CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 04-Sep-2018

Day Change Summary
	Previous	Current
	31-Aug-2018	04-Sep-2018	Change	Change %	Previous Week
Open	0.9076	0.9070	-0.0006	-0.1%	0.9055
High	0.9102	0.9088	-0.0015	-0.2%	0.9102
Low	0.9067	0.9033	-0.0034	-0.4%	0.9013
Close	0.9077	0.9038	-0.0039	-0.4%	0.9077
Range	0.0035	0.0055	0.0019	53.5%	0.0090
ATR	0.0046	0.0047	0.0001	1.3%	0.0000
Volume	4,739	2,238	-2,501	-52.8%	10,932

Daily Pivots for day following 04-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9216	0.9181	0.9067
R3	0.9162	0.9127	0.9052
R2	0.9107	0.9107	0.9047
R1	0.9072	0.9072	0.9042	0.9063
PP	0.9053	0.9053	0.9053	0.9048
S1	0.9018	0.9018	0.9033	0.9008
S2	0.8998	0.8998	0.9028
S3	0.8944	0.8963	0.9023
S4	0.8889	0.8909	0.9008

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%	0.0047	0.5%	28%	False	False	2,450
10	0.9184	0.9013	0.0172	1.9%	0.0046	0.5%	15%	False	False	1,675
20	0.9184	0.9013	0.0172	1.9%	0.0047	0.5%	15%	False	False	1,002
40	0.9184	0.8935	0.0249	2.8%	0.0047	0.5%	41%	False	False	528
60	0.9264	0.8935	0.0329	3.6%	0.0044	0.5%	31%	False	False	361
80	0.9374	0.8935	0.0439	4.9%	0.0040	0.4%	23%	False	False	273
100	0.9515	0.8935	0.0580	6.4%	0.0035	0.4%	18%	False	False	222
120	0.9728	0.8935	0.0793	8.8%	0.0035	0.4%	13%	False	False	186

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	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9319
2.618	0.9230
1.618	0.9176
1.000	0.9142
0.618	0.9121
HIGH	0.9088
0.618	0.9067
0.500	0.9060
0.382	0.9054
LOW	0.9033
0.618	0.8999
1.000	0.8979
1.618	0.8945
2.618	0.8890
4.250	0.8801

Fisher Pivots for day following 04-Sep-2018
Pivot	1 day	3 day
R1	0.9060	0.9060
PP	0.9053	0.9052
S1	0.9045	0.9045

Download as Excel Spreadsheet

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

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