CME Japanese Yen Future September 2018

Trading Metrics calculated at close of trading on 10-Aug-2018

Day Change Summary
	Previous	Current
	09-Aug-2018	10-Aug-2018	Change	Change %	Previous Week
Open	0.9038	0.9022	-0.0016	-0.2%	0.9017
High	0.9055	0.9071	0.0016	0.2%	0.9071
Low	0.9015	0.9016	0.0001	0.0%	0.8991
Close	0.9028	0.9062	0.0034	0.4%	0.9062
Range	0.0040	0.0055	0.0015	36.3%	0.0080
ATR	0.0052	0.0053	0.0000	0.3%	0.0000
Volume	82,357	191,373	109,016	132.4%	531,199

Daily Pivots for day following 10-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9213	0.9192	0.9091
R3	0.9158	0.9137	0.9076
R2	0.9104	0.9104	0.9071
R1	0.9083	0.9083	0.9066	0.9093
PP	0.9049	0.9049	0.9049	0.9055
S1	0.9028	0.9028	0.9057	0.9039
S2	0.8995	0.8995	0.9052
S3	0.8940	0.8974	0.9047
S4	0.8886	0.8919	0.9032

Weekly Pivots for week ending 10-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9281	0.9251	0.9106
R3	0.9201	0.9171	0.9084
R2	0.9121	0.9121	0.9076
R1	0.9091	0.9091	0.9069	0.9106
PP	0.9041	0.9041	0.9041	0.9048
S1	0.9011	0.9011	0.9054	0.9026
S2	0.8961	0.8961	0.9047
S3	0.8881	0.8931	0.9040
S4	0.8801	0.8851	0.9018

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9071	0.8991	0.0080	0.9%	0.0043	0.5%	89%	True	False	106,239
10	0.9071	0.8944	0.0127	1.4%	0.0050	0.6%	93%	True	False	116,418
20	0.9073	0.8868	0.0206	2.3%	0.0053	0.6%	94%	False	False	124,926
40	0.9198	0.8868	0.0331	3.6%	0.0054	0.6%	59%	False	False	128,181
60	0.9320	0.8868	0.0453	5.0%	0.0056	0.6%	43%	False	False	89,980
80	0.9423	0.8868	0.0555	6.1%	0.0053	0.6%	35%	False	False	67,530
100	0.9670	0.8868	0.0802	8.9%	0.0053	0.6%	24%	False	False	54,041

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9302
2.618	0.9213
1.618	0.9159
1.000	0.9125
0.618	0.9104
HIGH	0.9071
0.618	0.9050
0.500	0.9043
0.382	0.9037
LOW	0.9016
0.618	0.8982
1.000	0.8962
1.618	0.8928
2.618	0.8873
4.250	0.8784

Fisher Pivots for day following 10-Aug-2018
Pivot	1 day	3 day
R1	0.9055	0.9052
PP	0.9049	0.9043
S1	0.9043	0.9034

Download as Excel Spreadsheet

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

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