CME Japanese Yen Future September 2018

Trading Metrics calculated at close of trading on 10-Sep-2018

Day Change Summary
	Previous	Current
	07-Sep-2018	10-Sep-2018	Change	Change %	Previous Week
Open	0.9039	0.9009	-0.0031	-0.3%	0.9010
High	0.9065	0.9025	-0.0040	-0.4%	0.9065
Low	0.8994	0.8993	-0.0001	0.0%	0.8954
Close	0.9008	0.8996	-0.0012	-0.1%	0.9008
Range	0.0071	0.0033	-0.0039	-54.2%	0.0111
ATR	0.0055	0.0053	-0.0002	-2.9%	0.0000
Volume	155,406	85,721	-69,685	-44.8%	541,909

Daily Pivots for day following 10-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9102	0.9081	0.9013
R3	0.9069	0.9049	0.9004
R2	0.9037	0.9037	0.9001
R1	0.9016	0.9016	0.8998	0.9010
PP	0.9004	0.9004	0.9004	0.9001
S1	0.8984	0.8984	0.8993	0.8978
S2	0.8972	0.8972	0.8990
S3	0.8939	0.8951	0.8987
S4	0.8907	0.8919	0.8978

Weekly Pivots for week ending 07-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9340	0.9284	0.9068
R3	0.9230	0.9174	0.9038
R2	0.9119	0.9119	0.9028
R1	0.9063	0.9063	0.9018	0.9036
PP	0.9009	0.9009	0.9009	0.8995
S1	0.8953	0.8953	0.8997	0.8926
S2	0.8898	0.8898	0.8987
S3	0.8788	0.8842	0.8977
S4	0.8677	0.8732	0.8947

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9065	0.8954	0.0111	1.2%	0.0055	0.6%	38%	False	False	125,526
10	0.9065	0.8953	0.0112	1.2%	0.0050	0.6%	38%	False	False	107,434
20	0.9127	0.8953	0.0174	1.9%	0.0055	0.6%	25%	False	False	111,295
40	0.9127	0.8868	0.0259	2.9%	0.0054	0.6%	49%	False	False	118,110
60	0.9198	0.8868	0.0331	3.7%	0.0054	0.6%	39%	False	False	122,552
80	0.9320	0.8868	0.0453	5.0%	0.0056	0.6%	28%	False	False	95,309
100	0.9423	0.8868	0.0555	6.2%	0.0053	0.6%	23%	False	False	76,283
120	0.9670	0.8868	0.0802	8.9%	0.0053	0.6%	16%	False	False	63,583

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	0.9163
2.618	0.9110
1.618	0.9078
1.000	0.9058
0.618	0.9045
HIGH	0.9025
0.618	0.9013
0.500	0.9009
0.382	0.9005
LOW	0.8993
0.618	0.8972
1.000	0.8960
1.618	0.8940
2.618	0.8907
4.250	0.8854

Fisher Pivots for day following 10-Sep-2018
Pivot	1 day	3 day
R1	0.9009	0.9018
PP	0.9004	0.9010
S1	0.9000	0.9003

Download as Excel Spreadsheet

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

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