CME Japanese Yen Future September 2018

Trading Metrics calculated at close of trading on 10-Jul-2018

Day Change Summary
	Previous	Current
	09-Jul-2018	10-Jul-2018	Change	Change %	Previous Week
Open	0.9098	0.9062	-0.0037	-0.4%	0.9068
High	0.9105	0.9064	-0.0041	-0.5%	0.9114
Low	0.9059	0.9021	-0.0038	-0.4%	0.9044
Close	0.9066	0.9025	-0.0041	-0.5%	0.9097
Range	0.0047	0.0044	-0.0003	-6.5%	0.0070
ATR	0.0053	0.0052	-0.0001	-1.0%	0.0000
Volume	84,937	111,829	26,892	31.7%	478,895

Daily Pivots for day following 10-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9167	0.9140	0.9049
R3	0.9124	0.9096	0.9037
R2	0.9080	0.9080	0.9033
R1	0.9053	0.9053	0.9029	0.9045
PP	0.9037	0.9037	0.9037	0.9033
S1	0.9009	0.9009	0.9021	0.9001
S2	0.8993	0.8993	0.9017
S3	0.8950	0.8966	0.9013
S4	0.8906	0.8922	0.9001

Weekly Pivots for week ending 06-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9293	0.9265	0.9135
R3	0.9224	0.9195	0.9116
R2	0.9154	0.9154	0.9110
R1	0.9126	0.9126	0.9103	0.9140
PP	0.9085	0.9085	0.9085	0.9092
S1	0.9056	0.9056	0.9091	0.9071
S2	0.9015	0.9015	0.9084
S3	0.8946	0.8987	0.9078
S4	0.8876	0.8917	0.9059

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9114	0.9021	0.0093	1.0%	0.0044	0.5%	5%	False	True	112,199
10	0.9197	0.9021	0.0176	2.0%	0.0050	0.6%	3%	False	True	125,114
20	0.9198	0.9021	0.0178	2.0%	0.0052	0.6%	3%	False	True	117,773
40	0.9320	0.9021	0.0300	3.3%	0.0055	0.6%	2%	False	True	61,196
60	0.9452	0.9021	0.0431	4.8%	0.0050	0.6%	1%	False	True	40,835
80	0.9670	0.9021	0.0649	7.2%	0.0052	0.6%	1%	False	True	30,645

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9249
2.618	0.9178
1.618	0.9134
1.000	0.9108
0.618	0.9091
HIGH	0.9064
0.618	0.9047
0.500	0.9042
0.382	0.9037
LOW	0.9021
0.618	0.8994
1.000	0.8977
1.618	0.8950
2.618	0.8907
4.250	0.8836

Fisher Pivots for day following 10-Jul-2018
Pivot	1 day	3 day
R1	0.9042	0.9063
PP	0.9037	0.9050
S1	0.9031	0.9038

Download as Excel Spreadsheet

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

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