CME Japanese Yen Future September 2018

Trading Metrics calculated at close of trading on 09-Aug-2018

Day Change Summary
	Previous	Current
	08-Aug-2018	09-Aug-2018	Change	Change %	Previous Week
Open	0.9000	0.9038	0.0038	0.4%	0.9039
High	0.9046	0.9055	0.0009	0.1%	0.9064
Low	0.8997	0.9015	0.0019	0.2%	0.8944
Close	0.9035	0.9028	-0.0008	-0.1%	0.9014
Range	0.0050	0.0040	-0.0010	-19.2%	0.0120
ATR	0.0053	0.0052	-0.0001	-1.8%	0.0000
Volume	100,162	82,357	-17,805	-17.8%	632,988

Daily Pivots for day following 09-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9153	0.9130	0.9050
R3	0.9113	0.9090	0.9039
R2	0.9073	0.9073	0.9035
R1	0.9050	0.9050	0.9031	0.9041
PP	0.9033	0.9033	0.9033	0.9028
S1	0.9010	0.9010	0.9024	0.9001
S2	0.8993	0.8993	0.9020
S3	0.8953	0.8970	0.9017
S4	0.8913	0.8930	0.9006

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	0.9055	0.8962	0.0093	1.0%	0.0045	0.5%	70%	True	False	88,889
10	0.9064	0.8944	0.0120	1.3%	0.0049	0.5%	70%	False	False	107,130
20	0.9073	0.8868	0.0206	2.3%	0.0053	0.6%	78%	False	False	121,270
40	0.9198	0.8868	0.0331	3.7%	0.0054	0.6%	48%	False	False	125,026
60	0.9320	0.8868	0.0453	5.0%	0.0055	0.6%	35%	False	False	86,798
80	0.9430	0.8868	0.0562	6.2%	0.0052	0.6%	28%	False	False	65,138
100	0.9670	0.8868	0.0802	8.9%	0.0053	0.6%	20%	False	False	52,127

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	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9225
2.618	0.9160
1.618	0.9120
1.000	0.9095
0.618	0.9080
HIGH	0.9055
0.618	0.9040
0.500	0.9035
0.382	0.9030
LOW	0.9015
0.618	0.8990
1.000	0.8975
1.618	0.8950
2.618	0.8910
4.250	0.8845

Fisher Pivots for day following 09-Aug-2018
Pivot	1 day	3 day
R1	0.9035	0.9026
PP	0.9033	0.9025
S1	0.9030	0.9024

Download as Excel Spreadsheet

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

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