CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 31-Jul-2018

Day Change Summary
	Previous	Current
	30-Jul-2018	31-Jul-2018	Change	Change %	Previous Week
Open	0.9089	0.9092	0.0004	0.0%	0.9099
High	0.9104	0.9107	0.0004	0.0%	0.9128
Low	0.9086	0.9023	-0.0063	-0.7%	0.9063
Close	0.9097	0.9031	-0.0067	-0.7%	0.9100
Range	0.0018	0.0085	0.0067	369.4%	0.0065
ATR	0.0045	0.0048	0.0003	6.3%	0.0000
Volume	30	58	28	93.3%	188

Daily Pivots for day following 31-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9307	0.9253	0.9077
R3	0.9222	0.9169	0.9054
R2	0.9138	0.9138	0.9046
R1	0.9084	0.9084	0.9038	0.9069
PP	0.9053	0.9053	0.9053	0.9046
S1	0.9000	0.9000	0.9023	0.8984
S2	0.8969	0.8969	0.9015
S3	0.8884	0.8915	0.9007
S4	0.8800	0.8831	0.8984

Weekly Pivots for week ending 27-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9290	0.9259	0.9135
R3	0.9226	0.9195	0.9117
R2	0.9161	0.9161	0.9111
R1	0.9130	0.9130	0.9105	0.9146
PP	0.9097	0.9097	0.9097	0.9104
S1	0.9066	0.9066	0.9094	0.9081
S2	0.9032	0.9032	0.9088
S3	0.8968	0.9001	0.9082
S4	0.8903	0.8937	0.9064

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9128	0.9023	0.0105	1.2%	0.0044	0.5%	8%	False	True	39
10	0.9128	0.8935	0.0193	2.1%	0.0051	0.6%	50%	False	False	36
20	0.9172	0.8935	0.0237	2.6%	0.0045	0.5%	40%	False	False	39
40	0.9266	0.8935	0.0331	3.7%	0.0041	0.5%	29%	False	False	32
60	0.9374	0.8935	0.0439	4.9%	0.0035	0.4%	22%	False	False	26
80	0.9540	0.8935	0.0605	6.7%	0.0031	0.3%	16%	False	False	22
100	0.9728	0.8935	0.0793	8.8%	0.0031	0.3%	12%	False	False	19

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9466
2.618	0.9328
1.618	0.9244
1.000	0.9192
0.618	0.9159
HIGH	0.9107
0.618	0.9075
0.500	0.9065
0.382	0.9055
LOW	0.9023
0.618	0.8970
1.000	0.8938
1.618	0.8886
2.618	0.8801
4.250	0.8663

Fisher Pivots for day following 31-Jul-2018
Pivot	1 day	3 day
R1	0.9065	0.9065
PP	0.9053	0.9054
S1	0.9042	0.9042

Download as Excel Spreadsheet

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

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