CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 09-Oct-2018

Day Change Summary
	Previous	Current
	08-Oct-2018	09-Oct-2018	Change	Change %	Previous Week
Open	0.8835	0.8881	0.0047	0.5%	0.8843
High	0.8908	0.8904	-0.0004	0.0%	0.8856
Low	0.8820	0.8863	0.0043	0.5%	0.8774
Close	0.8894	0.8891	-0.0003	0.0%	0.8836
Range	0.0088	0.0042	-0.0047	-52.8%	0.0082
ATR	0.0050	0.0049	-0.0001	-1.2%	0.0000
Volume	103,871	134,683	30,812	29.7%	643,979

Daily Pivots for day following 09-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9010	0.8992	0.8913
R3	0.8969	0.8950	0.8902
R2	0.8927	0.8927	0.8898
R1	0.8909	0.8909	0.8894	0.8918
PP	0.8886	0.8886	0.8886	0.8890
S1	0.8867	0.8867	0.8887	0.8877
S2	0.8844	0.8844	0.8883
S3	0.8803	0.8826	0.8879
S4	0.8761	0.8784	0.8868

Weekly Pivots for week ending 05-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9068	0.9034	0.8881
R3	0.8986	0.8952	0.8858
R2	0.8904	0.8904	0.8851
R1	0.8870	0.8870	0.8843	0.8846
PP	0.8822	0.8822	0.8822	0.8810
S1	0.8788	0.8788	0.8828	0.8764
S2	0.8740	0.8740	0.8820
S3	0.8658	0.8706	0.8813
S4	0.8576	0.8624	0.8790

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8908	0.8774	0.0134	1.5%	0.0065	0.7%	87%	False	False	131,580
10	0.8935	0.8774	0.0161	1.8%	0.0054	0.6%	72%	False	False	127,005
20	0.9062	0.8774	0.0288	3.2%	0.0046	0.5%	40%	False	False	111,929
40	0.9184	0.8774	0.0410	4.6%	0.0048	0.5%	28%	False	False	58,576
60	0.9184	0.8774	0.0410	4.6%	0.0047	0.5%	28%	False	False	39,074
80	0.9257	0.8774	0.0483	5.4%	0.0046	0.5%	24%	False	False	29,314
100	0.9374	0.8774	0.0600	6.7%	0.0043	0.5%	19%	False	False	23,455
120	0.9460	0.8774	0.0686	7.7%	0.0039	0.4%	17%	False	False	19,548

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.0011
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9080
2.618	0.9013
1.618	0.8971
1.000	0.8946
0.618	0.8930
HIGH	0.8904
0.618	0.8888
0.500	0.8883
0.382	0.8878
LOW	0.8863
0.618	0.8837
1.000	0.8821
1.618	0.8795
2.618	0.8754
4.250	0.8686

Fisher Pivots for day following 09-Oct-2018
Pivot	1 day	3 day
R1	0.8888	0.8880
PP	0.8886	0.8869
S1	0.8883	0.8858

Download as Excel Spreadsheet

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

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