CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 01-Aug-2018

Day Change Summary
	Previous	Current
	31-Jul-2018	01-Aug-2018	Change	Change %	Previous Week
Open	0.9092	0.9016	-0.0077	-0.8%	0.9099
High	0.9107	0.9058	-0.0050	-0.5%	0.9128
Low	0.9023	0.9006	-0.0017	-0.2%	0.9063
Close	0.9031	0.9051	0.0020	0.2%	0.9100
Range	0.0085	0.0052	-0.0033	-39.1%	0.0065
ATR	0.0048	0.0048	0.0000	0.6%	0.0000
Volume	58	200	142	244.8%	188

Daily Pivots for day following 01-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9193	0.9173	0.9079
R3	0.9141	0.9122	0.9065
R2	0.9090	0.9090	0.9060
R1	0.9070	0.9070	0.9055	0.9080
PP	0.9038	0.9038	0.9038	0.9043
S1	0.9019	0.9019	0.9046	0.9028
S2	0.8987	0.8987	0.9041
S3	0.8935	0.8967	0.9036
S4	0.8884	0.8916	0.9022

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	0.9006	0.0122	1.3%	0.0045	0.5%	37%	False	True	72
10	0.9128	0.8935	0.0193	2.1%	0.0053	0.6%	60%	False	False	53
20	0.9172	0.8935	0.0237	2.6%	0.0046	0.5%	49%	False	False	48
40	0.9266	0.8935	0.0331	3.7%	0.0042	0.5%	35%	False	False	36
60	0.9374	0.8935	0.0439	4.8%	0.0036	0.4%	26%	False	False	29
80	0.9540	0.8935	0.0605	6.7%	0.0032	0.3%	19%	False	False	24
100	0.9728	0.8935	0.0793	8.8%	0.0032	0.3%	15%	False	False	21

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

Fibonacci Retracements and Extensions
4.250	0.9276
2.618	0.9192
1.618	0.9141
1.000	0.9109
0.618	0.9089
HIGH	0.9058
0.618	0.9038
0.500	0.9032
0.382	0.9026
LOW	0.9006
0.618	0.8974
1.000	0.8955
1.618	0.8923
2.618	0.8871
4.250	0.8787

Fisher Pivots for day following 01-Aug-2018
Pivot	1 day	3 day
R1	0.9044	0.9057
PP	0.9038	0.9055
S1	0.9032	0.9053

Download as Excel Spreadsheet

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

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