CME Japanese Yen Future September 2018

Trading Metrics calculated at close of trading on 30-Aug-2018

Day Change Summary
	Previous	Current
	29-Aug-2018	30-Aug-2018	Change	Change %	Previous Week
Open	0.9004	0.8960	-0.0044	-0.5%	0.9065
High	0.9010	0.9022	0.0012	0.1%	0.9127
Low	0.8953	0.8956	0.0004	0.0%	0.8982
Close	0.8964	0.9015	0.0051	0.6%	0.9005
Range	0.0057	0.0066	0.0009	14.9%	0.0145
ATR	0.0053	0.0053	0.0001	1.8%	0.0000
Volume	104,096	104,817	721	0.7%	489,985

Daily Pivots for day following 30-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9194	0.9170	0.9051
R3	0.9128	0.9104	0.9033
R2	0.9063	0.9063	0.9027
R1	0.9039	0.9039	0.9021	0.9051
PP	0.8997	0.8997	0.8997	0.9003
S1	0.8973	0.8973	0.9008	0.8985
S2	0.8932	0.8932	0.9002
S3	0.8866	0.8908	0.8996
S4	0.8801	0.8842	0.8978

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	0.9027	0.8953	0.0074	0.8%	0.0044	0.5%	84%	False	False	84,060
10	0.9127	0.8953	0.0174	1.9%	0.0052	0.6%	36%	False	False	94,044
20	0.9127	0.8953	0.0174	1.9%	0.0053	0.6%	36%	False	False	106,435
40	0.9127	0.8868	0.0259	2.9%	0.0055	0.6%	57%	False	False	118,627
60	0.9221	0.8868	0.0353	3.9%	0.0055	0.6%	42%	False	False	114,228
80	0.9320	0.8868	0.0453	5.0%	0.0055	0.6%	32%	False	False	86,173
100	0.9474	0.8868	0.0606	6.7%	0.0052	0.6%	24%	False	False	68,958
120	0.9670	0.8868	0.0802	8.9%	0.0053	0.6%	18%	False	False	57,475

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	0.0009
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9300
2.618	0.9193
1.618	0.9127
1.000	0.9087
0.618	0.9062
HIGH	0.9022
0.618	0.8996
0.500	0.8989
0.382	0.8981
LOW	0.8956
0.618	0.8916
1.000	0.8891
1.618	0.8850
2.618	0.8785
4.250	0.8678

Fisher Pivots for day following 30-Aug-2018
Pivot	1 day	3 day
R1	0.9006	0.9006
PP	0.8997	0.8997
S1	0.8989	0.8988

Download as Excel Spreadsheet

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

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