CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 19-Sep-2018

Day Change Summary
	Previous	Current
	18-Sep-2018	19-Sep-2018	Change	Change %	Previous Week
Open	0.9001	0.8958	-0.0043	-0.5%	0.9068
High	0.9014	0.8974	-0.0040	-0.4%	0.9084
Low	0.8955	0.8950	-0.0005	-0.1%	0.8973
Close	0.8957	0.8966	0.0009	0.1%	0.8986
Range	0.0059	0.0024	-0.0036	-60.2%	0.0111
ATR	0.0048	0.0046	-0.0002	-3.6%	0.0000
Volume	124,792	85,718	-39,074	-31.3%	375,513

Daily Pivots for day following 19-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9034	0.9023	0.8978
R3	0.9010	0.9000	0.8972
R2	0.8987	0.8987	0.8970
R1	0.8976	0.8976	0.8968	0.8981
PP	0.8963	0.8963	0.8963	0.8966
S1	0.8953	0.8953	0.8963	0.8958
S2	0.8940	0.8940	0.8961
S3	0.8916	0.8929	0.8959
S4	0.8893	0.8906	0.8953

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	0.9055	0.8950	0.0105	1.2%	0.0043	0.5%	15%	False	True	101,229
10	0.9124	0.8950	0.0174	1.9%	0.0049	0.5%	9%	False	True	66,970
20	0.9162	0.8950	0.0212	2.4%	0.0046	0.5%	7%	False	True	34,695
40	0.9184	0.8950	0.0234	2.6%	0.0046	0.5%	7%	False	True	17,451
60	0.9228	0.8935	0.0293	3.3%	0.0045	0.5%	10%	False	False	11,646
80	0.9374	0.8935	0.0439	4.9%	0.0043	0.5%	7%	False	False	8,740
100	0.9374	0.8935	0.0439	4.9%	0.0038	0.4%	7%	False	False	6,995
120	0.9626	0.8935	0.0691	7.7%	0.0036	0.4%	4%	False	False	5,830

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	0.9073
2.618	0.9035
1.618	0.9012
1.000	0.8997
0.618	0.8988
HIGH	0.8974
0.618	0.8965
0.500	0.8962
0.382	0.8959
LOW	0.8950
0.618	0.8935
1.000	0.8927
1.618	0.8912
2.618	0.8888
4.250	0.8850

Fisher Pivots for day following 19-Sep-2018
Pivot	1 day	3 day
R1	0.8964	0.8982
PP	0.8963	0.8976
S1	0.8962	0.8971

Download as Excel Spreadsheet

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

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