CME Japanese Yen Future September 2018

Trading Metrics calculated at close of trading on 31-Aug-2018

Day Change Summary
	Previous	Current
	30-Aug-2018	31-Aug-2018	Change	Change %	Previous Week
Open	0.8960	0.9018	0.0058	0.6%	0.8995
High	0.9022	0.9044	0.0022	0.2%	0.9044
Low	0.8956	0.9006	0.0050	0.6%	0.8953
Close	0.9015	0.9017	0.0003	0.0%	0.9017
Range	0.0066	0.0038	-0.0028	-42.7%	0.0091
ATR	0.0053	0.0052	-0.0001	-2.1%	0.0000
Volume	104,817	105,380	563	0.5%	446,715

Daily Pivots for day following 31-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9135	0.9113	0.9038
R3	0.9097	0.9076	0.9027
R2	0.9060	0.9060	0.9024
R1	0.9038	0.9038	0.9020	0.9030
PP	0.9022	0.9022	0.9022	0.9018
S1	0.9001	0.9001	0.9014	0.8993
S2	0.8985	0.8985	0.9010
S3	0.8947	0.8963	0.9007
S4	0.8910	0.8926	0.8996

Weekly Pivots for week ending 31-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9277	0.9238	0.9067
R3	0.9186	0.9147	0.9042
R2	0.9095	0.9095	0.9034
R1	0.9056	0.9056	0.9025	0.9076
PP	0.9004	0.9004	0.9004	0.9014
S1	0.8965	0.8965	0.9009	0.8985
S2	0.8913	0.8913	0.9000
S3	0.8822	0.8874	0.8992
S4	0.8731	0.8783	0.8967

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9044	0.8953	0.0091	1.0%	0.0045	0.5%	71%	True	False	89,343
10	0.9127	0.8953	0.0174	1.9%	0.0049	0.5%	37%	False	False	93,670
20	0.9127	0.8953	0.0174	1.9%	0.0052	0.6%	37%	False	False	106,473
40	0.9127	0.8868	0.0259	2.9%	0.0055	0.6%	58%	False	False	118,688
60	0.9221	0.8868	0.0353	3.9%	0.0054	0.6%	42%	False	False	115,801
80	0.9320	0.8868	0.0453	5.0%	0.0055	0.6%	33%	False	False	87,488
100	0.9469	0.8868	0.0601	6.7%	0.0052	0.6%	25%	False	False	70,011
120	0.9670	0.8868	0.0802	8.9%	0.0053	0.6%	19%	False	False	58,354

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9203
2.618	0.9142
1.618	0.9104
1.000	0.9081
0.618	0.9067
HIGH	0.9044
0.618	0.9029
0.500	0.9025
0.382	0.9020
LOW	0.9006
0.618	0.8983
1.000	0.8969
1.618	0.8945
2.618	0.8908
4.250	0.8847

Fisher Pivots for day following 31-Aug-2018
Pivot	1 day	3 day
R1	0.9025	0.9011
PP	0.9022	0.9004
S1	0.9020	0.8998

Download as Excel Spreadsheet

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

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