CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 26-Jul-2018

Day Change Summary
	Previous	Current
	25-Jul-2018	26-Jul-2018	Change	Change %	Previous Week
Open	0.9081	0.9107	0.0026	0.3%	0.8997
High	0.9123	0.9128	0.0005	0.1%	0.9069
Low	0.9077	0.9081	0.0004	0.0%	0.8935
Close	0.9114	0.9081	-0.0034	-0.4%	0.9059
Range	0.0046	0.0047	0.0001	2.2%	0.0134
ATR	0.0048	0.0048	0.0000	-0.2%	0.0000
Volume	33	50	17	51.5%	144

Daily Pivots for day following 26-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9237	0.9206	0.9106
R3	0.9190	0.9159	0.9093
R2	0.9143	0.9143	0.9089
R1	0.9112	0.9112	0.9085	0.9104
PP	0.9096	0.9096	0.9096	0.9092
S1	0.9065	0.9065	0.9076	0.9057
S2	0.9049	0.9049	0.9072
S3	0.9002	0.9018	0.9068
S4	0.8955	0.8971	0.9055

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	0.9128	0.8973	0.0155	1.7%	0.0055	0.6%	70%	True	False	39
10	0.9128	0.8935	0.0193	2.1%	0.0046	0.5%	76%	True	False	35
20	0.9202	0.8935	0.0267	2.9%	0.0045	0.5%	54%	False	False	38
40	0.9351	0.8935	0.0416	4.6%	0.0039	0.4%	35%	False	False	30
60	0.9374	0.8935	0.0439	4.8%	0.0035	0.4%	33%	False	False	25
80	0.9604	0.8935	0.0669	7.4%	0.0031	0.3%	22%	False	False	21
100	0.9728	0.8935	0.0793	8.7%	0.0030	0.3%	18%	False	False	18

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0011
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9327
2.618	0.9251
1.618	0.9204
1.000	0.9175
0.618	0.9157
HIGH	0.9128
0.618	0.9110
0.500	0.9104
0.382	0.9098
LOW	0.9081
0.618	0.9051
1.000	0.9034
1.618	0.9004
2.618	0.8957
4.250	0.8881

Fisher Pivots for day following 26-Jul-2018
Pivot	1 day	3 day
R1	0.9104	0.9097
PP	0.9096	0.9091
S1	0.9088	0.9086

Download as Excel Spreadsheet

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

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