CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 20-Sep-2018

Day Change Summary
	Previous	Current
	19-Sep-2018	20-Sep-2018	Change	Change %	Previous Week
Open	0.8958	0.8964	0.0007	0.1%	0.9068
High	0.8974	0.8981	0.0007	0.1%	0.9084
Low	0.8950	0.8937	-0.0014	-0.2%	0.8973
Close	0.8966	0.8947	-0.0019	-0.2%	0.8986
Range	0.0024	0.0044	0.0021	87.2%	0.0111
ATR	0.0046	0.0046	0.0000	-0.3%	0.0000
Volume	85,718	109,231	23,513	27.4%	375,513

Daily Pivots for day following 20-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9087	0.9061	0.8971
R3	0.9043	0.9017	0.8959
R2	0.8999	0.8999	0.8955
R1	0.8973	0.8973	0.8951	0.8964
PP	0.8955	0.8955	0.8955	0.8950
S1	0.8929	0.8929	0.8942	0.8920
S2	0.8911	0.8911	0.8938
S3	0.8867	0.8885	0.8934
S4	0.8823	0.8841	0.8922

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	0.9014	0.8937	0.0077	0.9%	0.0038	0.4%	13%	False	True	101,966
10	0.9124	0.8937	0.0187	2.1%	0.0045	0.5%	5%	False	True	77,056
20	0.9124	0.8937	0.0187	2.1%	0.0046	0.5%	5%	False	True	40,093
40	0.9184	0.8937	0.0248	2.8%	0.0046	0.5%	4%	False	True	20,181
60	0.9228	0.8935	0.0293	3.3%	0.0046	0.5%	4%	False	False	13,466
80	0.9359	0.8935	0.0424	4.7%	0.0042	0.5%	3%	False	False	10,105
100	0.9374	0.8935	0.0439	4.9%	0.0039	0.4%	3%	False	False	8,087
120	0.9626	0.8935	0.0691	7.7%	0.0036	0.4%	2%	False	False	6,740

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9168
2.618	0.9096
1.618	0.9052
1.000	0.9025
0.618	0.9008
HIGH	0.8981
0.618	0.8964
0.500	0.8959
0.382	0.8953
LOW	0.8937
0.618	0.8909
1.000	0.8893
1.618	0.8865
2.618	0.8821
4.250	0.8750

Fisher Pivots for day following 20-Sep-2018
Pivot	1 day	3 day
R1	0.8959	0.8975
PP	0.8955	0.8966
S1	0.8951	0.8956

Download as Excel Spreadsheet

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

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