CME Japanese Yen Future September 2018

Trading Metrics calculated at close of trading on 25-Jul-2018

Day Change Summary
	Previous	Current
	24-Jul-2018	25-Jul-2018	Change	Change %	Previous Week
Open	0.9015	0.9025	0.0010	0.1%	0.8936
High	0.9045	0.9070	0.0025	0.3%	0.9011
Low	0.9000	0.9010	0.0010	0.1%	0.8868
Close	0.9024	0.9054	0.0030	0.3%	0.8999
Range	0.0045	0.0060	0.0015	33.3%	0.0143
ATR	0.0058	0.0058	0.0000	0.3%	0.0000
Volume	118,879	147,285	28,406	23.9%	705,755

Daily Pivots for day following 25-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9224	0.9199	0.9087
R3	0.9164	0.9139	0.9070
R2	0.9104	0.9104	0.9065
R1	0.9079	0.9079	0.9059	0.9092
PP	0.9044	0.9044	0.9044	0.9051
S1	0.9019	0.9019	0.9048	0.9032
S2	0.8984	0.8984	0.9043
S3	0.8924	0.8959	0.9037
S4	0.8864	0.8899	0.9021

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	0.9070	0.8868	0.0202	2.2%	0.0072	0.8%	92%	True	False	162,141
10	0.9070	0.8868	0.0202	2.2%	0.0057	0.6%	92%	True	False	139,476
20	0.9170	0.8868	0.0302	3.3%	0.0056	0.6%	62%	False	False	135,079
40	0.9299	0.8868	0.0431	4.8%	0.0055	0.6%	43%	False	False	100,136
60	0.9320	0.8868	0.0453	5.0%	0.0055	0.6%	41%	False	False	67,114
80	0.9566	0.8868	0.0698	7.7%	0.0053	0.6%	27%	False	False	50,356
100	0.9670	0.8868	0.0802	8.9%	0.0052	0.6%	23%	False	False	40,296

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9325
2.618	0.9227
1.618	0.9167
1.000	0.9130
0.618	0.9107
HIGH	0.9070
0.618	0.9047
0.500	0.9040
0.382	0.9032
LOW	0.9010
0.618	0.8972
1.000	0.8950
1.618	0.8912
2.618	0.8852
4.250	0.8755

Fisher Pivots for day following 25-Jul-2018
Pivot	1 day	3 day
R1	0.9049	0.9047
PP	0.9044	0.9040
S1	0.9040	0.9034

Download as Excel Spreadsheet

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

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