CME Japanese Yen Future September 2018

Trading Metrics calculated at close of trading on 03-Aug-2018

Day Change Summary
	Previous	Current
	02-Aug-2018	03-Aug-2018	Change	Change %	Previous Week
Open	0.8977	0.8980	0.0003	0.0%	0.9039
High	0.9010	0.9027	0.0017	0.2%	0.9064
Low	0.8975	0.8962	-0.0012	-0.1%	0.8944
Close	0.8979	0.9014	0.0035	0.4%	0.9014
Range	0.0036	0.0064	0.0029	80.3%	0.0120
ATR	0.0056	0.0057	0.0001	1.0%	0.0000
Volume	111,087	104,623	-6,464	-5.8%	632,988

Daily Pivots for day following 03-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9193	0.9168	0.9049
R3	0.9129	0.9104	0.9032
R2	0.9065	0.9065	0.9026
R1	0.9040	0.9040	0.9020	0.9052
PP	0.9001	0.9001	0.9001	0.9007
S1	0.8975	0.8975	0.9008	0.8988
S2	0.8937	0.8937	0.9002
S3	0.8873	0.8911	0.8996
S4	0.8809	0.8847	0.8979

Weekly Pivots for week ending 03-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9367	0.9311	0.9080
R3	0.9247	0.9191	0.9047
R2	0.9127	0.9127	0.9036
R1	0.9071	0.9071	0.9025	0.9039
PP	0.9007	0.9007	0.9007	0.8991
S1	0.8951	0.8951	0.9003	0.8919
S2	0.8887	0.8887	0.8992
S3	0.8767	0.8831	0.8981
S4	0.8647	0.8711	0.8948

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%	0.0058	0.6%	59%	False	False	126,597
10	0.9073	0.8944	0.0130	1.4%	0.0055	0.6%	54%	False	False	126,157
20	0.9105	0.8868	0.0238	2.6%	0.0058	0.6%	62%	False	False	130,903
40	0.9221	0.8868	0.0353	3.9%	0.0056	0.6%	42%	False	False	120,464
60	0.9320	0.8868	0.0453	5.0%	0.0056	0.6%	32%	False	False	81,160
80	0.9469	0.8868	0.0601	6.7%	0.0052	0.6%	24%	False	False	60,895
100	0.9670	0.8868	0.0802	8.9%	0.0053	0.6%	18%	False	False	48,730

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9299
2.618	0.9194
1.618	0.9130
1.000	0.9091
0.618	0.9066
HIGH	0.9027
0.618	0.9002
0.500	0.8994
0.382	0.8987
LOW	0.8962
0.618	0.8923
1.000	0.8898
1.618	0.8859
2.618	0.8795
4.250	0.8690

Fisher Pivots for day following 03-Aug-2018
Pivot	1 day	3 day
R1	0.9007	0.9004
PP	0.9001	0.8995
S1	0.8994	0.8985

Download as Excel Spreadsheet

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

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