CME Japanese Yen Future September 2018

Trading Metrics calculated at close of trading on 04-Sep-2018

Day Change Summary
	Previous	Current
	31-Aug-2018	04-Sep-2018	Change	Change %	Previous Week
Open	0.9018	0.9010	-0.0008	-0.1%	0.8995
High	0.9044	0.9030	-0.0014	-0.2%	0.9044
Low	0.9006	0.8973	-0.0034	-0.4%	0.8953
Close	0.9017	0.8978	-0.0039	-0.4%	0.9017
Range	0.0038	0.0057	0.0020	52.0%	0.0091
ATR	0.0052	0.0053	0.0000	0.6%	0.0000
Volume	105,380	146,056	40,676	38.6%	446,715

Daily Pivots for day following 04-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9164	0.9128	0.9009
R3	0.9107	0.9071	0.8994
R2	0.9050	0.9050	0.8988
R1	0.9014	0.9014	0.8983	0.9004
PP	0.8993	0.8993	0.8993	0.8988
S1	0.8957	0.8957	0.8973	0.8947
S2	0.8936	0.8936	0.8968
S3	0.8879	0.8900	0.8962
S4	0.8822	0.8843	0.8947

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%	0.0050	0.6%	28%	False	False	105,833
10	0.9127	0.8953	0.0174	1.9%	0.0050	0.6%	15%	False	False	99,262
20	0.9127	0.8953	0.0174	1.9%	0.0053	0.6%	15%	False	False	110,233
40	0.9127	0.8868	0.0259	2.9%	0.0055	0.6%	43%	False	False	120,216
60	0.9209	0.8868	0.0341	3.8%	0.0054	0.6%	32%	False	False	117,940
80	0.9320	0.8868	0.0453	5.0%	0.0055	0.6%	24%	False	False	89,310
100	0.9452	0.8868	0.0584	6.5%	0.0052	0.6%	19%	False	False	71,470
120	0.9670	0.8868	0.0802	8.9%	0.0053	0.6%	14%	False	False	59,570

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9272
2.618	0.9179
1.618	0.9122
1.000	0.9087
0.618	0.9065
HIGH	0.9030
0.618	0.9008
0.500	0.9001
0.382	0.8994
LOW	0.8973
0.618	0.8937
1.000	0.8916
1.618	0.8880
2.618	0.8823
4.250	0.8730

Fisher Pivots for day following 04-Sep-2018
Pivot	1 day	3 day
R1	0.9001	0.9000
PP	0.8993	0.8993
S1	0.8986	0.8985

Download as Excel Spreadsheet

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

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