CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 16-Aug-2018

Day Change Summary
	Previous	Current
	15-Aug-2018	16-Aug-2018	Change	Change %	Previous Week
Open	0.9064	0.9120	0.0057	0.6%	0.9075
High	0.9128	0.9130	0.0002	0.0%	0.9127
Low	0.9059	0.9079	0.0021	0.2%	0.9050
Close	0.9123	0.9096	-0.0027	-0.3%	0.9123
Range	0.0070	0.0051	-0.0019	-26.6%	0.0077
ATR	0.0047	0.0047	0.0000	0.7%	0.0000
Volume	162	130	-32	-19.8%	642

Daily Pivots for day following 16-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9255	0.9226	0.9124
R3	0.9204	0.9175	0.9110
R2	0.9153	0.9153	0.9105
R1	0.9124	0.9124	0.9101	0.9113
PP	0.9102	0.9102	0.9102	0.9096
S1	0.9073	0.9073	0.9091	0.9062
S2	0.9051	0.9051	0.9087
S3	0.9000	0.9022	0.9082
S4	0.8949	0.8971	0.9068

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%	0.0056	0.6%	38%	False	False	221
10	0.9159	0.9034	0.0125	1.4%	0.0046	0.5%	50%	False	False	151
20	0.9159	0.8973	0.0186	2.0%	0.0047	0.5%	66%	False	False	103
40	0.9257	0.8935	0.0322	3.5%	0.0044	0.5%	50%	False	False	69
60	0.9374	0.8935	0.0439	4.8%	0.0041	0.5%	37%	False	False	53
80	0.9374	0.8935	0.0439	4.8%	0.0035	0.4%	37%	False	False	42
100	0.9666	0.8935	0.0731	8.0%	0.0035	0.4%	22%	False	False	36
120	0.9728	0.8935	0.0793	8.7%	0.0032	0.4%	20%	False	False	31

Crabel Price Patterns
NR	True
NR4	True
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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9347
2.618	0.9264
1.618	0.9213
1.000	0.9181
0.618	0.9162
HIGH	0.9130
0.618	0.9111
0.500	0.9105
0.382	0.9098
LOW	0.9079
0.618	0.9047
1.000	0.9028
1.618	0.8996
2.618	0.8945
4.250	0.8862

Fisher Pivots for day following 16-Aug-2018
Pivot	1 day	3 day
R1	0.9105	0.9095
PP	0.9102	0.9095
S1	0.9099	0.9094

Download as Excel Spreadsheet

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

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