CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 26-Sep-2018

Day Change Summary
	Previous	Current
	25-Sep-2018	26-Sep-2018	Change	Change %	Previous Week
Open	0.8920	0.8907	-0.0013	-0.1%	0.8984
High	0.8924	0.8932	0.0008	0.1%	0.9014
Low	0.8905	0.8892	-0.0013	-0.1%	0.8914
Close	0.8908	0.8916	0.0008	0.1%	0.8941
Range	0.0020	0.0040	0.0021	105.1%	0.0100
ATR	0.0043	0.0042	0.0000	-0.4%	0.0000
Volume	84,425	120,965	36,540	43.3%	492,782

Daily Pivots for day following 26-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9033	0.9015	0.8938
R3	0.8993	0.8975	0.8927
R2	0.8953	0.8953	0.8923
R1	0.8935	0.8935	0.8920	0.8944
PP	0.8913	0.8913	0.8913	0.8918
S1	0.8895	0.8895	0.8912	0.8904
S2	0.8873	0.8873	0.8909
S3	0.8833	0.8855	0.8905
S4	0.8793	0.8815	0.8894

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	0.8892	0.0089	1.0%	0.0034	0.4%	27%	False	True	99,430
10	0.9055	0.8892	0.0163	1.8%	0.0039	0.4%	15%	False	True	100,329
20	0.9124	0.8892	0.0232	2.6%	0.0045	0.5%	10%	False	True	59,288
40	0.9184	0.8892	0.0292	3.3%	0.0044	0.5%	8%	False	True	29,875
60	0.9184	0.8892	0.0292	3.3%	0.0045	0.5%	8%	False	True	19,929
80	0.9266	0.8892	0.0374	4.2%	0.0043	0.5%	6%	False	True	14,953
100	0.9374	0.8892	0.0482	5.4%	0.0039	0.4%	5%	False	True	11,966
120	0.9540	0.8892	0.0648	7.3%	0.0036	0.4%	4%	False	True	9,973

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9102
2.618	0.9037
1.618	0.8997
1.000	0.8972
0.618	0.8957
HIGH	0.8932
0.618	0.8917
0.500	0.8912
0.382	0.8907
LOW	0.8892
0.618	0.8867
1.000	0.8852
1.618	0.8827
2.618	0.8787
4.250	0.8722

Fisher Pivots for day following 26-Sep-2018
Pivot	1 day	3 day
R1	0.8915	0.8921
PP	0.8913	0.8919
S1	0.8912	0.8918

Download as Excel Spreadsheet

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

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