CME Japanese Yen Future September 2018

Trading Metrics calculated at close of trading on 31-Jul-2018

Day Change Summary
	Previous	Current
	30-Jul-2018	31-Jul-2018	Change	Change %	Previous Week
Open	0.9039	0.9034	-0.0005	0.0%	0.9005
High	0.9047	0.9064	0.0017	0.2%	0.9073
Low	0.9024	0.8959	-0.0065	-0.7%	0.8998
Close	0.9037	0.8970	-0.0067	-0.7%	0.9039
Range	0.0023	0.0105	0.0082	364.4%	0.0076
ATR	0.0054	0.0057	0.0004	6.7%	0.0000
Volume	74,053	210,264	136,211	183.9%	628,585

Daily Pivots for day following 31-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9311	0.9245	0.9027
R3	0.9207	0.9141	0.8999
R2	0.9102	0.9102	0.8989
R1	0.9036	0.9036	0.8980	0.9017
PP	0.8998	0.8998	0.8998	0.8988
S1	0.8932	0.8932	0.8960	0.8912
S2	0.8893	0.8893	0.8951
S3	0.8789	0.8827	0.8941
S4	0.8684	0.8723	0.8913

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	0.8959	0.0114	1.3%	0.0056	0.6%	10%	False	True	128,423
10	0.9073	0.8868	0.0206	2.3%	0.0061	0.7%	50%	False	False	141,418
20	0.9114	0.8868	0.0246	2.7%	0.0056	0.6%	42%	False	False	131,681
40	0.9221	0.8868	0.0353	3.9%	0.0055	0.6%	29%	False	False	112,252
60	0.9320	0.8868	0.0453	5.0%	0.0056	0.6%	23%	False	False	75,354
80	0.9480	0.8868	0.0613	6.8%	0.0052	0.6%	17%	False	False	56,539
100	0.9670	0.8868	0.0802	8.9%	0.0053	0.6%	13%	False	False	45,244

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	0.9508
2.618	0.9337
1.618	0.9233
1.000	0.9168
0.618	0.9128
HIGH	0.9064
0.618	0.9024
0.500	0.9011
0.382	0.8999
LOW	0.8959
0.618	0.8894
1.000	0.8855
1.618	0.8790
2.618	0.8685
4.250	0.8515

Fisher Pivots for day following 31-Jul-2018
Pivot	1 day	3 day
R1	0.9011	0.9011
PP	0.8998	0.8998
S1	0.8984	0.8984

Download as Excel Spreadsheet

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

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