CME Japanese Yen Future September 2018

Trading Metrics calculated at close of trading on 22-Aug-2018

Day Change Summary
	Previous	Current
	21-Aug-2018	22-Aug-2018	Change	Change %	Previous Week
Open	0.9104	0.9092	-0.0012	-0.1%	0.9067
High	0.9127	0.9104	-0.0023	-0.2%	0.9103
Low	0.9061	0.9055	-0.0006	-0.1%	0.8993
Close	0.9073	0.9059	-0.0014	-0.2%	0.9059
Range	0.0066	0.0049	-0.0017	-25.2%	0.0110
ATR	0.0057	0.0056	-0.0001	-1.0%	0.0000
Volume	102,345	105,140	2,795	2.7%	661,572

Daily Pivots for day following 22-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9220	0.9188	0.9086
R3	0.9171	0.9139	0.9072
R2	0.9122	0.9122	0.9068
R1	0.9090	0.9090	0.9063	0.9082
PP	0.9073	0.9073	0.9073	0.9068
S1	0.9041	0.9041	0.9055	0.9033
S2	0.9024	0.9024	0.9050
S3	0.8975	0.8992	0.9046
S4	0.8926	0.8943	0.9032

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	0.9127	0.9016	0.0111	1.2%	0.0057	0.6%	39%	False	False	107,097
10	0.9127	0.8993	0.0134	1.5%	0.0059	0.7%	49%	False	False	123,292
20	0.9127	0.8944	0.0183	2.0%	0.0055	0.6%	63%	False	False	116,694
40	0.9170	0.8868	0.0302	3.3%	0.0055	0.6%	63%	False	False	125,887
60	0.9299	0.8868	0.0431	4.8%	0.0055	0.6%	44%	False	False	105,655
80	0.9320	0.8868	0.0453	5.0%	0.0055	0.6%	42%	False	False	79,509
100	0.9566	0.8868	0.0698	7.7%	0.0053	0.6%	27%	False	False	63,624
120	0.9670	0.8868	0.0802	8.9%	0.0052	0.6%	24%	False	False	53,029

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0017
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.9312
2.618	0.9232
1.618	0.9183
1.000	0.9153
0.618	0.9134
HIGH	0.9104
0.618	0.9085
0.500	0.9080
0.382	0.9074
LOW	0.9055
0.618	0.9025
1.000	0.9006
1.618	0.8976
2.618	0.8927
4.250	0.8847

Fisher Pivots for day following 22-Aug-2018
Pivot	1 day	3 day
R1	0.9080	0.9089
PP	0.9073	0.9079
S1	0.9066	0.9069

Download as Excel Spreadsheet

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

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