CME Japanese Yen Future September 2018

Trading Metrics calculated at close of trading on 07-Aug-2018

Day Change Summary
	Previous	Current
	06-Aug-2018	07-Aug-2018	Change	Change %	Previous Week
Open	0.9017	0.9001	-0.0016	-0.2%	0.9039
High	0.9021	0.9034	0.0013	0.1%	0.9064
Low	0.8991	0.8994	0.0003	0.0%	0.8944
Close	0.9001	0.8999	-0.0002	0.0%	0.9014
Range	0.0030	0.0040	0.0010	33.3%	0.0120
ATR	0.0055	0.0054	-0.0001	-1.9%	0.0000
Volume	70,863	86,444	15,581	22.0%	632,988

Daily Pivots for day following 07-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9129	0.9104	0.9021
R3	0.9089	0.9064	0.9010
R2	0.9049	0.9049	0.9006
R1	0.9024	0.9024	0.9003	0.9016
PP	0.9009	0.9009	0.9009	0.9005
S1	0.8984	0.8984	0.8995	0.8976
S2	0.8969	0.8969	0.8992
S3	0.8929	0.8944	0.8988
S4	0.8889	0.8904	0.8977

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	0.9034	0.8944	0.0090	1.0%	0.0046	0.5%	62%	True	False	101,195
10	0.9073	0.8944	0.0130	1.4%	0.0051	0.6%	43%	False	False	114,809
20	0.9073	0.8868	0.0206	2.3%	0.0057	0.6%	64%	False	False	128,930
40	0.9198	0.8868	0.0331	3.7%	0.0054	0.6%	40%	False	False	123,352
60	0.9320	0.8868	0.0453	5.0%	0.0056	0.6%	29%	False	False	83,774
80	0.9452	0.8868	0.0584	6.5%	0.0052	0.6%	23%	False	False	62,859
100	0.9670	0.8868	0.0802	8.9%	0.0053	0.6%	16%	False	False	50,302

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9204
2.618	0.9138
1.618	0.9098
1.000	0.9074
0.618	0.9058
HIGH	0.9034
0.618	0.9018
0.500	0.9014
0.382	0.9009
LOW	0.8994
0.618	0.8969
1.000	0.8954
1.618	0.8929
2.618	0.8889
4.250	0.8824

Fisher Pivots for day following 07-Aug-2018
Pivot	1 day	3 day
R1	0.9014	0.8999
PP	0.9009	0.8998
S1	0.9004	0.8998

Download as Excel Spreadsheet

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

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