CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 19-Jul-2018

Day Change Summary
	Previous	Current
	18-Jul-2018	19-Jul-2018	Change	Change %	Previous Week
Open	0.8943	0.8961	0.0018	0.2%	0.9158
High	0.8964	0.9011	0.0047	0.5%	0.9160
Low	0.8936	0.8935	-0.0001	0.0%	0.8963
Close	0.8957	0.8986	0.0029	0.3%	0.8999
Range	0.0029	0.0076	0.0048	166.7%	0.0197
ATR	0.0043	0.0045	0.0002	5.5%	0.0000
Volume	25	28	3	12.0%	320

Daily Pivots for day following 19-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9205	0.9171	0.9027
R3	0.9129	0.9095	0.9006
R2	0.9053	0.9053	0.8999
R1	0.9019	0.9019	0.8992	0.9036
PP	0.8977	0.8977	0.8977	0.8986
S1	0.8943	0.8943	0.8979	0.8960
S2	0.8901	0.8901	0.8972
S3	0.8825	0.8867	0.8965
S4	0.8749	0.8791	0.8944

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	0.9011	0.8935	0.0076	0.8%	0.0037	0.4%	66%	True	True	32
10	0.9162	0.8935	0.0227	2.5%	0.0043	0.5%	22%	False	True	44
20	0.9257	0.8935	0.0322	3.6%	0.0042	0.5%	16%	False	True	35
40	0.9374	0.8935	0.0439	4.9%	0.0038	0.4%	12%	False	True	28
60	0.9374	0.8935	0.0439	4.9%	0.0032	0.4%	12%	False	True	22
80	0.9666	0.8935	0.0731	8.1%	0.0031	0.3%	7%	False	True	19
100	0.9728	0.8935	0.0793	8.8%	0.0029	0.3%	6%	False	True	17

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9334
2.618	0.9210
1.618	0.9134
1.000	0.9087
0.618	0.9058
HIGH	0.9011
0.618	0.8982
0.500	0.8973
0.382	0.8964
LOW	0.8935
0.618	0.8888
1.000	0.8859
1.618	0.8812
2.618	0.8736
4.250	0.8612

Fisher Pivots for day following 19-Jul-2018
Pivot	1 day	3 day
R1	0.8981	0.8981
PP	0.8977	0.8977
S1	0.8973	0.8973

Download as Excel Spreadsheet

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

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