CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 21-Sep-2018

Day Change Summary
	Previous	Current
	20-Sep-2018	21-Sep-2018	Change	Change %	Previous Week
Open	0.8964	0.8946	-0.0018	-0.2%	0.8984
High	0.8981	0.8949	-0.0032	-0.4%	0.9014
Low	0.8937	0.8914	-0.0023	-0.3%	0.8914
Close	0.8947	0.8941	-0.0006	-0.1%	0.8941
Range	0.0044	0.0036	-0.0009	-19.3%	0.0100
ATR	0.0046	0.0045	-0.0001	-1.6%	0.0000
Volume	109,231	108,395	-836	-0.8%	492,782

Daily Pivots for day following 21-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9041	0.9026	0.8960
R3	0.9005	0.8991	0.8950
R2	0.8970	0.8970	0.8947
R1	0.8955	0.8955	0.8944	0.8945
PP	0.8934	0.8934	0.8934	0.8929
S1	0.8920	0.8920	0.8937	0.8909
S2	0.8899	0.8899	0.8934
S3	0.8863	0.8884	0.8931
S4	0.8828	0.8849	0.8921

Weekly Pivots for week ending 21-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9256	0.9198	0.8996
R3	0.9156	0.9098	0.8968
R2	0.9056	0.9056	0.8959
R1	0.8998	0.8998	0.8950	0.8977
PP	0.8956	0.8956	0.8956	0.8945
S1	0.8898	0.8898	0.8931	0.8877
S2	0.8856	0.8856	0.8922
S3	0.8756	0.8798	0.8913
S4	0.8656	0.8698	0.8886

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9014	0.8914	0.0100	1.1%	0.0038	0.4%	27%	False	True	98,556
10	0.9084	0.8914	0.0171	1.9%	0.0042	0.5%	16%	False	True	86,829
20	0.9124	0.8914	0.0210	2.3%	0.0044	0.5%	13%	False	True	45,454
40	0.9184	0.8914	0.0271	3.0%	0.0045	0.5%	10%	False	True	22,890
60	0.9202	0.8914	0.0289	3.2%	0.0045	0.5%	9%	False	True	15,272
80	0.9351	0.8914	0.0438	4.9%	0.0042	0.5%	6%	False	True	11,460
100	0.9374	0.8914	0.0460	5.1%	0.0039	0.4%	6%	False	True	9,171
120	0.9604	0.8914	0.0690	7.7%	0.0036	0.4%	4%	False	True	7,644

Crabel Price Patterns
NR	True
NR4	False
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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9100
2.618	0.9042
1.618	0.9006
1.000	0.8985
0.618	0.8971
HIGH	0.8949
0.618	0.8935
0.500	0.8931
0.382	0.8927
LOW	0.8914
0.618	0.8892
1.000	0.8878
1.618	0.8856
2.618	0.8821
4.250	0.8763

Fisher Pivots for day following 21-Sep-2018
Pivot	1 day	3 day
R1	0.8937	0.8947
PP	0.8934	0.8945
S1	0.8931	0.8943

Download as Excel Spreadsheet

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

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