CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 10-Aug-2018

Day Change Summary
	Previous	Current
	09-Aug-2018	10-Aug-2018	Change	Change %	Previous Week
Open	0.9108	0.9097	-0.0011	-0.1%	0.9075
High	0.9109	0.9127	0.0018	0.2%	0.9127
Low	0.9078	0.9080	0.0002	0.0%	0.9050
Close	0.9088	0.9123	0.0035	0.4%	0.9123
Range	0.0031	0.0047	0.0016	51.6%	0.0077
ATR	0.0043	0.0043	0.0000	0.7%	0.0000
Volume	34	316	282	829.4%	642

Daily Pivots for day following 10-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9251	0.9234	0.9148
R3	0.9204	0.9187	0.9135
R2	0.9157	0.9157	0.9131
R1	0.9140	0.9140	0.9127	0.9148
PP	0.9110	0.9110	0.9110	0.9114
S1	0.9093	0.9093	0.9118	0.9101
S2	0.9063	0.9063	0.9114
S3	0.9016	0.9046	0.9110
S4	0.8969	0.8999	0.9097

Weekly Pivots for week ending 10-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9331	0.9304	0.9165
R3	0.9254	0.9227	0.9144
R2	0.9177	0.9177	0.9137
R1	0.9150	0.9150	0.9130	0.9163
PP	0.9100	0.9100	0.9100	0.9107
S1	0.9073	0.9073	0.9115	0.9086
S2	0.9023	0.9023	0.9108
S3	0.8946	0.8996	0.9101
S4	0.8869	0.8919	0.9080

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9127	0.9050	0.0077	0.8%	0.0035	0.4%	94%	True	False	128
10	0.9127	0.9006	0.0121	1.3%	0.0040	0.4%	96%	True	False	105
20	0.9128	0.8935	0.0193	2.1%	0.0043	0.5%	97%	False	False	69
40	0.9257	0.8935	0.0322	3.5%	0.0042	0.5%	58%	False	False	51
60	0.9374	0.8935	0.0439	4.8%	0.0038	0.4%	43%	False	False	40
80	0.9478	0.8935	0.0543	5.9%	0.0033	0.4%	35%	False	False	34
100	0.9728	0.8935	0.0793	8.7%	0.0033	0.4%	24%	False	False	28
120	0.9728	0.8935	0.0793	8.7%	0.0032	0.3%	24%	False	False	24

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9327
2.618	0.9250
1.618	0.9203
1.000	0.9174
0.618	0.9156
HIGH	0.9127
0.618	0.9109
0.500	0.9104
0.382	0.9098
LOW	0.9080
0.618	0.9051
1.000	0.9033
1.618	0.9004
2.618	0.8957
4.250	0.8880

Fisher Pivots for day following 10-Aug-2018
Pivot	1 day	3 day
R1	0.9116	0.9113
PP	0.9110	0.9103
S1	0.9104	0.9094

Download as Excel Spreadsheet

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

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