CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 13-Aug-2018

Day Change Summary
	Previous	Current
	10-Aug-2018	13-Aug-2018	Change	Change %	Previous Week
Open	0.9097	0.9118	0.0021	0.2%	0.9075
High	0.9127	0.9159	0.0032	0.3%	0.9127
Low	0.9080	0.9098	0.0018	0.2%	0.9050
Close	0.9123	0.9117	-0.0006	-0.1%	0.9123
Range	0.0047	0.0061	0.0014	28.7%	0.0077
ATR	0.0043	0.0044	0.0001	2.9%	0.0000
Volume	316	88	-228	-72.2%	642

Daily Pivots for day following 13-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9306	0.9272	0.9150
R3	0.9245	0.9211	0.9133
R2	0.9185	0.9185	0.9128
R1	0.9151	0.9151	0.9122	0.9138
PP	0.9124	0.9124	0.9124	0.9118
S1	0.9090	0.9090	0.9111	0.9077
S2	0.9064	0.9064	0.9105
S3	0.9003	0.9030	0.9100
S4	0.8943	0.8969	0.9083

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	0.9159	0.9060	0.0099	1.1%	0.0042	0.5%	57%	True	False	134
10	0.9159	0.9006	0.0153	1.7%	0.0045	0.5%	72%	True	False	110
20	0.9159	0.8935	0.0224	2.5%	0.0045	0.5%	81%	True	False	72
40	0.9257	0.8935	0.0322	3.5%	0.0043	0.5%	56%	False	False	53
60	0.9374	0.8935	0.0439	4.8%	0.0039	0.4%	41%	False	False	41
80	0.9460	0.8935	0.0525	5.8%	0.0034	0.4%	35%	False	False	34
100	0.9728	0.8935	0.0793	8.7%	0.0034	0.4%	23%	False	False	29
120	0.9728	0.8935	0.0793	8.7%	0.0032	0.3%	23%	False	False	25

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.9416
2.618	0.9317
1.618	0.9256
1.000	0.9219
0.618	0.9196
HIGH	0.9159
0.618	0.9135
0.500	0.9128
0.382	0.9121
LOW	0.9098
0.618	0.9061
1.000	0.9038
1.618	0.9000
2.618	0.8940
4.250	0.8841

Fisher Pivots for day following 13-Aug-2018
Pivot	1 day	3 day
R1	0.9128	0.9118
PP	0.9124	0.9118
S1	0.9120	0.9117

Download as Excel Spreadsheet

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

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