CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 11-Jul-2018

Day Change Summary
	Previous	Current
	10-Jul-2018	11-Jul-2018	Change	Change %	Previous Week
Open	0.9117	0.9117	-0.0001	0.0%	0.9141
High	0.9117	0.9128	0.0011	0.1%	0.9172
Low	0.9087	0.9021	-0.0066	-0.7%	0.9112
Close	0.9087	0.9023	-0.0064	-0.7%	0.9159
Range	0.0030	0.0107	0.0077	255.0%	0.0061
ATR	0.0041	0.0046	0.0005	11.2%	0.0000
Volume	17	191	174	1,023.5%	76

Daily Pivots for day following 11-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9377	0.9307	0.9082
R3	0.9270	0.9200	0.9053
R2	0.9164	0.9164	0.9043
R1	0.9094	0.9094	0.9033	0.9075
PP	0.9057	0.9057	0.9057	0.9048
S1	0.8987	0.8987	0.9014	0.8969
S2	0.8951	0.8951	0.9004
S3	0.8844	0.8881	0.8994
S4	0.8738	0.8774	0.8965

Weekly Pivots for week ending 06-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9329	0.9305	0.9192
R3	0.9269	0.9244	0.9176
R2	0.9208	0.9208	0.9170
R1	0.9184	0.9184	0.9165	0.9196
PP	0.9148	0.9148	0.9148	0.9154
S1	0.9123	0.9123	0.9153	0.9135
S2	0.9087	0.9087	0.9148
S3	0.9027	0.9063	0.9142
S4	0.8966	0.9002	0.9126

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9172	0.9021	0.0151	1.7%	0.0046	0.5%	2%	False	True	55
10	0.9228	0.9021	0.0207	2.3%	0.0045	0.5%	1%	False	True	39
20	0.9257	0.9021	0.0236	2.6%	0.0041	0.5%	1%	False	True	33
40	0.9374	0.9021	0.0353	3.9%	0.0035	0.4%	1%	False	True	24
60	0.9515	0.9021	0.0494	5.5%	0.0029	0.3%	1%	False	True	21
80	0.9728	0.9021	0.0707	7.8%	0.0030	0.3%	0%	False	True	17
100	0.9728	0.9021	0.0707	7.8%	0.0029	0.3%	0%	False	True	15

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	0.9580
2.618	0.9406
1.618	0.9300
1.000	0.9234
0.618	0.9193
HIGH	0.9128
0.618	0.9087
0.500	0.9074
0.382	0.9062
LOW	0.9021
0.618	0.8955
1.000	0.8915
1.618	0.8849
2.618	0.8742
4.250	0.8568

Fisher Pivots for day following 11-Jul-2018
Pivot	1 day	3 day
R1	0.9074	0.9090
PP	0.9057	0.9068
S1	0.9040	0.9046

Download as Excel Spreadsheet

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

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