CME Japanese Yen Future September 2018

Trading Metrics calculated at close of trading on 26-Jul-2018

Day Change Summary
	Previous	Current
	25-Jul-2018	26-Jul-2018	Change	Change %	Previous Week
Open	0.9025	0.9048	0.0023	0.3%	0.8936
High	0.9070	0.9073	0.0004	0.0%	0.9011
Low	0.9010	0.9018	0.0008	0.1%	0.8868
Close	0.9054	0.9020	-0.0034	-0.4%	0.8999
Range	0.0060	0.0056	-0.0005	-7.5%	0.0143
ATR	0.0058	0.0058	0.0000	-0.3%	0.0000
Volume	147,285	112,027	-35,258	-23.9%	705,755

Daily Pivots for day following 26-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9203	0.9167	0.9051
R3	0.9148	0.9112	0.9035
R2	0.9092	0.9092	0.9030
R1	0.9056	0.9056	0.9025	0.9047
PP	0.9037	0.9037	0.9037	0.9032
S1	0.9001	0.9001	0.9015	0.8991
S2	0.8981	0.8981	0.9010
S3	0.8926	0.8945	0.9005
S4	0.8870	0.8890	0.8989

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	0.9073	0.8912	0.0162	1.8%	0.0065	0.7%	67%	True	False	148,921
10	0.9073	0.8868	0.0206	2.3%	0.0057	0.6%	74%	True	False	135,411
20	0.9143	0.8868	0.0275	3.0%	0.0055	0.6%	55%	False	False	132,097
40	0.9292	0.8868	0.0425	4.7%	0.0055	0.6%	36%	False	False	102,880
60	0.9320	0.8868	0.0453	5.0%	0.0055	0.6%	34%	False	False	68,979
80	0.9541	0.8868	0.0673	7.5%	0.0052	0.6%	23%	False	False	51,756
100	0.9670	0.8868	0.0802	8.9%	0.0052	0.6%	19%	False	False	41,416

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	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9309
2.618	0.9218
1.618	0.9163
1.000	0.9129
0.618	0.9107
HIGH	0.9073
0.618	0.9052
0.500	0.9045
0.382	0.9039
LOW	0.9018
0.618	0.8983
1.000	0.8962
1.618	0.8928
2.618	0.8872
4.250	0.8782

Fisher Pivots for day following 26-Jul-2018
Pivot	1 day	3 day
R1	0.9045	0.9036
PP	0.9037	0.9031
S1	0.9028	0.9025

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

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