CME Japanese Yen Future September 2018

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

Day Change Summary
	Previous	Current
	16-Jul-2018	17-Jul-2018	Change	Change %	Previous Week
Open	0.8936	0.8941	0.0005	0.1%	0.9098
High	0.8946	0.8947	0.0001	0.0%	0.9105
Low	0.8920	0.8891	-0.0029	-0.3%	0.8902
Close	0.8943	0.8898	-0.0045	-0.5%	0.8939
Range	0.0027	0.0056	0.0030	111.3%	0.0204
ATR	0.0054	0.0054	0.0000	0.3%	0.0000
Volume	73,924	130,546	56,622	76.6%	650,750

Daily Pivots for day following 17-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9080	0.9045	0.8929
R3	0.9024	0.8989	0.8913
R2	0.8968	0.8968	0.8908
R1	0.8933	0.8933	0.8903	0.8922
PP	0.8912	0.8912	0.8912	0.8906
S1	0.8877	0.8877	0.8893	0.8866
S2	0.8856	0.8856	0.8888
S3	0.8800	0.8821	0.8883
S4	0.8744	0.8765	0.8867

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	0.9069	0.8891	0.0178	2.0%	0.0059	0.7%	4%	False	True	131,690
10	0.9114	0.8891	0.0223	2.5%	0.0051	0.6%	3%	False	True	121,945
20	0.9198	0.8891	0.0308	3.5%	0.0055	0.6%	2%	False	True	130,348
40	0.9320	0.8891	0.0430	4.8%	0.0057	0.6%	2%	False	True	77,556
60	0.9378	0.8891	0.0488	5.5%	0.0053	0.6%	2%	False	True	51,802
80	0.9670	0.8891	0.0779	8.8%	0.0052	0.6%	1%	False	True	38,872

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9185
2.618	0.9093
1.618	0.9037
1.000	0.9003
0.618	0.8981
HIGH	0.8947
0.618	0.8925
0.500	0.8919
0.382	0.8912
LOW	0.8891
0.618	0.8856
1.000	0.8835
1.618	0.8800
2.618	0.8744
4.250	0.8653

Fisher Pivots for day following 17-Jul-2018
Pivot	1 day	3 day
R1	0.8919	0.8919
PP	0.8912	0.8912
S1	0.8905	0.8905

Download as Excel Spreadsheet

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

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