CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 05-Jul-2018

Day Change Summary
	Previous	Current
	03-Jul-2018	05-Jul-2018	Change	Change %	Previous Week
Open	0.9131	0.9171	0.0040	0.4%	0.9249
High	0.9154	0.9172	0.0019	0.2%	0.9257
Low	0.9112	0.9139	0.0028	0.3%	0.9128
Close	0.9154	0.9141	-0.0013	-0.1%	0.9130
Range	0.0042	0.0033	-0.0009	-21.4%	0.0129
ATR	0.0044	0.0043	-0.0001	-1.8%	0.0000
Volume	7	21	14	200.0%	120

Daily Pivots for day following 05-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9250	0.9228	0.9159
R3	0.9217	0.9195	0.9150
R2	0.9184	0.9184	0.9147
R1	0.9162	0.9162	0.9144	0.9156
PP	0.9151	0.9151	0.9151	0.9148
S1	0.9129	0.9129	0.9137	0.9123
S2	0.9118	0.9118	0.9134
S3	0.9085	0.9096	0.9131
S4	0.9052	0.9063	0.9122

Weekly Pivots for week ending 29-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9559	0.9473	0.9201
R3	0.9430	0.9344	0.9165
R2	0.9301	0.9301	0.9154
R1	0.9215	0.9215	0.9142	0.9193
PP	0.9172	0.9172	0.9172	0.9161
S1	0.9086	0.9086	0.9118	0.9065
S2	0.9043	0.9043	0.9106
S3	0.8914	0.8957	0.9095
S4	0.8785	0.8828	0.9059

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9202	0.9112	0.0091	1.0%	0.0038	0.4%	32%	False	False	23
10	0.9257	0.9112	0.0145	1.6%	0.0040	0.4%	20%	False	False	27
20	0.9266	0.9112	0.0154	1.7%	0.0039	0.4%	19%	False	False	25
40	0.9374	0.9112	0.0262	2.9%	0.0031	0.3%	11%	False	False	20
60	0.9540	0.9112	0.0429	4.7%	0.0027	0.3%	7%	False	False	17
80	0.9728	0.9112	0.0617	6.7%	0.0029	0.3%	5%	False	False	14
100	0.9728	0.9112	0.0617	6.7%	0.0029	0.3%	5%	False	False	13

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	True
Stretch	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9312
2.618	0.9258
1.618	0.9225
1.000	0.9205
0.618	0.9192
HIGH	0.9172
0.618	0.9159
0.500	0.9156
0.382	0.9152
LOW	0.9139
0.618	0.9119
1.000	0.9106
1.618	0.9086
2.618	0.9053
4.250	0.8999

Fisher Pivots for day following 05-Jul-2018
Pivot	1 day	3 day
R1	0.9156	0.9142
PP	0.9151	0.9141
S1	0.9146	0.9141

Download as Excel Spreadsheet

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

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