CME Japanese Yen Future September 2018

Trading Metrics calculated at close of trading on 20-Jul-2018

Day Change Summary
	Previous	Current
	19-Jul-2018	20-Jul-2018	Change	Change %	Previous Week
Open	0.8894	0.8925	0.0031	0.3%	0.8936
High	0.8958	0.9011	0.0053	0.6%	0.9011
Low	0.8868	0.8912	0.0044	0.5%	0.8868
Close	0.8925	0.8999	0.0074	0.8%	0.8999
Range	0.0090	0.0099	0.0009	10.0%	0.0143
ATR	0.0055	0.0058	0.0003	5.7%	0.0000
Volume	178,126	214,509	36,383	20.4%	705,755

Daily Pivots for day following 20-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9271	0.9234	0.9053
R3	0.9172	0.9135	0.9026
R2	0.9073	0.9073	0.9017
R1	0.9036	0.9036	0.9008	0.9054
PP	0.8974	0.8974	0.8974	0.8983
S1	0.8937	0.8937	0.8989	0.8955
S2	0.8875	0.8875	0.8980
S3	0.8776	0.8838	0.8971
S4	0.8677	0.8739	0.8944

Weekly Pivots for week ending 20-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9388	0.9336	0.9077
R3	0.9245	0.9193	0.9038
R2	0.9102	0.9102	0.9025
R1	0.9050	0.9050	0.9012	0.9076
PP	0.8959	0.8959	0.8959	0.8972
S1	0.8907	0.8907	0.8985	0.8933
S2	0.8816	0.8816	0.8972
S3	0.8673	0.8764	0.8959
S4	0.8530	0.8621	0.8920

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9011	0.8868	0.0143	1.6%	0.0061	0.7%	92%	True	False	141,151
10	0.9105	0.8868	0.0238	2.6%	0.0061	0.7%	55%	False	False	135,650
20	0.9198	0.8868	0.0331	3.7%	0.0056	0.6%	40%	False	False	132,906
40	0.9320	0.8868	0.0453	5.0%	0.0058	0.6%	29%	False	False	89,896
60	0.9320	0.8868	0.0453	5.0%	0.0054	0.6%	29%	False	False	60,150
80	0.9601	0.8868	0.0733	8.1%	0.0053	0.6%	18%	False	False	45,134
100	0.9670	0.8868	0.0802	8.9%	0.0052	0.6%	16%	False	False	36,115

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9431
2.618	0.9270
1.618	0.9171
1.000	0.9110
0.618	0.9072
HIGH	0.9011
0.618	0.8973
0.500	0.8961
0.382	0.8949
LOW	0.8912
0.618	0.8850
1.000	0.8813
1.618	0.8751
2.618	0.8652
4.250	0.8491

Fisher Pivots for day following 20-Jul-2018
Pivot	1 day	3 day
R1	0.8986	0.8979
PP	0.8974	0.8959
S1	0.8961	0.8939

Download as Excel Spreadsheet

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

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