CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 27-Aug-2018

Day Change Summary
	Previous	Current
	24-Aug-2018	27-Aug-2018	Change	Change %	Previous Week
Open	0.9054	0.9055	0.0001	0.0%	0.9123
High	0.9070	0.9084	0.0015	0.2%	0.9184
Low	0.9042	0.9055	0.0013	0.1%	0.9042
Close	0.9064	0.9072	0.0008	0.1%	0.9064
Range	0.0028	0.0030	0.0002	9.1%	0.0142
ATR	0.0047	0.0046	-0.0001	-2.6%	0.0000
Volume	871	919	48	5.5%	5,260

Daily Pivots for day following 27-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9160	0.9146	0.9088
R3	0.9130	0.9116	0.9080
R2	0.9100	0.9100	0.9077
R1	0.9086	0.9086	0.9075	0.9093
PP	0.9070	0.9070	0.9070	0.9074
S1	0.9056	0.9056	0.9069	0.9063
S2	0.9040	0.9040	0.9067
S3	0.9010	0.9026	0.9064
S4	0.8980	0.8996	0.9056

Weekly Pivots for week ending 24-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9523	0.9435	0.9142
R3	0.9381	0.9293	0.9103
R2	0.9239	0.9239	0.9090
R1	0.9151	0.9151	0.9077	0.9124
PP	0.9097	0.9097	0.9097	0.9083
S1	0.9009	0.9009	0.9051	0.8982
S2	0.8955	0.8955	0.9038
S3	0.8813	0.8867	0.9025
S4	0.8671	0.8725	0.8986

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9184	0.9042	0.0142	1.6%	0.0045	0.5%	21%	False	False	901
10	0.9184	0.9042	0.0142	1.6%	0.0050	0.5%	21%	False	False	713
20	0.9184	0.9006	0.0178	2.0%	0.0047	0.5%	37%	False	False	412
40	0.9184	0.8935	0.0249	2.7%	0.0045	0.5%	55%	False	False	225
60	0.9266	0.8935	0.0331	3.6%	0.0042	0.5%	41%	False	False	158
80	0.9374	0.8935	0.0439	4.8%	0.0038	0.4%	31%	False	False	122
100	0.9540	0.8935	0.0605	6.7%	0.0034	0.4%	23%	False	False	99
120	0.9728	0.8935	0.0793	8.7%	0.0033	0.4%	17%	False	False	84

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9212
2.618	0.9163
1.618	0.9133
1.000	0.9114
0.618	0.9103
HIGH	0.9084
0.618	0.9073
0.500	0.9069
0.382	0.9066
LOW	0.9055
0.618	0.9036
1.000	0.9025
1.618	0.9006
2.618	0.8976
4.250	0.8927

Fisher Pivots for day following 27-Aug-2018
Pivot	1 day	3 day
R1	0.9071	0.9081
PP	0.9070	0.9078
S1	0.9069	0.9075

Download as Excel Spreadsheet

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

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