CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 25-Sep-2018

Day Change Summary
	Previous	Current
	24-Sep-2018	25-Sep-2018	Change	Change %	Previous Week
Open	0.8940	0.8920	-0.0021	-0.2%	0.8984
High	0.8949	0.8924	-0.0025	-0.3%	0.9014
Low	0.8917	0.8905	-0.0012	-0.1%	0.8914
Close	0.8926	0.8908	-0.0018	-0.2%	0.8941
Range	0.0033	0.0020	-0.0013	-40.0%	0.0100
ATR	0.0044	0.0043	-0.0002	-3.6%	0.0000
Volume	74,134	84,425	10,291	13.9%	492,782

Daily Pivots for day following 25-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8971	0.8959	0.8919
R3	0.8951	0.8940	0.8914
R2	0.8932	0.8932	0.8912
R1	0.8920	0.8920	0.8910	0.8916
PP	0.8912	0.8912	0.8912	0.8910
S1	0.8901	0.8901	0.8907	0.8897
S2	0.8893	0.8893	0.8905
S3	0.8873	0.8881	0.8903
S4	0.8854	0.8862	0.8898

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	0.8981	0.8905	0.0076	0.9%	0.0031	0.3%	5%	False	True	92,380
10	0.9062	0.8905	0.0158	1.8%	0.0039	0.4%	3%	False	True	96,854
20	0.9124	0.8905	0.0219	2.5%	0.0044	0.5%	2%	False	True	53,293
40	0.9184	0.8905	0.0280	3.1%	0.0046	0.5%	1%	False	True	26,852
60	0.9184	0.8905	0.0280	3.1%	0.0045	0.5%	1%	False	True	17,914
80	0.9266	0.8905	0.0361	4.1%	0.0042	0.5%	1%	False	True	13,441
100	0.9374	0.8905	0.0469	5.3%	0.0039	0.4%	1%	False	True	10,756
120	0.9540	0.8905	0.0636	7.1%	0.0036	0.4%	1%	False	True	8,965

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	0.0008
Narrowest range in 40 trading days

Fibonacci Retracements and Extensions
4.250	0.9007
2.618	0.8975
1.618	0.8956
1.000	0.8944
0.618	0.8936
HIGH	0.8924
0.618	0.8917
0.500	0.8914
0.382	0.8912
LOW	0.8905
0.618	0.8892
1.000	0.8885
1.618	0.8873
2.618	0.8853
4.250	0.8822

Fisher Pivots for day following 25-Sep-2018
Pivot	1 day	3 day
R1	0.8914	0.8927
PP	0.8912	0.8921
S1	0.8910	0.8915

Download as Excel Spreadsheet

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

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