CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 20-Aug-2018

Day Change Summary
	Previous	Current
	17-Aug-2018	20-Aug-2018	Change	Change %	Previous Week
Open	0.9089	0.9123	0.0034	0.4%	0.9118
High	0.9140	0.9163	0.0023	0.3%	0.9159
Low	0.9088	0.9116	0.0028	0.3%	0.9059
Close	0.9119	0.9150	0.0031	0.3%	0.9119
Range	0.0052	0.0047	-0.0005	-9.6%	0.0100
ATR	0.0047	0.0047	0.0000	-0.1%	0.0000
Volume	253	1,671	1,418	560.5%	1,046

Daily Pivots for day following 20-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9284	0.9264	0.9176
R3	0.9237	0.9217	0.9163
R2	0.9190	0.9190	0.9159
R1	0.9170	0.9170	0.9154	0.9180
PP	0.9143	0.9143	0.9143	0.9148
S1	0.9123	0.9123	0.9146	0.9133
S2	0.9096	0.9096	0.9141
S3	0.9049	0.9076	0.9137
S4	0.9002	0.9029	0.9124

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	0.9163	0.9059	0.0105	1.1%	0.0054	0.6%	88%	True	False	525
10	0.9163	0.9059	0.0105	1.1%	0.0048	0.5%	88%	True	False	329
20	0.9163	0.9006	0.0157	1.7%	0.0044	0.5%	92%	True	False	195
40	0.9257	0.8935	0.0322	3.5%	0.0044	0.5%	67%	False	False	115
60	0.9374	0.8935	0.0439	4.8%	0.0041	0.5%	49%	False	False	83
80	0.9374	0.8935	0.0439	4.8%	0.0036	0.4%	49%	False	False	66
100	0.9626	0.8935	0.0691	7.5%	0.0034	0.4%	31%	False	False	55
120	0.9728	0.8935	0.0793	8.7%	0.0033	0.4%	27%	False	False	47

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0008
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9363
2.618	0.9286
1.618	0.9239
1.000	0.9210
0.618	0.9192
HIGH	0.9163
0.618	0.9145
0.500	0.9140
0.382	0.9134
LOW	0.9116
0.618	0.9087
1.000	0.9069
1.618	0.9040
2.618	0.8993
4.250	0.8916

Fisher Pivots for day following 20-Aug-2018
Pivot	1 day	3 day
R1	0.9147	0.9140
PP	0.9143	0.9131
S1	0.9140	0.9121

Download as Excel Spreadsheet

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

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