CME Japanese Yen Future September 2018

Trading Metrics calculated at close of trading on 02-Aug-2018

Day Change Summary
	Previous	Current
	01-Aug-2018	02-Aug-2018	Change	Change %	Previous Week
Open	0.8971	0.8977	0.0007	0.1%	0.9005
High	0.9005	0.9010	0.0006	0.1%	0.9073
Low	0.8944	0.8975	0.0031	0.3%	0.8998
Close	0.8991	0.8979	-0.0012	-0.1%	0.9039
Range	0.0061	0.0036	-0.0026	-41.8%	0.0076
ATR	0.0058	0.0056	-0.0002	-2.7%	0.0000
Volume	132,961	111,087	-21,874	-16.5%	628,585

Daily Pivots for day following 02-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9094	0.9072	0.8999
R3	0.9059	0.9037	0.8989
R2	0.9023	0.9023	0.8986
R1	0.9001	0.9001	0.8982	0.9012
PP	0.8988	0.8988	0.8988	0.8993
S1	0.8966	0.8966	0.8976	0.8977
S2	0.8952	0.8952	0.8972
S3	0.8917	0.8930	0.8969
S4	0.8881	0.8895	0.8959

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	0.9064	0.8944	0.0120	1.3%	0.0052	0.6%	30%	False	False	125,370
10	0.9073	0.8912	0.0162	1.8%	0.0059	0.7%	42%	False	False	137,145
20	0.9105	0.8868	0.0238	2.6%	0.0056	0.6%	47%	False	False	130,819
40	0.9221	0.8868	0.0353	3.9%	0.0055	0.6%	32%	False	False	118,125
60	0.9320	0.8868	0.0453	5.0%	0.0056	0.6%	25%	False	False	79,419
80	0.9474	0.8868	0.0606	6.7%	0.0052	0.6%	18%	False	False	59,589
100	0.9670	0.8868	0.0802	8.9%	0.0053	0.6%	14%	False	False	47,684

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	0.0014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9161
2.618	0.9103
1.618	0.9067
1.000	0.9046
0.618	0.9032
HIGH	0.9010
0.618	0.8996
0.500	0.8992
0.382	0.8988
LOW	0.8975
0.618	0.8953
1.000	0.8939
1.618	0.8917
2.618	0.8882
4.250	0.8824

Fisher Pivots for day following 02-Aug-2018
Pivot	1 day	3 day
R1	0.8992	0.9004
PP	0.8988	0.8995
S1	0.8983	0.8987

Download as Excel Spreadsheet

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

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