CME Japanese Yen Future September 2018

Trading Metrics calculated at close of trading on 13-Jul-2018

Day Change Summary
	Previous	Current
	12-Jul-2018	13-Jul-2018	Change	Change %	Previous Week
Open	0.8970	0.8923	-0.0048	-0.5%	0.9098
High	0.8973	0.8942	-0.0031	-0.3%	0.9105
Low	0.8915	0.8902	-0.0014	-0.2%	0.8902
Close	0.8928	0.8939	0.0011	0.1%	0.8939
Range	0.0058	0.0041	-0.0017	-29.6%	0.0204
ATR	0.0057	0.0056	-0.0001	-2.1%	0.0000
Volume	152,678	118,257	-34,421	-22.5%	650,750

Daily Pivots for day following 13-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9049	0.9034	0.8961
R3	0.9008	0.8994	0.8950
R2	0.8968	0.8968	0.8946
R1	0.8953	0.8953	0.8942	0.8961
PP	0.8927	0.8927	0.8927	0.8931
S1	0.8913	0.8913	0.8935	0.8920
S2	0.8887	0.8887	0.8931
S3	0.8846	0.8872	0.8927
S4	0.8806	0.8832	0.8916

Weekly Pivots for week ending 13-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9592	0.9469	0.9050
R3	0.9389	0.9265	0.8994
R2	0.9185	0.9185	0.8976
R1	0.9062	0.9062	0.8957	0.9022
PP	0.8982	0.8982	0.8982	0.8962
S1	0.8858	0.8858	0.8920	0.8818
S2	0.8778	0.8778	0.8901
S3	0.8575	0.8655	0.8883
S4	0.8371	0.8451	0.8827

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9105	0.8902	0.0204	2.3%	0.0061	0.7%	18%	False	True	130,150
10	0.9114	0.8902	0.0212	2.4%	0.0052	0.6%	17%	False	True	128,110
20	0.9198	0.8902	0.0297	3.3%	0.0055	0.6%	12%	False	True	131,435
40	0.9320	0.8902	0.0419	4.7%	0.0057	0.6%	9%	False	True	72,508
60	0.9423	0.8902	0.0521	5.8%	0.0052	0.6%	7%	False	True	48,398
80	0.9670	0.8902	0.0768	8.6%	0.0053	0.6%	5%	False	True	36,319

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0013
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9114
2.618	0.9048
1.618	0.9008
1.000	0.8983
0.618	0.8967
HIGH	0.8942
0.618	0.8927
0.500	0.8922
0.382	0.8917
LOW	0.8902
0.618	0.8876
1.000	0.8861
1.618	0.8836
2.618	0.8795
4.250	0.8729

Fisher Pivots for day following 13-Jul-2018
Pivot	1 day	3 day
R1	0.8933	0.8985
PP	0.8927	0.8970
S1	0.8922	0.8954

Download as Excel Spreadsheet

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

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