CME Japanese Yen Future September 2018

Trading Metrics calculated at close of trading on 30-Jul-2018

Day Change Summary
	Previous	Current
	27-Jul-2018	30-Jul-2018	Change	Change %	Previous Week
Open	0.9018	0.9039	0.0021	0.2%	0.9005
High	0.9055	0.9047	-0.0009	-0.1%	0.9073
Low	0.9017	0.9024	0.0007	0.1%	0.8998
Close	0.9039	0.9037	-0.0003	0.0%	0.9039
Range	0.0038	0.0023	-0.0016	-40.8%	0.0076
ATR	0.0056	0.0054	-0.0002	-4.3%	0.0000
Volume	98,487	74,053	-24,434	-24.8%	628,585

Daily Pivots for day following 30-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9103	0.9092	0.9049
R3	0.9081	0.9070	0.9043
R2	0.9058	0.9058	0.9041
R1	0.9047	0.9047	0.9039	0.9042
PP	0.9036	0.9036	0.9036	0.9033
S1	0.9025	0.9025	0.9034	0.9019
S2	0.9013	0.9013	0.9032
S3	0.8991	0.9002	0.9030
S4	0.8968	0.8980	0.9024

Weekly Pivots for week ending 27-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9263	0.9227	0.9081
R3	0.9188	0.9151	0.9060
R2	0.9112	0.9112	0.9053
R1	0.9076	0.9076	0.9046	0.9094
PP	0.9037	0.9037	0.9037	0.9046
S1	0.9000	0.9000	0.9032	0.9018
S2	0.8961	0.8961	0.9025
S3	0.8886	0.8925	0.9018
S4	0.8810	0.8849	0.8997

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9073	0.9000	0.0074	0.8%	0.0044	0.5%	50%	False	False	110,146
10	0.9073	0.8868	0.0206	2.3%	0.0056	0.6%	82%	False	False	133,446
20	0.9114	0.8868	0.0246	2.7%	0.0053	0.6%	69%	False	False	126,901
40	0.9221	0.8868	0.0353	3.9%	0.0053	0.6%	48%	False	False	107,039
60	0.9320	0.8868	0.0453	5.0%	0.0055	0.6%	37%	False	False	71,850
80	0.9480	0.8868	0.0613	6.8%	0.0051	0.6%	28%	False	False	53,911
100	0.9670	0.8868	0.0802	8.9%	0.0052	0.6%	21%	False	False	43,141

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 62 trading days

Fibonacci Retracements and Extensions
4.250	0.9142
2.618	0.9105
1.618	0.9083
1.000	0.9069
0.618	0.9060
HIGH	0.9047
0.618	0.9038
0.500	0.9035
0.382	0.9033
LOW	0.9024
0.618	0.9010
1.000	0.9002
1.618	0.8988
2.618	0.8965
4.250	0.8928

Fisher Pivots for day following 30-Jul-2018
Pivot	1 day	3 day
R1	0.9036	0.9045
PP	0.9036	0.9042
S1	0.9035	0.9039

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

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