CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 27-Sep-2018

Day Change Summary
	Previous	Current
	26-Sep-2018	27-Sep-2018	Change	Change %	Previous Week
Open	0.8907	0.8924	0.0017	0.2%	0.8984
High	0.8932	0.8935	0.0003	0.0%	0.9014
Low	0.8892	0.8863	-0.0030	-0.3%	0.8914
Close	0.8916	0.8867	-0.0049	-0.5%	0.8941
Range	0.0040	0.0073	0.0033	81.3%	0.0100
ATR	0.0042	0.0045	0.0002	5.1%	0.0000
Volume	120,965	138,154	17,189	14.2%	492,782

Daily Pivots for day following 27-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9106	0.9059	0.8907
R3	0.9033	0.8986	0.8887
R2	0.8961	0.8961	0.8880
R1	0.8914	0.8914	0.8874	0.8901
PP	0.8888	0.8888	0.8888	0.8882
S1	0.8841	0.8841	0.8860	0.8829
S2	0.8816	0.8816	0.8854
S3	0.8743	0.8769	0.8847
S4	0.8671	0.8696	0.8827

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	0.8949	0.8863	0.0087	1.0%	0.0040	0.5%	5%	False	True	105,214
10	0.9014	0.8863	0.0151	1.7%	0.0039	0.4%	3%	False	True	103,590
20	0.9124	0.8863	0.0261	2.9%	0.0046	0.5%	2%	False	True	66,084
40	0.9184	0.8863	0.0322	3.6%	0.0045	0.5%	1%	False	True	33,324
60	0.9184	0.8863	0.0322	3.6%	0.0045	0.5%	1%	False	True	22,232
80	0.9266	0.8863	0.0403	4.5%	0.0043	0.5%	1%	False	True	16,680
100	0.9374	0.8863	0.0511	5.8%	0.0039	0.4%	1%	False	True	13,347
120	0.9540	0.8863	0.0678	7.6%	0.0036	0.4%	1%	False	True	11,124

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	0.9243
2.618	0.9125
1.618	0.9052
1.000	0.9008
0.618	0.8980
HIGH	0.8935
0.618	0.8907
0.500	0.8899
0.382	0.8890
LOW	0.8863
0.618	0.8818
1.000	0.8790
1.618	0.8745
2.618	0.8673
4.250	0.8554

Fisher Pivots for day following 27-Sep-2018
Pivot	1 day	3 day
R1	0.8899	0.8899
PP	0.8888	0.8888
S1	0.8878	0.8878

Download as Excel Spreadsheet

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

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