CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 22-Aug-2018

Day Change Summary
	Previous	Current
	21-Aug-2018	22-Aug-2018	Change	Change %	Previous Week
Open	0.9167	0.9152	-0.0016	-0.2%	0.9118
High	0.9184	0.9162	-0.0022	-0.2%	0.9159
Low	0.9124	0.9118	-0.0006	-0.1%	0.9059
Close	0.9133	0.9119	-0.0014	-0.2%	0.9119
Range	0.0061	0.0044	-0.0017	-27.3%	0.0100
ATR	0.0048	0.0048	0.0000	-0.6%	0.0000
Volume	274	1,278	1,004	366.4%	1,046

Daily Pivots for day following 22-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9265	0.9236	0.9143
R3	0.9221	0.9192	0.9131
R2	0.9177	0.9177	0.9127
R1	0.9148	0.9148	0.9123	0.9141
PP	0.9133	0.9133	0.9133	0.9129
S1	0.9104	0.9104	0.9115	0.9097
S2	0.9089	0.9089	0.9111
S3	0.9045	0.9060	0.9107
S4	0.9001	0.9016	0.9095

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	0.9184	0.9079	0.0105	1.2%	0.0051	0.6%	38%	False	False	721
10	0.9184	0.9059	0.0126	1.4%	0.0051	0.6%	48%	False	False	461
20	0.9184	0.9006	0.0178	2.0%	0.0046	0.5%	63%	False	False	269
40	0.9228	0.8935	0.0293	3.2%	0.0046	0.5%	63%	False	False	153
60	0.9359	0.8935	0.0424	4.6%	0.0041	0.4%	43%	False	False	109
80	0.9374	0.8935	0.0439	4.8%	0.0037	0.4%	42%	False	False	85
100	0.9626	0.8935	0.0691	7.6%	0.0034	0.4%	27%	False	False	70
120	0.9728	0.8935	0.0793	8.7%	0.0033	0.4%	23%	False	False	60

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0009
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.9349
2.618	0.9277
1.618	0.9233
1.000	0.9206
0.618	0.9189
HIGH	0.9162
0.618	0.9145
0.500	0.9140
0.382	0.9135
LOW	0.9118
0.618	0.9091
1.000	0.9074
1.618	0.9047
2.618	0.9003
4.250	0.8931

Fisher Pivots for day following 22-Aug-2018
Pivot	1 day	3 day
R1	0.9140	0.9150
PP	0.9133	0.9140
S1	0.9126	0.9129

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

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