CME Japanese Yen Future September 2018

Trading Metrics calculated at close of trading on 16-Aug-2018

Day Change Summary
	Previous	Current
	15-Aug-2018	16-Aug-2018	Change	Change %	Previous Week
Open	0.9011	0.9051	0.0040	0.4%	0.9017
High	0.9075	0.9071	-0.0004	0.0%	0.9071
Low	0.8993	0.9016	0.0023	0.3%	0.8991
Close	0.9063	0.9037	-0.0026	-0.3%	0.9062
Range	0.0082	0.0055	-0.0027	-32.5%	0.0080
ATR	0.0056	0.0056	0.0000	-0.1%	0.0000
Volume	145,295	128,738	-16,557	-11.4%	531,199

Daily Pivots for day following 16-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9206	0.9176	0.9067
R3	0.9151	0.9121	0.9052
R2	0.9096	0.9096	0.9047
R1	0.9066	0.9066	0.9042	0.9054
PP	0.9041	0.9041	0.9041	0.9035
S1	0.9011	0.9011	0.9031	0.8999
S2	0.8986	0.8986	0.9026
S3	0.8931	0.8956	0.9021
S4	0.8876	0.8901	0.9006

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	0.8993	0.0110	1.2%	0.0064	0.7%	40%	False	False	148,763
10	0.9103	0.8962	0.0141	1.6%	0.0054	0.6%	53%	False	False	118,826
20	0.9103	0.8912	0.0192	2.1%	0.0056	0.6%	65%	False	False	127,986
40	0.9198	0.8868	0.0331	3.7%	0.0055	0.6%	51%	False	False	128,809
60	0.9320	0.8868	0.0453	5.0%	0.0058	0.6%	37%	False	False	99,123
80	0.9320	0.8868	0.0453	5.0%	0.0054	0.6%	37%	False	False	74,428
100	0.9607	0.8868	0.0740	8.2%	0.0053	0.6%	23%	False	False	59,561

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

Fibonacci Retracements and Extensions
4.250	0.9305
2.618	0.9215
1.618	0.9160
1.000	0.9126
0.618	0.9105
HIGH	0.9071
0.618	0.9050
0.500	0.9044
0.382	0.9037
LOW	0.9016
0.618	0.8982
1.000	0.8961
1.618	0.8927
2.618	0.8872
4.250	0.8782

Fisher Pivots for day following 16-Aug-2018
Pivot	1 day	3 day
R1	0.9044	0.9036
PP	0.9041	0.9035
S1	0.9039	0.9034

Download as Excel Spreadsheet

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

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