CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 02-Oct-2018

Day Change Summary
	Previous	Current
	01-Oct-2018	02-Oct-2018	Change	Change %	Previous Week
Open	0.8843	0.8820	-0.0023	-0.3%	0.8940
High	0.8845	0.8856	0.0011	0.1%	0.8949
Low	0.8815	0.8818	0.0003	0.0%	0.8842
Close	0.8822	0.8844	0.0023	0.3%	0.8854
Range	0.0030	0.0038	0.0008	26.7%	0.0107
ATR	0.0043	0.0043	0.0000	-0.9%	0.0000
Volume	102,298	122,332	20,034	19.6%	546,083

Daily Pivots for day following 02-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8953	0.8937	0.8865
R3	0.8915	0.8899	0.8854
R2	0.8877	0.8877	0.8851
R1	0.8861	0.8861	0.8847	0.8869
PP	0.8839	0.8839	0.8839	0.8843
S1	0.8823	0.8823	0.8841	0.8831
S2	0.8801	0.8801	0.8837
S3	0.8763	0.8785	0.8834
S4	0.8725	0.8747	0.8823

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%	0.0043	0.5%	24%	False	False	122,430
10	0.8981	0.8815	0.0166	1.9%	0.0037	0.4%	18%	False	False	107,405
20	0.9124	0.8815	0.0309	3.5%	0.0043	0.5%	10%	False	False	83,288
40	0.9184	0.8815	0.0370	4.2%	0.0045	0.5%	8%	False	False	42,145
60	0.9184	0.8815	0.0370	4.2%	0.0045	0.5%	8%	False	False	28,115
80	0.9264	0.8815	0.0450	5.1%	0.0043	0.5%	7%	False	False	21,093
100	0.9374	0.8815	0.0559	6.3%	0.0040	0.5%	5%	False	False	16,876
120	0.9515	0.8815	0.0700	7.9%	0.0037	0.4%	4%	False	False	14,066

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9017
2.618	0.8955
1.618	0.8917
1.000	0.8894
0.618	0.8879
HIGH	0.8856
0.618	0.8841
0.500	0.8837
0.382	0.8832
LOW	0.8818
0.618	0.8794
1.000	0.8780
1.618	0.8756
2.618	0.8718
4.250	0.8656

Fisher Pivots for day following 02-Oct-2018
Pivot	1 day	3 day
R1	0.8842	0.8845
PP	0.8839	0.8845
S1	0.8837	0.8844

Download as Excel Spreadsheet

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

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