CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 06-Sep-2018

Day Change Summary
	Previous	Current
	05-Sep-2018	06-Sep-2018	Change	Change %	Previous Week
Open	0.9036	0.9034	-0.0003	0.0%	0.9055
High	0.9042	0.9113	0.0071	0.8%	0.9102
Low	0.9015	0.9033	0.0019	0.2%	0.9013
Close	0.9034	0.9087	0.0053	0.6%	0.9077
Range	0.0028	0.0080	0.0053	190.9%	0.0090
ATR	0.0045	0.0048	0.0002	5.5%	0.0000
Volume	7,724	8,367	643	8.3%	10,932

Daily Pivots for day following 06-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9318	0.9282	0.9131
R3	0.9238	0.9202	0.9109
R2	0.9158	0.9158	0.9101
R1	0.9122	0.9122	0.9094	0.9140
PP	0.9078	0.9078	0.9078	0.9086
S1	0.9042	0.9042	0.9079	0.9060
S2	0.8998	0.8998	0.9072
S3	0.8918	0.8962	0.9065
S4	0.8838	0.8882	0.9043

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	0.9113	0.9015	0.0099	1.1%	0.0052	0.6%	73%	True	False	5,010
10	0.9119	0.9013	0.0107	1.2%	0.0046	0.5%	69%	False	False	3,129
20	0.9184	0.9013	0.0172	1.9%	0.0049	0.5%	43%	False	False	1,795
40	0.9184	0.8935	0.0249	2.7%	0.0046	0.5%	61%	False	False	925
60	0.9257	0.8935	0.0322	3.5%	0.0044	0.5%	47%	False	False	628
80	0.9374	0.8935	0.0439	4.8%	0.0041	0.4%	35%	False	False	474
100	0.9515	0.8935	0.0580	6.4%	0.0036	0.4%	26%	False	False	382
120	0.9728	0.8935	0.0793	8.7%	0.0035	0.4%	19%	False	False	320

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	0.9453
2.618	0.9322
1.618	0.9242
1.000	0.9193
0.618	0.9162
HIGH	0.9113
0.618	0.9082
0.500	0.9073
0.382	0.9064
LOW	0.9033
0.618	0.8984
1.000	0.8953
1.618	0.8904
2.618	0.8824
4.250	0.8693

Fisher Pivots for day following 06-Sep-2018
Pivot	1 day	3 day
R1	0.9082	0.9079
PP	0.9078	0.9071
S1	0.9073	0.9064

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

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