CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 17-Aug-2018

Day Change Summary
	Previous	Current
	16-Aug-2018	17-Aug-2018	Change	Change %	Previous Week
Open	0.9120	0.9089	-0.0031	-0.3%	0.9118
High	0.9130	0.9140	0.0010	0.1%	0.9159
Low	0.9079	0.9088	0.0009	0.1%	0.9059
Close	0.9096	0.9119	0.0023	0.3%	0.9119
Range	0.0051	0.0052	0.0001	2.0%	0.0100
ATR	0.0047	0.0047	0.0000	0.8%	0.0000
Volume	130	253	123	94.6%	1,046

Daily Pivots for day following 17-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9272	0.9247	0.9148
R3	0.9220	0.9195	0.9133
R2	0.9168	0.9168	0.9129
R1	0.9143	0.9143	0.9124	0.9156
PP	0.9116	0.9116	0.9116	0.9122
S1	0.9091	0.9091	0.9114	0.9104
S2	0.9064	0.9064	0.9109
S3	0.9012	0.9039	0.9105
S4	0.8960	0.8987	0.9090

Weekly Pivots for week ending 17-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9412	0.9366	0.9174
R3	0.9312	0.9266	0.9147
R2	0.9212	0.9212	0.9137
R1	0.9166	0.9166	0.9128	0.9189
PP	0.9112	0.9112	0.9112	0.9124
S1	0.9066	0.9066	0.9110	0.9089
S2	0.9012	0.9012	0.9101
S3	0.8912	0.8966	0.9092
S4	0.8812	0.8866	0.9064

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%	0.0057	0.6%	61%	False	False	209
10	0.9159	0.9050	0.0109	1.2%	0.0046	0.5%	64%	False	False	168
20	0.9159	0.9006	0.0153	1.7%	0.0045	0.5%	74%	False	False	114
40	0.9257	0.8935	0.0322	3.5%	0.0044	0.5%	57%	False	False	75
60	0.9374	0.8935	0.0439	4.8%	0.0041	0.5%	42%	False	False	55
80	0.9374	0.8935	0.0439	4.8%	0.0036	0.4%	42%	False	False	45
100	0.9657	0.8935	0.0722	7.9%	0.0035	0.4%	26%	False	False	38
120	0.9728	0.8935	0.0793	8.7%	0.0032	0.4%	23%	False	False	33

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9361
2.618	0.9276
1.618	0.9224
1.000	0.9192
0.618	0.9172
HIGH	0.9140
0.618	0.9120
0.500	0.9114
0.382	0.9108
LOW	0.9088
0.618	0.9056
1.000	0.9036
1.618	0.9004
2.618	0.8952
4.250	0.8867

Fisher Pivots for day following 17-Aug-2018
Pivot	1 day	3 day
R1	0.9117	0.9112
PP	0.9116	0.9106
S1	0.9114	0.9099

Download as Excel Spreadsheet

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

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