CME Japanese Yen Future December 2018

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

Day Change Summary
	Previous	Current
	11-Jul-2018	12-Jul-2018	Change	Change %	Previous Week
Open	0.9117	0.9009	-0.0108	-1.2%	0.9141
High	0.9128	0.9027	-0.0101	-1.1%	0.9172
Low	0.9021	0.8981	-0.0040	-0.4%	0.9112
Close	0.9023	0.8989	-0.0035	-0.4%	0.9159
Range	0.0107	0.0046	-0.0061	-56.8%	0.0061
ATR	0.0046	0.0046	0.0000	0.0%	0.0000
Volume	191	29	-162	-84.8%	76

Daily Pivots for day following 12-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9137	0.9109	0.9014
R3	0.9091	0.9063	0.9001
R2	0.9045	0.9045	0.8997
R1	0.9017	0.9017	0.8993	0.9008
PP	0.8999	0.8999	0.8999	0.8994
S1	0.8971	0.8971	0.8984	0.8962
S2	0.8953	0.8953	0.8980
S3	0.8907	0.8925	0.8976
S4	0.8861	0.8879	0.8963

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	0.9162	0.8981	0.0181	2.0%	0.0049	0.5%	4%	False	True	56
10	0.9202	0.8981	0.0221	2.5%	0.0044	0.5%	3%	False	True	40
20	0.9257	0.8981	0.0276	3.1%	0.0042	0.5%	3%	False	True	34
40	0.9374	0.8981	0.0393	4.4%	0.0035	0.4%	2%	False	True	24
60	0.9492	0.8981	0.0511	5.7%	0.0029	0.3%	1%	False	True	21
80	0.9728	0.8981	0.0747	8.3%	0.0030	0.3%	1%	False	True	17
100	0.9728	0.8981	0.0747	8.3%	0.0029	0.3%	1%	False	True	15

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	0.0007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9223
2.618	0.9147
1.618	0.9101
1.000	0.9073
0.618	0.9055
HIGH	0.9027
0.618	0.9009
0.500	0.9004
0.382	0.8999
LOW	0.8981
0.618	0.8953
1.000	0.8935
1.618	0.8907
2.618	0.8861
4.250	0.8786

Fisher Pivots for day following 12-Jul-2018
Pivot	1 day	3 day
R1	0.9004	0.9054
PP	0.8999	0.9032
S1	0.8994	0.9010

Download as Excel Spreadsheet

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

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