CME Japanese Yen Future September 2018

Trading Metrics calculated at close of trading on 24-Aug-2018

Day Change Summary
	Previous	Current
	23-Aug-2018	24-Aug-2018	Change	Change %	Previous Week
Open	0.9061	0.8998	-0.0063	-0.7%	0.9065
High	0.9062	0.9013	-0.0049	-0.5%	0.9127
Low	0.8996	0.8982	-0.0014	-0.2%	0.8982
Close	0.8999	0.9005	0.0006	0.1%	0.9005
Range	0.0067	0.0031	-0.0036	-53.4%	0.0145
ATR	0.0057	0.0055	-0.0002	-3.3%	0.0000
Volume	113,399	78,965	-34,434	-30.4%	489,985

Daily Pivots for day following 24-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9093	0.9080	0.9022
R3	0.9062	0.9049	0.9013
R2	0.9031	0.9031	0.9010
R1	0.9018	0.9018	0.9007	0.9024
PP	0.9000	0.9000	0.9000	0.9003
S1	0.8987	0.8987	0.9002	0.8993
S2	0.8969	0.8969	0.8999
S3	0.8938	0.8956	0.8996
S4	0.8907	0.8925	0.8987

Weekly Pivots for week ending 24-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9471	0.9382	0.9084
R3	0.9327	0.9238	0.9044
R2	0.9182	0.9182	0.9031
R1	0.9093	0.9093	0.9018	0.9066
PP	0.9038	0.9038	0.9038	0.9024
S1	0.8949	0.8949	0.8991	0.8921
S2	0.8893	0.8893	0.8978
S3	0.8749	0.8804	0.8965
S4	0.8604	0.8660	0.8925

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9127	0.8982	0.0145	1.6%	0.0054	0.6%	16%	False	True	97,997
10	0.9127	0.8982	0.0145	1.6%	0.0059	0.7%	16%	False	True	115,155
20	0.9127	0.8944	0.0183	2.0%	0.0055	0.6%	33%	False	False	115,787
40	0.9127	0.8868	0.0259	2.9%	0.0055	0.6%	53%	False	False	123,279
60	0.9262	0.8868	0.0395	4.4%	0.0055	0.6%	35%	False	False	108,746
80	0.9320	0.8868	0.0453	5.0%	0.0055	0.6%	30%	False	False	81,911
100	0.9480	0.8868	0.0613	6.8%	0.0052	0.6%	22%	False	False	65,547
120	0.9670	0.8868	0.0802	8.9%	0.0052	0.6%	17%	False	False	54,632

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	0.0016
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	0.9145
2.618	0.9094
1.618	0.9063
1.000	0.9044
0.618	0.9032
HIGH	0.9013
0.618	0.9001
0.500	0.8998
0.382	0.8994
LOW	0.8982
0.618	0.8963
1.000	0.8951
1.618	0.8932
2.618	0.8901
4.250	0.8850

Fisher Pivots for day following 24-Aug-2018
Pivot	1 day	3 day
R1	0.9002	0.9043
PP	0.9000	0.9030
S1	0.8998	0.9017

Download as Excel Spreadsheet

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

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