CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 14-Aug-2018

Day Change Summary
	Previous	Current
	13-Aug-2018	14-Aug-2018	Change	Change %	Previous Week
Open	0.9118	0.9112	-0.0006	-0.1%	0.9075
High	0.9159	0.9116	-0.0043	-0.5%	0.9127
Low	0.9098	0.9064	-0.0035	-0.4%	0.9050
Close	0.9117	0.9071	-0.0046	-0.5%	0.9123
Range	0.0061	0.0052	-0.0009	-14.0%	0.0077
ATR	0.0044	0.0045	0.0001	1.4%	0.0000
Volume	88	413	325	369.3%	642

Daily Pivots for day following 14-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9239	0.9207	0.9100
R3	0.9187	0.9155	0.9085
R2	0.9135	0.9135	0.9081
R1	0.9103	0.9103	0.9076	0.9093
PP	0.9083	0.9083	0.9083	0.9078
S1	0.9051	0.9051	0.9066	0.9041
S2	0.9031	0.9031	0.9061
S3	0.8979	0.8999	0.9057
S4	0.8927	0.8947	0.9042

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%	0.0047	0.5%	11%	False	False	177
10	0.9159	0.9006	0.0153	1.7%	0.0041	0.5%	43%	False	False	146
20	0.9159	0.8935	0.0224	2.5%	0.0046	0.5%	61%	False	False	91
40	0.9257	0.8935	0.0322	3.5%	0.0044	0.5%	42%	False	False	63
60	0.9374	0.8935	0.0439	4.8%	0.0040	0.4%	31%	False	False	48
80	0.9374	0.8935	0.0439	4.8%	0.0035	0.4%	31%	False	False	40
100	0.9728	0.8935	0.0793	8.7%	0.0034	0.4%	17%	False	False	33
120	0.9728	0.8935	0.0793	8.7%	0.0032	0.4%	17%	False	False	28

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	False
Bull Hook	False
Stretch	0.0007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9337
2.618	0.9252
1.618	0.9200
1.000	0.9168
0.618	0.9148
HIGH	0.9116
0.618	0.9096
0.500	0.9090
0.382	0.9083
LOW	0.9064
0.618	0.9031
1.000	0.9012
1.618	0.8979
2.618	0.8927
4.250	0.8843

Fisher Pivots for day following 14-Aug-2018
Pivot	1 day	3 day
R1	0.9090	0.9111
PP	0.9083	0.9098
S1	0.9077	0.9084

Download as Excel Spreadsheet

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

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