CME Japanese Yen Future September 2018

Trading Metrics calculated at close of trading on 14-Aug-2018

Day Change Summary
	Previous	Current
	13-Aug-2018	14-Aug-2018	Change	Change %	Previous Week
Open	0.9067	0.9047	-0.0020	-0.2%	0.9017
High	0.9103	0.9063	-0.0041	-0.4%	0.9071
Low	0.9035	0.9003	-0.0032	-0.3%	0.8991
Close	0.9055	0.9011	-0.0044	-0.5%	0.9062
Range	0.0069	0.0060	-0.0009	-13.1%	0.0080
ATR	0.0054	0.0054	0.0000	0.8%	0.0000
Volume	159,843	118,568	-41,275	-25.8%	531,199

Daily Pivots for day following 14-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9204	0.9167	0.9044
R3	0.9145	0.9108	0.9027
R2	0.9085	0.9085	0.9022
R1	0.9048	0.9048	0.9016	0.9037
PP	0.9026	0.9026	0.9026	0.9020
S1	0.8989	0.8989	0.9006	0.8977
S2	0.8966	0.8966	0.9000
S3	0.8907	0.8929	0.8995
S4	0.8847	0.8870	0.8978

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	0.9103	0.8997	0.0107	1.2%	0.0054	0.6%	14%	False	False	130,460
10	0.9103	0.8944	0.0160	1.8%	0.0050	0.6%	42%	False	False	115,828
20	0.9103	0.8868	0.0236	2.6%	0.0056	0.6%	61%	False	False	128,623
40	0.9198	0.8868	0.0331	3.7%	0.0055	0.6%	43%	False	False	129,485
60	0.9320	0.8868	0.0453	5.0%	0.0056	0.6%	32%	False	False	94,578
80	0.9378	0.8868	0.0511	5.7%	0.0054	0.6%	28%	False	False	71,008
100	0.9670	0.8868	0.0802	8.9%	0.0053	0.6%	18%	False	False	56,822

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	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9315
2.618	0.9218
1.618	0.9159
1.000	0.9122
0.618	0.9099
HIGH	0.9063
0.618	0.9040
0.500	0.9033
0.382	0.9026
LOW	0.9003
0.618	0.8966
1.000	0.8944
1.618	0.8907
2.618	0.8847
4.250	0.8750

Fisher Pivots for day following 14-Aug-2018
Pivot	1 day	3 day
R1	0.9033	0.9053
PP	0.9026	0.9039
S1	0.9018	0.9025

Download as Excel Spreadsheet

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

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