
0.500	0.8992
0.382	0.8988
LOW	0.8977
0.618	0.8959
1.000	0.8948
1.618	0.8929
2.618	0.8900
4.250	0.8852

Fisher Pivots for day following 17-Sep-2018
Pivot	1 day	3 day
R1	0.8995	0.9014
PP	0.8994	0.9008
S1	0.8992	0.9003

Download as Excel Spreadsheet

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

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