CME Japanese Yen Future September 2018

Trading Metrics calculated at close of trading on 23-Jul-2018

Day Change Summary
	Previous	Current
	20-Jul-2018	23-Jul-2018	Change	Change %	Previous Week
Open	0.8925	0.9005	0.0080	0.9%	0.8936
High	0.9011	0.9062	0.0051	0.6%	0.9011
Low	0.8912	0.8998	0.0086	1.0%	0.8868
Close	0.8999	0.9003	0.0004	0.0%	0.8999
Range	0.0099	0.0064	-0.0035	-35.4%	0.0143
ATR	0.0058	0.0059	0.0000	0.7%	0.0000
Volume	214,509	151,907	-62,602	-29.2%	705,755

Daily Pivots for day following 23-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9213	0.9172	0.9038
R3	0.9149	0.9108	0.9020
R2	0.9085	0.9085	0.9014
R1	0.9044	0.9044	0.9008	0.9032
PP	0.9021	0.9021	0.9021	0.9015
S1	0.8980	0.8980	0.8997	0.8968
S2	0.8957	0.8957	0.8991
S3	0.8893	0.8916	0.8985
S4	0.8829	0.8852	0.8967

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	0.9062	0.8868	0.0194	2.2%	0.0069	0.8%	70%	True	False	156,747
10	0.9069	0.8868	0.0201	2.2%	0.0063	0.7%	67%	False	False	142,347
20	0.9198	0.8868	0.0331	3.7%	0.0057	0.6%	41%	False	False	135,656
40	0.9320	0.8868	0.0453	5.0%	0.0057	0.6%	30%	False	False	93,642
60	0.9320	0.8868	0.0453	5.0%	0.0054	0.6%	30%	False	False	62,680
80	0.9568	0.8868	0.0700	7.8%	0.0052	0.6%	19%	False	False	47,032
100	0.9670	0.8868	0.0802	8.9%	0.0052	0.6%	17%	False	False	37,634

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	0.0012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9334
2.618	0.9229
1.618	0.9165
1.000	0.9126
0.618	0.9101
HIGH	0.9062
0.618	0.9037
0.500	0.9030
0.382	0.9022
LOW	0.8998
0.618	0.8958
1.000	0.8934
1.618	0.8894
2.618	0.8830
4.250	0.8726

Fisher Pivots for day following 23-Jul-2018
Pivot	1 day	3 day
R1	0.9030	0.8990
PP	0.9021	0.8977
S1	0.9012	0.8965

Download as Excel Spreadsheet

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

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