CME Japanese Yen Future September 2018

Trading Metrics calculated at close of trading on 12-Sep-2018

Day Change Summary
	Previous	Current
	11-Sep-2018	12-Sep-2018	Change	Change %	Previous Week
Open	0.9006	0.8961	-0.0045	-0.5%	0.9010
High	0.9007	0.9003	-0.0004	0.0%	0.9065
Low	0.8960	0.8959	-0.0001	0.0%	0.8954
Close	0.8965	0.8993	0.0029	0.3%	0.9008
Range	0.0047	0.0044	-0.0003	-5.4%	0.0111
ATR	0.0053	0.0052	-0.0001	-1.2%	0.0000
Volume	116,682	170,097	53,415	45.8%	541,909

Daily Pivots for day following 12-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9117	0.9099	0.9017
R3	0.9073	0.9055	0.9005
R2	0.9029	0.9029	0.9001
R1	0.9011	0.9011	0.8997	0.9020
PP	0.8985	0.8985	0.8985	0.8990
S1	0.8967	0.8967	0.8989	0.8976
S2	0.8941	0.8941	0.8985
S3	0.8897	0.8923	0.8981
S4	0.8853	0.8879	0.8969

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	0.8959	0.0106	1.2%	0.0055	0.6%	32%	False	True	131,311
10	0.9065	0.8953	0.0112	1.2%	0.0052	0.6%	36%	False	False	122,870
20	0.9127	0.8953	0.0174	1.9%	0.0053	0.6%	23%	False	False	111,713
40	0.9127	0.8868	0.0259	2.9%	0.0054	0.6%	48%	False	False	120,168
60	0.9198	0.8868	0.0331	3.7%	0.0055	0.6%	38%	False	False	123,561
80	0.9320	0.8868	0.0453	5.0%	0.0056	0.6%	28%	False	False	98,862
100	0.9378	0.8868	0.0511	5.7%	0.0053	0.6%	25%	False	False	79,149
120	0.9670	0.8868	0.0802	8.9%	0.0053	0.6%	16%	False	False	65,971

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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9190
2.618	0.9118
1.618	0.9074
1.000	0.9047
0.618	0.9030
HIGH	0.9003
0.618	0.8986
0.500	0.8981
0.382	0.8976
LOW	0.8959
0.618	0.8932
1.000	0.8915
1.618	0.8888
2.618	0.8844
4.250	0.8772

Fisher Pivots for day following 12-Sep-2018
Pivot	1 day	3 day
R1	0.8989	0.8993
PP	0.8985	0.8992
S1	0.8981	0.8992

Download as Excel Spreadsheet

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

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