CME Japanese Yen Future September 2018

Trading Metrics calculated at close of trading on 20-Aug-2018

Day Change Summary
	Previous	Current
	17-Aug-2018	20-Aug-2018	Change	Change %	Previous Week
Open	0.9029	0.9065	0.0036	0.4%	0.9067
High	0.9083	0.9107	0.0024	0.3%	0.9103
Low	0.9022	0.9051	0.0030	0.3%	0.8993
Close	0.9059	0.9090	0.0031	0.3%	0.9059
Range	0.0061	0.0056	-0.0006	-9.0%	0.0110
ATR	0.0056	0.0056	0.0000	-0.1%	0.0000
Volume	109,128	90,136	-18,992	-17.4%	661,572

Daily Pivots for day following 20-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9249	0.9225	0.9120
R3	0.9193	0.9169	0.9105
R2	0.9138	0.9138	0.9100
R1	0.9114	0.9114	0.9095	0.9126
PP	0.9082	0.9082	0.9082	0.9088
S1	0.9058	0.9058	0.9084	0.9070
S2	0.9027	0.9027	0.9079
S3	0.8971	0.9003	0.9074
S4	0.8916	0.8947	0.9059

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	0.9107	0.8993	0.0114	1.2%	0.0063	0.7%	85%	True	False	118,373
10	0.9107	0.8993	0.0114	1.2%	0.0057	0.6%	85%	True	False	121,204
20	0.9107	0.8944	0.0163	1.8%	0.0054	0.6%	90%	True	False	119,628
40	0.9198	0.8868	0.0331	3.6%	0.0056	0.6%	67%	False	False	127,642
60	0.9320	0.8868	0.0453	5.0%	0.0056	0.6%	49%	False	False	102,304
80	0.9320	0.8868	0.0453	5.0%	0.0054	0.6%	49%	False	False	76,917
100	0.9568	0.8868	0.0700	7.7%	0.0053	0.6%	32%	False	False	61,551
120	0.9670	0.8868	0.0802	8.8%	0.0053	0.6%	28%	False	False	51,300

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	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9342
2.618	0.9252
1.618	0.9196
1.000	0.9162
0.618	0.9141
HIGH	0.9107
0.618	0.9085
0.500	0.9079
0.382	0.9072
LOW	0.9051
0.618	0.9017
1.000	0.8996
1.618	0.8961
2.618	0.8906
4.250	0.8815

Fisher Pivots for day following 20-Aug-2018
Pivot	1 day	3 day
R1	0.9086	0.9080
PP	0.9082	0.9071
S1	0.9079	0.9061

Download as Excel Spreadsheet

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

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