CME Japanese Yen Future September 2018

Trading Metrics calculated at close of trading on 01-Aug-2018

Day Change Summary
	Previous	Current
	31-Jul-2018	01-Aug-2018	Change	Change %	Previous Week
Open	0.9034	0.8971	-0.0064	-0.7%	0.9005
High	0.9064	0.9005	-0.0059	-0.7%	0.9073
Low	0.8959	0.8944	-0.0016	-0.2%	0.8998
Close	0.8970	0.8991	0.0021	0.2%	0.9039
Range	0.0105	0.0061	-0.0044	-41.6%	0.0076
ATR	0.0057	0.0058	0.0000	0.4%	0.0000
Volume	210,264	132,961	-77,303	-36.8%	628,585

Daily Pivots for day following 01-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9163	0.9138	0.9025
R3	0.9102	0.9077	0.9008
R2	0.9041	0.9041	0.9002
R1	0.9016	0.9016	0.8997	0.9028
PP	0.8980	0.8980	0.8980	0.8986
S1	0.8955	0.8955	0.8985	0.8967
S2	0.8919	0.8919	0.8980
S3	0.8858	0.8894	0.8974
S4	0.8797	0.8833	0.8957

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	0.8944	0.0130	1.4%	0.0056	0.6%	37%	False	True	125,558
10	0.9073	0.8868	0.0206	2.3%	0.0064	0.7%	60%	False	False	143,849
20	0.9114	0.8868	0.0246	2.7%	0.0057	0.6%	50%	False	False	132,464
40	0.9221	0.8868	0.0353	3.9%	0.0056	0.6%	35%	False	False	115,496
60	0.9320	0.8868	0.0453	5.0%	0.0056	0.6%	27%	False	False	77,569
80	0.9478	0.8868	0.0610	6.8%	0.0052	0.6%	20%	False	False	58,201
100	0.9670	0.8868	0.0802	8.9%	0.0053	0.6%	15%	False	False	46,573

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	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9264
2.618	0.9164
1.618	0.9103
1.000	0.9066
0.618	0.9042
HIGH	0.9005
0.618	0.8981
0.500	0.8974
0.382	0.8967
LOW	0.8944
0.618	0.8906
1.000	0.8883
1.618	0.8845
2.618	0.8784
4.250	0.8684

Fisher Pivots for day following 01-Aug-2018
Pivot	1 day	3 day
R1	0.8985	0.9004
PP	0.8980	0.8999
S1	0.8974	0.8995

Download as Excel Spreadsheet

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

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