CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 24-Jul-2018

Day Change Summary
	Previous	Current
	23-Jul-2018	24-Jul-2018	Change	Change %	Previous Week
Open	0.9099	0.9071	-0.0028	-0.3%	0.8997
High	0.9117	0.9099	-0.0018	-0.2%	0.9069
Low	0.9063	0.9066	0.0003	0.0%	0.8935
Close	0.9063	0.9084	0.0022	0.2%	0.9059
Range	0.0054	0.0034	-0.0021	-38.0%	0.0134
ATR	0.0050	0.0049	-0.0001	-2.0%	0.0000
Volume	56	25	-31	-55.4%	144

Daily Pivots for day following 24-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9183	0.9167	0.9103
R3	0.9150	0.9134	0.9094
R2	0.9116	0.9116	0.9091
R1	0.9100	0.9100	0.9088	0.9108
PP	0.9083	0.9083	0.9083	0.9087
S1	0.9067	0.9067	0.9081	0.9075
S2	0.9049	0.9049	0.9078
S3	0.9016	0.9033	0.9075
S4	0.8982	0.9000	0.9066

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	0.9117	0.8935	0.0182	2.0%	0.0058	0.6%	82%	False	False	33
10	0.9128	0.8935	0.0193	2.1%	0.0052	0.6%	78%	False	False	49
20	0.9228	0.8935	0.0293	3.2%	0.0044	0.5%	51%	False	False	35
40	0.9374	0.8935	0.0439	4.8%	0.0040	0.4%	34%	False	False	28
60	0.9374	0.8935	0.0439	4.8%	0.0033	0.4%	34%	False	False	24
80	0.9626	0.8935	0.0691	7.6%	0.0032	0.3%	22%	False	False	20
100	0.9728	0.8935	0.0793	8.7%	0.0030	0.3%	19%	False	False	18

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9241
2.618	0.9187
1.618	0.9153
1.000	0.9133
0.618	0.9120
HIGH	0.9099
0.618	0.9086
0.500	0.9082
0.382	0.9078
LOW	0.9066
0.618	0.9045
1.000	0.9032
1.618	0.9011
2.618	0.8978
4.250	0.8923

Fisher Pivots for day following 24-Jul-2018
Pivot	1 day	3 day
R1	0.9084	0.9071
PP	0.9083	0.9058
S1	0.9082	0.9045

Download as Excel Spreadsheet

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

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