CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 05-Sep-2018

Day Change Summary
	Previous	Current
	04-Sep-2018	05-Sep-2018	Change	Change %	Previous Week
Open	0.9070	0.9036	-0.0034	-0.4%	0.9055
High	0.9088	0.9042	-0.0046	-0.5%	0.9102
Low	0.9033	0.9015	-0.0019	-0.2%	0.9013
Close	0.9038	0.9034	-0.0004	0.0%	0.9077
Range	0.0055	0.0028	-0.0027	-49.5%	0.0090
ATR	0.0047	0.0045	-0.0001	-2.9%	0.0000
Volume	2,238	7,724	5,486	245.1%	10,932

Daily Pivots for day following 05-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9113	0.9101	0.9049
R3	0.9085	0.9073	0.9042
R2	0.9058	0.9058	0.9039
R1	0.9046	0.9046	0.9037	0.9038
PP	0.9030	0.9030	0.9030	0.9026
S1	0.9018	0.9018	0.9031	0.9011
S2	0.9003	0.9003	0.9029
S3	0.8975	0.8991	0.9026
S4	0.8948	0.8963	0.9019

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%	24%	False	False	3,781
10	0.9162	0.9013	0.0150	1.7%	0.0043	0.5%	14%	False	False	2,420
20	0.9184	0.9013	0.0172	1.9%	0.0047	0.5%	13%	False	False	1,379
40	0.9184	0.8935	0.0249	2.8%	0.0047	0.5%	40%	False	False	721
60	0.9257	0.8935	0.0322	3.6%	0.0043	0.5%	31%	False	False	489
80	0.9374	0.8935	0.0439	4.9%	0.0040	0.4%	23%	False	False	370
100	0.9515	0.8935	0.0580	6.4%	0.0035	0.4%	17%	False	False	299
120	0.9728	0.8935	0.0793	8.8%	0.0035	0.4%	12%	False	False	250

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9159
2.618	0.9114
1.618	0.9086
1.000	0.9070
0.618	0.9059
HIGH	0.9042
0.618	0.9031
0.500	0.9028
0.382	0.9025
LOW	0.9015
0.618	0.8998
1.000	0.8987
1.618	0.8970
2.618	0.8943
4.250	0.8898

Fisher Pivots for day following 05-Sep-2018
Pivot	1 day	3 day
R1	0.9032	0.9058
PP	0.9030	0.9050
S1	0.9028	0.9042

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

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