CME Japanese Yen Future September 2018

Trading Metrics calculated at close of trading on 17-Aug-2018

Day Change Summary
	Previous	Current
	16-Aug-2018	17-Aug-2018	Change	Change %	Previous Week
Open	0.9051	0.9029	-0.0022	-0.2%	0.9067
High	0.9071	0.9083	0.0012	0.1%	0.9103
Low	0.9016	0.9022	0.0006	0.1%	0.8993
Close	0.9037	0.9059	0.0023	0.2%	0.9059
Range	0.0055	0.0061	0.0006	10.9%	0.0110
ATR	0.0056	0.0056	0.0000	0.6%	0.0000
Volume	128,738	109,128	-19,610	-15.2%	661,572

Daily Pivots for day following 17-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9237	0.9209	0.9093
R3	0.9176	0.9148	0.9076
R2	0.9115	0.9115	0.9070
R1	0.9087	0.9087	0.9065	0.9101
PP	0.9054	0.9054	0.9054	0.9061
S1	0.9026	0.9026	0.9053	0.9040
S2	0.8993	0.8993	0.9048
S3	0.8932	0.8965	0.9042
S4	0.8871	0.8904	0.9025

Weekly Pivots for week ending 17-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9382	0.9330	0.9120
R3	0.9272	0.9220	0.9089
R2	0.9162	0.9162	0.9079
R1	0.9110	0.9110	0.9069	0.9081
PP	0.9052	0.9052	0.9052	0.9037
S1	0.9000	0.9000	0.9049	0.8971
S2	0.8942	0.8942	0.9039
S3	0.8832	0.8890	0.9029
S4	0.8722	0.8780	0.8999

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%	0.0065	0.7%	60%	False	False	132,314
10	0.9103	0.8991	0.0113	1.2%	0.0054	0.6%	61%	False	False	119,277
20	0.9103	0.8944	0.0160	1.8%	0.0054	0.6%	72%	False	False	122,717
40	0.9198	0.8868	0.0331	3.6%	0.0055	0.6%	58%	False	False	127,812
60	0.9320	0.8868	0.0453	5.0%	0.0057	0.6%	42%	False	False	100,836
80	0.9320	0.8868	0.0453	5.0%	0.0054	0.6%	42%	False	False	75,792
100	0.9601	0.8868	0.0733	8.1%	0.0054	0.6%	26%	False	False	60,651
120	0.9670	0.8868	0.0802	8.9%	0.0052	0.6%	24%	False	False	50,549

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9342
2.618	0.9242
1.618	0.9181
1.000	0.9144
0.618	0.9120
HIGH	0.9083
0.618	0.9059
0.500	0.9052
0.382	0.9045
LOW	0.9022
0.618	0.8984
1.000	0.8961
1.618	0.8923
2.618	0.8862
4.250	0.8762

Fisher Pivots for day following 17-Aug-2018
Pivot	1 day	3 day
R1	0.9057	0.9052
PP	0.9054	0.9045
S1	0.9052	0.9038

Download as Excel Spreadsheet

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

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