CME Japanese Yen Future September 2018

Trading Metrics calculated at close of trading on 06-Aug-2018

Day Change Summary
	Previous	Current
	03-Aug-2018	06-Aug-2018	Change	Change %	Previous Week
Open	0.8980	0.9017	0.0037	0.4%	0.9039
High	0.9027	0.9021	-0.0006	-0.1%	0.9064
Low	0.8962	0.8991	0.0028	0.3%	0.8944
Close	0.9014	0.9001	-0.0013	-0.1%	0.9014
Range	0.0064	0.0030	-0.0034	-53.1%	0.0120
ATR	0.0057	0.0055	-0.0002	-3.4%	0.0000
Volume	104,623	70,863	-33,760	-32.3%	632,988

Daily Pivots for day following 06-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9094	0.9078	0.9018
R3	0.9064	0.9048	0.9009
R2	0.9034	0.9034	0.9007
R1	0.9018	0.9018	0.9004	0.9011
PP	0.9004	0.9004	0.9004	0.9001
S1	0.8988	0.8988	0.8998	0.8981
S2	0.8974	0.8974	0.8996
S3	0.8944	0.8958	0.8993
S4	0.8914	0.8928	0.8985

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%	0.0059	0.7%	48%	False	False	125,959
10	0.9073	0.8944	0.0130	1.4%	0.0052	0.6%	44%	False	False	118,052
20	0.9073	0.8868	0.0206	2.3%	0.0057	0.6%	65%	False	False	130,200
40	0.9209	0.8868	0.0341	3.8%	0.0055	0.6%	39%	False	False	121,794
60	0.9320	0.8868	0.0453	5.0%	0.0055	0.6%	30%	False	False	82,336
80	0.9452	0.8868	0.0584	6.5%	0.0052	0.6%	23%	False	False	61,779
100	0.9670	0.8868	0.0802	8.9%	0.0053	0.6%	17%	False	False	49,438

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9148
2.618	0.9099
1.618	0.9069
1.000	0.9051
0.618	0.9039
HIGH	0.9021
0.618	0.9009
0.500	0.9006
0.382	0.9002
LOW	0.8991
0.618	0.8972
1.000	0.8961
1.618	0.8942
2.618	0.8912
4.250	0.8863

Fisher Pivots for day following 06-Aug-2018
Pivot	1 day	3 day
R1	0.9006	0.8999
PP	0.9004	0.8997
S1	0.9003	0.8994

Download as Excel Spreadsheet

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

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