CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 15-Aug-2018

Day Change Summary
	Previous	Current
	14-Aug-2018	15-Aug-2018	Change	Change %	Previous Week
Open	0.9112	0.9064	-0.0049	-0.5%	0.9075
High	0.9116	0.9128	0.0013	0.1%	0.9127
Low	0.9064	0.9059	-0.0005	-0.1%	0.9050
Close	0.9071	0.9123	0.0052	0.6%	0.9123
Range	0.0052	0.0070	0.0018	33.7%	0.0077
ATR	0.0045	0.0047	0.0002	3.9%	0.0000
Volume	413	162	-251	-60.8%	642

Daily Pivots for day following 15-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9312	0.9287	0.9161
R3	0.9242	0.9217	0.9142
R2	0.9173	0.9173	0.9135
R1	0.9148	0.9148	0.9129	0.9160
PP	0.9103	0.9103	0.9103	0.9109
S1	0.9078	0.9078	0.9116	0.9091
S2	0.9034	0.9034	0.9110
S3	0.8964	0.9009	0.9103
S4	0.8895	0.8939	0.9084

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	0.9059	0.0100	1.1%	0.0052	0.6%	64%	False	True	202
10	0.9159	0.9034	0.0125	1.4%	0.0043	0.5%	71%	False	False	142
20	0.9159	0.8935	0.0224	2.4%	0.0048	0.5%	84%	False	False	98
40	0.9257	0.8935	0.0322	3.5%	0.0044	0.5%	58%	False	False	66
60	0.9374	0.8935	0.0439	4.8%	0.0040	0.4%	43%	False	False	50
80	0.9374	0.8935	0.0439	4.8%	0.0035	0.4%	43%	False	False	42
100	0.9689	0.8935	0.0754	8.3%	0.0034	0.4%	25%	False	False	34
120	0.9728	0.8935	0.0793	8.7%	0.0032	0.4%	24%	False	False	30

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	0.0006
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.9423
2.618	0.9310
1.618	0.9240
1.000	0.9198
0.618	0.9171
HIGH	0.9128
0.618	0.9101
0.500	0.9093
0.382	0.9085
LOW	0.9059
0.618	0.9016
1.000	0.8989
1.618	0.8946
2.618	0.8877
4.250	0.8763

Fisher Pivots for day following 15-Aug-2018
Pivot	1 day	3 day
R1	0.9113	0.9118
PP	0.9103	0.9113
S1	0.9093	0.9109

Download as Excel Spreadsheet

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

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