CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 31-Aug-2018

Day Change Summary
	Previous	Current
	30-Aug-2018	31-Aug-2018	Change	Change %	Previous Week
Open	0.9018	0.9076	0.0058	0.6%	0.9055
High	0.9081	0.9102	0.0022	0.2%	0.9102
Low	0.9017	0.9067	0.0050	0.6%	0.9013
Close	0.9074	0.9077	0.0003	0.0%	0.9077
Range	0.0064	0.0035	-0.0028	-44.1%	0.0090
ATR	0.0047	0.0046	-0.0001	-1.7%	0.0000
Volume	1,986	4,739	2,753	138.6%	10,932

Daily Pivots for day following 31-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9188	0.9168	0.9096
R3	0.9153	0.9132	0.9086
R2	0.9117	0.9117	0.9083
R1	0.9097	0.9097	0.9080	0.9107
PP	0.9082	0.9082	0.9082	0.9087
S1	0.9062	0.9062	0.9073	0.9072
S2	0.9047	0.9047	0.9070
S3	0.9011	0.9026	0.9067
S4	0.8976	0.8991	0.9057

Weekly Pivots for week ending 31-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9334	0.9295	0.9126
R3	0.9244	0.9205	0.9101
R2	0.9154	0.9154	0.9093
R1	0.9115	0.9115	0.9085	0.9134
PP	0.9064	0.9064	0.9064	0.9073
S1	0.9025	0.9025	0.9068	0.9045
S2	0.8974	0.8974	0.9060
S3	0.8884	0.8935	0.9052
S4	0.8794	0.8845	0.9027

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9102	0.9013	0.0090	1.0%	0.0042	0.5%	71%	True	False	2,186
10	0.9184	0.9013	0.0172	1.9%	0.0045	0.5%	37%	False	False	1,619
20	0.9184	0.9013	0.0172	1.9%	0.0046	0.5%	37%	False	False	894
40	0.9184	0.8935	0.0249	2.7%	0.0046	0.5%	57%	False	False	473
60	0.9266	0.8935	0.0331	3.6%	0.0043	0.5%	43%	False	False	324
80	0.9374	0.8935	0.0439	4.8%	0.0039	0.4%	32%	False	False	245
100	0.9515	0.8935	0.0580	6.4%	0.0035	0.4%	24%	False	False	199
120	0.9728	0.8935	0.0793	8.7%	0.0034	0.4%	18%	False	False	167

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0007
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9253
2.618	0.9195
1.618	0.9160
1.000	0.9138
0.618	0.9124
HIGH	0.9102
0.618	0.9089
0.500	0.9085
0.382	0.9081
LOW	0.9067
0.618	0.9045
1.000	0.9032
1.618	0.9010
2.618	0.8974
4.250	0.8916

Fisher Pivots for day following 31-Aug-2018
Pivot	1 day	3 day
R1	0.9085	0.9070
PP	0.9082	0.9064
S1	0.9079	0.9057

Download as Excel Spreadsheet

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

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