CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 28-Sep-2018

Day Change Summary
	Previous	Current
	27-Sep-2018	28-Sep-2018	Change	Change %	Previous Week
Open	0.8924	0.8867	-0.0057	-0.6%	0.8940
High	0.8935	0.8876	-0.0059	-0.7%	0.8949
Low	0.8863	0.8842	-0.0021	-0.2%	0.8842
Close	0.8867	0.8854	-0.0013	-0.1%	0.8854
Range	0.0073	0.0034	-0.0039	-53.1%	0.0107
ATR	0.0045	0.0044	-0.0001	-1.7%	0.0000
Volume	138,154	128,405	-9,749	-7.1%	546,083

Daily Pivots for day following 28-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8959	0.8941	0.8873
R3	0.8925	0.8907	0.8863
R2	0.8891	0.8891	0.8860
R1	0.8873	0.8873	0.8857	0.8865
PP	0.8857	0.8857	0.8857	0.8854
S1	0.8839	0.8839	0.8851	0.8831
S2	0.8823	0.8823	0.8848
S3	0.8789	0.8805	0.8845
S4	0.8755	0.8771	0.8835

Weekly Pivots for week ending 28-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9203	0.9135	0.8913
R3	0.9096	0.9028	0.8883
R2	0.8989	0.8989	0.8874
R1	0.8921	0.8921	0.8864	0.8902
PP	0.8882	0.8882	0.8882	0.8872
S1	0.8814	0.8814	0.8844	0.8795
S2	0.8775	0.8775	0.8834
S3	0.8668	0.8707	0.8825
S4	0.8561	0.8600	0.8795

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8949	0.8842	0.0107	1.2%	0.0040	0.4%	11%	False	True	109,216
10	0.9014	0.8842	0.0172	1.9%	0.0039	0.4%	7%	False	True	103,886
20	0.9124	0.8842	0.0282	3.2%	0.0044	0.5%	4%	False	True	72,405
40	0.9184	0.8842	0.0342	3.9%	0.0045	0.5%	4%	False	True	36,533
60	0.9184	0.8842	0.0342	3.9%	0.0045	0.5%	4%	False	True	24,372
80	0.9266	0.8842	0.0424	4.8%	0.0044	0.5%	3%	False	True	18,285
100	0.9374	0.8842	0.0532	6.0%	0.0040	0.4%	2%	False	True	14,631
120	0.9540	0.8842	0.0698	7.9%	0.0036	0.4%	2%	False	True	12,194

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	0.0010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9021
2.618	0.8965
1.618	0.8931
1.000	0.8910
0.618	0.8897
HIGH	0.8876
0.618	0.8863
0.500	0.8859
0.382	0.8855
LOW	0.8842
0.618	0.8821
1.000	0.8808
1.618	0.8787
2.618	0.8753
4.250	0.8698

Fisher Pivots for day following 28-Sep-2018
Pivot	1 day	3 day
R1	0.8859	0.8889
PP	0.8857	0.8877
S1	0.8856	0.8866

Download as Excel Spreadsheet

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

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