CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 29-Aug-2018

Day Change Summary
	Previous	Current
	28-Aug-2018	29-Aug-2018	Change	Change %	Previous Week
Open	0.9068	0.9063	-0.0005	-0.1%	0.9123
High	0.9080	0.9067	-0.0013	-0.1%	0.9184
Low	0.9052	0.9013	-0.0040	-0.4%	0.9042
Close	0.9062	0.9023	-0.0039	-0.4%	0.9064
Range	0.0028	0.0055	0.0027	94.6%	0.0142
ATR	0.0045	0.0046	0.0001	1.5%	0.0000
Volume	1,068	2,220	1,152	107.9%	5,260

Daily Pivots for day following 29-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9198	0.9165	0.9053
R3	0.9143	0.9110	0.9038
R2	0.9089	0.9089	0.9033
R1	0.9056	0.9056	0.9028	0.9045
PP	0.9034	0.9034	0.9034	0.9029
S1	0.9001	0.9001	0.9018	0.8991
S2	0.8980	0.8980	0.9013
S3	0.8925	0.8947	0.9008
S4	0.8871	0.8892	0.8993

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	0.9119	0.9013	0.0107	1.2%	0.0040	0.4%	10%	False	True	1,248
10	0.9184	0.9013	0.0172	1.9%	0.0046	0.5%	6%	False	True	985
20	0.9184	0.9013	0.0172	1.9%	0.0044	0.5%	6%	False	True	563
40	0.9184	0.8935	0.0249	2.8%	0.0045	0.5%	35%	False	False	306
60	0.9266	0.8935	0.0331	3.7%	0.0043	0.5%	27%	False	False	212
80	0.9374	0.8935	0.0439	4.9%	0.0038	0.4%	20%	False	False	163
100	0.9540	0.8935	0.0605	6.7%	0.0034	0.4%	15%	False	False	132
120	0.9728	0.8935	0.0793	8.8%	0.0034	0.4%	11%	False	False	111

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9299
2.618	0.9210
1.618	0.9155
1.000	0.9122
0.618	0.9101
HIGH	0.9067
0.618	0.9046
0.500	0.9040
0.382	0.9033
LOW	0.9013
0.618	0.8979
1.000	0.8958
1.618	0.8924
2.618	0.8870
4.250	0.8781

Fisher Pivots for day following 29-Aug-2018
Pivot	1 day	3 day
R1	0.9040	0.9048
PP	0.9034	0.9040
S1	0.9029	0.9031

Download as Excel Spreadsheet

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

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