CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 16-Jul-2018

Day Change Summary
	Previous	Current
	13-Jul-2018	16-Jul-2018	Change	Change %	Previous Week
Open	0.8973	0.8997	0.0024	0.3%	0.9158
High	0.8999	0.9006	0.0007	0.1%	0.9160
Low	0.8963	0.8987	0.0024	0.3%	0.8963
Close	0.8999	0.9004	0.0005	0.1%	0.8999
Range	0.0036	0.0019	-0.0017	-47.2%	0.0197
ATR	0.0045	0.0043	-0.0002	-4.1%	0.0000
Volume	49	31	-18	-36.7%	320

Daily Pivots for day following 16-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9056	0.9049	0.9014
R3	0.9037	0.9030	0.9009
R2	0.9018	0.9018	0.9007
R1	0.9011	0.9011	0.9005	0.9014
PP	0.8999	0.8999	0.8999	0.9001
S1	0.8992	0.8992	0.9002	0.8995
S2	0.8980	0.8980	0.9000
S3	0.8961	0.8973	0.8998
S4	0.8942	0.8954	0.8993

Weekly Pivots for week ending 13-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9630	0.9511	0.9107
R3	0.9434	0.9315	0.9053
R2	0.9237	0.9237	0.9035
R1	0.9118	0.9118	0.9017	0.9079
PP	0.9041	0.9041	0.9041	0.9021
S1	0.8922	0.8922	0.8981	0.8883
S2	0.8844	0.8844	0.8963
S3	0.8648	0.8725	0.8945
S4	0.8451	0.8529	0.8891

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9128	0.8963	0.0165	1.8%	0.0048	0.5%	25%	False	False	63
10	0.9172	0.8963	0.0209	2.3%	0.0040	0.4%	19%	False	False	42
20	0.9257	0.8963	0.0294	3.3%	0.0042	0.5%	14%	False	False	34
40	0.9374	0.8963	0.0411	4.6%	0.0037	0.4%	10%	False	False	26
60	0.9460	0.8963	0.0497	5.5%	0.0030	0.3%	8%	False	False	22
80	0.9728	0.8963	0.0765	8.5%	0.0031	0.3%	5%	False	False	18
100	0.9728	0.8963	0.0765	8.5%	0.0029	0.3%	5%	False	False	16

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 13 trading days

Fibonacci Retracements and Extensions
4.250	0.9087
2.618	0.9056
1.618	0.9037
1.000	0.9025
0.618	0.9018
HIGH	0.9006
0.618	0.8999
0.500	0.8997
0.382	0.8994
LOW	0.8987
0.618	0.8975
1.000	0.8968
1.618	0.8956
2.618	0.8937
4.250	0.8906

Fisher Pivots for day following 16-Jul-2018
Pivot	1 day	3 day
R1	0.9001	0.9001
PP	0.8999	0.8998
S1	0.8997	0.8995

Download as Excel Spreadsheet

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

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