CME Japanese Yen Future September 2018

Trading Metrics calculated at close of trading on 14-Sep-2018

Day Change Summary
	Previous	Current
	13-Sep-2018	14-Sep-2018	Change	Change %	Previous Week
Open	0.8991	0.8934	-0.0057	-0.6%	0.9009
High	0.8997	0.8949	-0.0048	-0.5%	0.9025
Low	0.8929	0.8915	-0.0014	-0.2%	0.8915
Close	0.8939	0.8928	-0.0012	-0.1%	0.8928
Range	0.0068	0.0034	-0.0034	-50.4%	0.0110
ATR	0.0053	0.0052	-0.0001	-2.6%	0.0000
Volume	159,481	38,925	-120,556	-75.6%	570,906

Daily Pivots for day following 14-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9031	0.9013	0.8946
R3	0.8997	0.8979	0.8937
R2	0.8964	0.8964	0.8934
R1	0.8946	0.8946	0.8931	0.8938
PP	0.8930	0.8930	0.8930	0.8927
S1	0.8912	0.8912	0.8924	0.8905
S2	0.8897	0.8897	0.8921
S3	0.8863	0.8879	0.8918
S4	0.8830	0.8845	0.8909

Weekly Pivots for week ending 14-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9286	0.9217	0.8988
R3	0.9176	0.9107	0.8958
R2	0.9066	0.9066	0.8948
R1	0.8997	0.8997	0.8938	0.8976
PP	0.8956	0.8956	0.8956	0.8946
S1	0.8887	0.8887	0.8917	0.8866
S2	0.8846	0.8846	0.8907
S3	0.8736	0.8777	0.8897
S4	0.8626	0.8667	0.8867

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9025	0.8915	0.0110	1.2%	0.0045	0.5%	11%	False	True	114,181
10	0.9065	0.8915	0.0150	1.7%	0.0050	0.6%	8%	False	True	121,819
20	0.9127	0.8915	0.0212	2.4%	0.0051	0.6%	6%	False	True	107,932
40	0.9127	0.8912	0.0215	2.4%	0.0054	0.6%	7%	False	False	117,959
60	0.9198	0.8868	0.0331	3.7%	0.0054	0.6%	18%	False	False	121,850
80	0.9320	0.8868	0.0453	5.1%	0.0056	0.6%	13%	False	False	101,325
100	0.9320	0.8868	0.0453	5.1%	0.0053	0.6%	13%	False	False	81,129
120	0.9607	0.8868	0.0740	8.3%	0.0053	0.6%	8%	False	False	67,623

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9091
2.618	0.9036
1.618	0.9003
1.000	0.8982
0.618	0.8969
HIGH	0.8949
0.618	0.8936
0.500	0.8932
0.382	0.8928
LOW	0.8915
0.618	0.8894
1.000	0.8882
1.618	0.8861
2.618	0.8827
4.250	0.8773

Fisher Pivots for day following 14-Sep-2018
Pivot	1 day	3 day
R1	0.8932	0.8959
PP	0.8930	0.8949
S1	0.8929	0.8938

Download as Excel Spreadsheet

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

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