CME Japanese Yen Future September 2018

Trading Metrics calculated at close of trading on 27-Aug-2018

Day Change Summary
	Previous	Current
	24-Aug-2018	27-Aug-2018	Change	Change %	Previous Week
Open	0.8998	0.8995	-0.0003	0.0%	0.9065
High	0.9013	0.9027	0.0014	0.1%	0.9127
Low	0.8982	0.8993	0.0011	0.1%	0.8982
Close	0.9005	0.9013	0.0008	0.1%	0.9005
Range	0.0031	0.0034	0.0003	9.7%	0.0145
ATR	0.0055	0.0054	-0.0002	-2.7%	0.0000
Volume	78,965	63,604	-15,361	-19.5%	489,985

Daily Pivots for day following 27-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9113	0.9097	0.9031
R3	0.9079	0.9063	0.9022
R2	0.9045	0.9045	0.9019
R1	0.9029	0.9029	0.9016	0.9037
PP	0.9011	0.9011	0.9011	0.9015
S1	0.8995	0.8995	0.9009	0.9003
S2	0.8977	0.8977	0.9006
S3	0.8943	0.8961	0.9003
S4	0.8909	0.8927	0.8994

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%	0.0049	0.5%	21%	False	False	92,690
10	0.9127	0.8982	0.0145	1.6%	0.0056	0.6%	21%	False	False	105,531
20	0.9127	0.8944	0.0183	2.0%	0.0055	0.6%	38%	False	False	115,264
40	0.9127	0.8868	0.0259	2.9%	0.0054	0.6%	56%	False	False	121,083
60	0.9221	0.8868	0.0353	3.9%	0.0054	0.6%	41%	False	False	109,781
80	0.9320	0.8868	0.0453	5.0%	0.0055	0.6%	32%	False	False	82,704
100	0.9480	0.8868	0.0613	6.8%	0.0052	0.6%	24%	False	False	66,182
120	0.9670	0.8868	0.0802	8.9%	0.0052	0.6%	18%	False	False	55,162

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

Fibonacci Retracements and Extensions
4.250	0.9171
2.618	0.9116
1.618	0.9082
1.000	0.9061
0.618	0.9048
HIGH	0.9027
0.618	0.9014
0.500	0.9010
0.382	0.9005
LOW	0.8993
0.618	0.8971
1.000	0.8959
1.618	0.8937
2.618	0.8903
4.250	0.8848

Fisher Pivots for day following 27-Aug-2018
Pivot	1 day	3 day
R1	0.9012	0.9022
PP	0.9011	0.9019
S1	0.9010	0.9016

Download as Excel Spreadsheet

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

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