CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 20-Jul-2018

Day Change Summary
	Previous	Current
	19-Jul-2018	20-Jul-2018	Change	Change %	Previous Week
Open	0.8961	0.8984	0.0023	0.3%	0.8997
High	0.9011	0.9069	0.0058	0.6%	0.9069
Low	0.8935	0.8973	0.0038	0.4%	0.8935
Close	0.8986	0.9059	0.0073	0.8%	0.9059
Range	0.0076	0.0097	0.0021	27.0%	0.0134
ATR	0.0045	0.0049	0.0004	8.1%	0.0000
Volume	28	32	4	14.3%	144

Daily Pivots for day following 20-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9323	0.9287	0.9112
R3	0.9226	0.9191	0.9085
R2	0.9130	0.9130	0.9076
R1	0.9094	0.9094	0.9067	0.9112
PP	0.9033	0.9033	0.9033	0.9042
S1	0.8998	0.8998	0.9050	0.9016
S2	0.8937	0.8937	0.9041
S3	0.8840	0.8901	0.9032
S4	0.8744	0.8805	0.9005

Weekly Pivots for week ending 20-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9423	0.9375	0.9132
R3	0.9289	0.9241	0.9095
R2	0.9155	0.9155	0.9083
R1	0.9107	0.9107	0.9071	0.9131
PP	0.9021	0.9021	0.9021	0.9033
S1	0.8973	0.8973	0.9046	0.8997
S2	0.8887	0.8887	0.9034
S3	0.8753	0.8839	0.9022
S4	0.8619	0.8705	0.8985

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9069	0.8935	0.0134	1.5%	0.0049	0.5%	92%	True	False	28
10	0.9160	0.8935	0.0225	2.5%	0.0050	0.5%	55%	False	False	46
20	0.9257	0.8935	0.0322	3.6%	0.0043	0.5%	38%	False	False	35
40	0.9374	0.8935	0.0439	4.8%	0.0039	0.4%	28%	False	False	26
60	0.9374	0.8935	0.0439	4.8%	0.0033	0.4%	28%	False	False	22
80	0.9657	0.8935	0.0722	8.0%	0.0033	0.4%	17%	False	False	19
100	0.9728	0.8935	0.0793	8.8%	0.0030	0.3%	16%	False	False	17

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9479
2.618	0.9322
1.618	0.9225
1.000	0.9166
0.618	0.9129
HIGH	0.9069
0.618	0.9032
0.500	0.9021
0.382	0.9009
LOW	0.8973
0.618	0.8913
1.000	0.8876
1.618	0.8816
2.618	0.8720
4.250	0.8562

Fisher Pivots for day following 20-Jul-2018
Pivot	1 day	3 day
R1	0.9046	0.9040
PP	0.9033	0.9021
S1	0.9021	0.9002

Download as Excel Spreadsheet

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

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