CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 23-Aug-2018

Day Change Summary
	Previous	Current
	22-Aug-2018	23-Aug-2018	Change	Change %	Previous Week
Open	0.9152	0.9119	-0.0033	-0.4%	0.9118
High	0.9162	0.9119	-0.0043	-0.5%	0.9159
Low	0.9118	0.9057	-0.0062	-0.7%	0.9059
Close	0.9119	0.9058	-0.0061	-0.7%	0.9119
Range	0.0044	0.0063	0.0019	42.0%	0.0100
ATR	0.0048	0.0049	0.0001	2.2%	0.0000
Volume	1,278	1,166	-112	-8.8%	1,046

Daily Pivots for day following 23-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9265	0.9224	0.9092
R3	0.9203	0.9162	0.9075
R2	0.9140	0.9140	0.9069
R1	0.9099	0.9099	0.9064	0.9089
PP	0.9078	0.9078	0.9078	0.9073
S1	0.9037	0.9037	0.9052	0.9026
S2	0.9015	0.9015	0.9047
S3	0.8953	0.8974	0.9041
S4	0.8890	0.8912	0.9024

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	0.9057	0.0128	1.4%	0.0053	0.6%	1%	False	True	928
10	0.9184	0.9057	0.0128	1.4%	0.0055	0.6%	1%	False	True	575
20	0.9184	0.9006	0.0178	2.0%	0.0046	0.5%	29%	False	False	325
40	0.9202	0.8935	0.0267	2.9%	0.0046	0.5%	46%	False	False	181
60	0.9351	0.8935	0.0416	4.6%	0.0041	0.5%	30%	False	False	128
80	0.9374	0.8935	0.0439	4.8%	0.0038	0.4%	28%	False	False	100
100	0.9604	0.8935	0.0669	7.4%	0.0034	0.4%	18%	False	False	82
120	0.9728	0.8935	0.0793	8.8%	0.0033	0.4%	16%	False	False	69

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9385
2.618	0.9283
1.618	0.9220
1.000	0.9182
0.618	0.9158
HIGH	0.9119
0.618	0.9095
0.500	0.9088
0.382	0.9080
LOW	0.9057
0.618	0.9018
1.000	0.8994
1.618	0.8955
2.618	0.8893
4.250	0.8791

Fisher Pivots for day following 23-Aug-2018
Pivot	1 day	3 day
R1	0.9088	0.9120
PP	0.9078	0.9100
S1	0.9068	0.9079

Download as Excel Spreadsheet

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

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