CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 02-Nov-2018

Day Change Summary
	Previous	Current
	01-Nov-2018	02-Nov-2018	Change	Change %	Previous Week
Open	0.8883	0.8905	0.0022	0.3%	0.8970
High	0.8908	0.8912	0.0004	0.0%	0.8979
Low	0.8877	0.8851	-0.0027	-0.3%	0.8849
Close	0.8900	0.8855	-0.0045	-0.5%	0.8855
Range	0.0031	0.0061	0.0030	96.8%	0.0130
ATR	0.0055	0.0056	0.0000	0.7%	0.0000
Volume	123,661	163,806	40,145	32.5%	804,327

Daily Pivots for day following 02-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9055	0.9016	0.8888
R3	0.8994	0.8955	0.8871
R2	0.8933	0.8933	0.8866
R1	0.8894	0.8894	0.8860	0.8883
PP	0.8872	0.8872	0.8872	0.8867
S1	0.8833	0.8833	0.8849	0.8822
S2	0.8811	0.8811	0.8843
S3	0.8750	0.8772	0.8838
S4	0.8689	0.8711	0.8821

Weekly Pivots for week ending 02-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9283	0.9198	0.8926
R3	0.9153	0.9069	0.8890
R2	0.9024	0.9024	0.8878
R1	0.8939	0.8939	0.8866	0.8917
PP	0.8894	0.8894	0.8894	0.8883
S1	0.8810	0.8810	0.8843	0.8787
S2	0.8765	0.8765	0.8831
S3	0.8635	0.8680	0.8819
S4	0.8506	0.8551	0.8783

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8979	0.8849	0.0130	1.5%	0.0053	0.6%	4%	False	False	160,865
10	0.9012	0.8849	0.0163	1.8%	0.0059	0.7%	3%	False	False	172,364
20	0.9012	0.8820	0.0192	2.2%	0.0058	0.7%	18%	False	False	161,320
40	0.9084	0.8774	0.0310	3.5%	0.0051	0.6%	26%	False	False	132,119
60	0.9184	0.8774	0.0410	4.6%	0.0051	0.6%	20%	False	False	88,855
80	0.9184	0.8774	0.0410	4.6%	0.0049	0.6%	20%	False	False	66,655
100	0.9257	0.8774	0.0483	5.5%	0.0047	0.5%	17%	False	False	53,331
120	0.9374	0.8774	0.0600	6.8%	0.0044	0.5%	13%	False	False	44,445

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

Fibonacci Retracements and Extensions
4.250	0.9171
2.618	0.9071
1.618	0.9010
1.000	0.8973
0.618	0.8949
HIGH	0.8912
0.618	0.8888
0.500	0.8881
0.382	0.8874
LOW	0.8851
0.618	0.8813
1.000	0.8790
1.618	0.8752
2.618	0.8691
4.250	0.8591

Fisher Pivots for day following 02-Nov-2018
Pivot	1 day	3 day
R1	0.8881	0.8880
PP	0.8872	0.8872
S1	0.8863	0.8863

Download as Excel Spreadsheet

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

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