CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 14-Sep-2018

Day Change Summary
	Previous	Current
	13-Sep-2018	14-Sep-2018	Change	Change %	Previous Week
Open	0.9048	0.8994	-0.0054	-0.6%	0.9068
High	0.9055	0.9008	-0.0048	-0.5%	0.9084
Low	0.8987	0.8973	-0.0014	-0.2%	0.8973
Close	0.8998	0.8986	-0.0012	-0.1%	0.8986
Range	0.0068	0.0035	-0.0033	-48.9%	0.0111
ATR	0.0049	0.0048	-0.0001	-2.1%	0.0000
Volume	105,545	125,446	19,901	18.9%	375,513

Daily Pivots for day following 14-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9092	0.9073	0.9004
R3	0.9058	0.9039	0.8995
R2	0.9023	0.9023	0.8992
R1	0.9004	0.9004	0.8989	0.8997
PP	0.8989	0.8989	0.8989	0.8985
S1	0.8970	0.8970	0.8982	0.8962
S2	0.8954	0.8954	0.8979
S3	0.8920	0.8935	0.8976
S4	0.8885	0.8901	0.8967

Weekly Pivots for week ending 14-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9349	0.9279	0.9047
R3	0.9237	0.9167	0.9016
R2	0.9126	0.9126	0.9006
R1	0.9056	0.9056	0.8996	0.9035
PP	0.9014	0.9014	0.9014	0.9004
S1	0.8944	0.8944	0.8975	0.8924
S2	0.8903	0.8903	0.8965
S3	0.8791	0.8833	0.8955
S4	0.8680	0.8721	0.8924

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9084	0.8973	0.0111	1.2%	0.0045	0.5%	11%	False	True	75,102
10	0.9124	0.8973	0.0151	1.7%	0.0049	0.5%	8%	False	True	40,925
20	0.9184	0.8973	0.0211	2.3%	0.0048	0.5%	6%	False	True	21,047
40	0.9184	0.8973	0.0212	2.4%	0.0047	0.5%	6%	False	False	10,575
60	0.9257	0.8935	0.0322	3.6%	0.0046	0.5%	16%	False	False	7,062
80	0.9374	0.8935	0.0439	4.9%	0.0043	0.5%	12%	False	False	5,301
100	0.9374	0.8935	0.0439	4.9%	0.0038	0.4%	12%	False	False	4,243
120	0.9666	0.8935	0.0731	8.1%	0.0037	0.4%	7%	False	False	3,537

Crabel Price Patterns
NR	True
NR4	True
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	0.0010
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9154
2.618	0.9098
1.618	0.9063
1.000	0.9042
0.618	0.9029
HIGH	0.9008
0.618	0.8994
0.500	0.8990
0.382	0.8986
LOW	0.8973
0.618	0.8952
1.000	0.8939
1.618	0.8917
2.618	0.8883
4.250	0.8826

Fisher Pivots for day following 14-Sep-2018
Pivot	1 day	3 day
R1	0.8990	0.9018
PP	0.8989	0.9007
S1	0.8987	0.8996

Download as Excel Spreadsheet

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

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