CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 11-Sep-2018

Day Change Summary
	Previous	Current
	10-Sep-2018	11-Sep-2018	Change	Change %	Previous Week
Open	0.9068	0.9063	-0.0005	0.0%	0.9070
High	0.9084	0.9066	-0.0019	-0.2%	0.9124
Low	0.9052	0.9020	-0.0033	-0.4%	0.9015
Close	0.9055	0.9023	-0.0032	-0.3%	0.9068
Range	0.0032	0.0046	0.0014	41.5%	0.0109
ATR	0.0048	0.0048	0.0000	-0.3%	0.0000
Volume	19,607	38,705	19,098	97.4%	28,998

Daily Pivots for day following 11-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9174	0.9145	0.9049
R3	0.9128	0.9099	0.9036
R2	0.9082	0.9082	0.9032
R1	0.9053	0.9053	0.9028	0.9044
PP	0.9036	0.9036	0.9036	0.9032
S1	0.9007	0.9007	0.9019	0.8998
S2	0.8990	0.8990	0.9015
S3	0.8944	0.8961	0.9011
S4	0.8898	0.8915	0.8998

Weekly Pivots for week ending 07-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9396	0.9341	0.9127
R3	0.9287	0.9232	0.9097
R2	0.9178	0.9178	0.9087
R1	0.9123	0.9123	0.9077	0.9096
PP	0.9069	0.9069	0.9069	0.9055
S1	0.9014	0.9014	0.9058	0.8987
S2	0.8960	0.8960	0.9048
S3	0.8851	0.8905	0.9038
S4	0.8742	0.8796	0.9008

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9124	0.9015	0.0109	1.2%	0.0051	0.6%	8%	False	False	17,014
10	0.9124	0.9013	0.0111	1.2%	0.0049	0.5%	10%	False	False	9,732
20	0.9184	0.9013	0.0172	1.9%	0.0049	0.5%	6%	False	False	5,223
40	0.9184	0.8935	0.0249	2.8%	0.0047	0.5%	36%	False	False	2,647
60	0.9257	0.8935	0.0322	3.6%	0.0045	0.5%	27%	False	False	1,776
80	0.9374	0.8935	0.0439	4.9%	0.0042	0.5%	20%	False	False	1,336
100	0.9460	0.8935	0.0525	5.8%	0.0037	0.4%	17%	False	False	1,072
120	0.9728	0.8935	0.0793	8.8%	0.0036	0.4%	11%	False	False	894

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	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9261
2.618	0.9186
1.618	0.9140
1.000	0.9112
0.618	0.9094
HIGH	0.9066
0.618	0.9048
0.500	0.9043
0.382	0.9037
LOW	0.9020
0.618	0.8991
1.000	0.8974
1.618	0.8945
2.618	0.8899
4.250	0.8824

Fisher Pivots for day following 11-Sep-2018
Pivot	1 day	3 day
R1	0.9043	0.9072
PP	0.9036	0.9055
S1	0.9030	0.9039

Download as Excel Spreadsheet

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

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