CME Japanese Yen Future September 2018

Trading Metrics calculated at close of trading on 23-Aug-2018

Day Change Summary
	Previous	Current
	22-Aug-2018	23-Aug-2018	Change	Change %	Previous Week
Open	0.9092	0.9061	-0.0031	-0.3%	0.9067
High	0.9104	0.9062	-0.0042	-0.5%	0.9103
Low	0.9055	0.8996	-0.0060	-0.7%	0.8993
Close	0.9059	0.8999	-0.0061	-0.7%	0.9059
Range	0.0049	0.0067	0.0018	35.7%	0.0110
ATR	0.0056	0.0057	0.0001	1.3%	0.0000
Volume	105,140	113,399	8,259	7.9%	661,572

Daily Pivots for day following 23-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9218	0.9175	0.9035
R3	0.9152	0.9108	0.9017
R2	0.9085	0.9085	0.9011
R1	0.9042	0.9042	0.9005	0.9030
PP	0.9019	0.9019	0.9019	0.9013
S1	0.8975	0.8975	0.8992	0.8964
S2	0.8952	0.8952	0.8986
S3	0.8886	0.8909	0.8980
S4	0.8819	0.8842	0.8962

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	0.8996	0.0131	1.5%	0.0060	0.7%	2%	False	True	104,029
10	0.9127	0.8993	0.0134	1.5%	0.0062	0.7%	4%	False	False	126,396
20	0.9127	0.8944	0.0183	2.0%	0.0055	0.6%	30%	False	False	116,763
40	0.9143	0.8868	0.0275	3.1%	0.0055	0.6%	48%	False	False	124,430
60	0.9292	0.8868	0.0425	4.7%	0.0055	0.6%	31%	False	False	107,507
80	0.9320	0.8868	0.0453	5.0%	0.0055	0.6%	29%	False	False	80,925
100	0.9541	0.8868	0.0673	7.5%	0.0053	0.6%	19%	False	False	64,757
120	0.9670	0.8868	0.0802	8.9%	0.0052	0.6%	16%	False	False	53,974

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9345
2.618	0.9236
1.618	0.9170
1.000	0.9129
0.618	0.9103
HIGH	0.9062
0.618	0.9037
0.500	0.9029
0.382	0.9021
LOW	0.8996
0.618	0.8954
1.000	0.8929
1.618	0.8888
2.618	0.8821
4.250	0.8713

Fisher Pivots for day following 23-Aug-2018
Pivot	1 day	3 day
R1	0.9029	0.9061
PP	0.9019	0.9040
S1	0.9009	0.9019

Download as Excel Spreadsheet

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

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