CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 01-Oct-2018

Day Change Summary
	Previous	Current
	28-Sep-2018	01-Oct-2018	Change	Change %	Previous Week
Open	0.8867	0.8843	-0.0024	-0.3%	0.8940
High	0.8876	0.8845	-0.0032	-0.4%	0.8949
Low	0.8842	0.8815	-0.0028	-0.3%	0.8842
Close	0.8854	0.8822	-0.0033	-0.4%	0.8854
Range	0.0034	0.0030	-0.0004	-11.8%	0.0107
ATR	0.0044	0.0043	0.0000	-0.7%	0.0000
Volume	128,405	102,298	-26,107	-20.3%	546,083

Daily Pivots for day following 01-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8917	0.8899	0.8838
R3	0.8887	0.8869	0.8830
R2	0.8857	0.8857	0.8827
R1	0.8839	0.8839	0.8824	0.8833
PP	0.8827	0.8827	0.8827	0.8824
S1	0.8809	0.8809	0.8819	0.8803
S2	0.8797	0.8797	0.8816
S3	0.8767	0.8779	0.8813
S4	0.8737	0.8749	0.8805

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	0.8935	0.8815	0.0121	1.4%	0.0039	0.4%	6%	False	True	114,849
10	0.9014	0.8815	0.0199	2.3%	0.0039	0.4%	4%	False	True	107,651
20	0.9124	0.8815	0.0309	3.5%	0.0044	0.5%	2%	False	True	77,283
40	0.9184	0.8815	0.0370	4.2%	0.0045	0.5%	2%	False	True	39,088
60	0.9184	0.8815	0.0370	4.2%	0.0045	0.5%	2%	False	True	26,076
80	0.9266	0.8815	0.0451	5.1%	0.0043	0.5%	2%	False	True	19,564
100	0.9374	0.8815	0.0559	6.3%	0.0040	0.5%	1%	False	True	15,653
120	0.9515	0.8815	0.0700	7.9%	0.0036	0.4%	1%	False	True	13,047

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8972
2.618	0.8923
1.618	0.8893
1.000	0.8875
0.618	0.8863
HIGH	0.8845
0.618	0.8833
0.500	0.8830
0.382	0.8826
LOW	0.8815
0.618	0.8796
1.000	0.8785
1.618	0.8766
2.618	0.8736
4.250	0.8687

Fisher Pivots for day following 01-Oct-2018
Pivot	1 day	3 day
R1	0.8830	0.8875
PP	0.8827	0.8857
S1	0.8824	0.8839

Download as Excel Spreadsheet

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

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