CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 03-Oct-2018

Day Change Summary
	Previous	Current
	02-Oct-2018	03-Oct-2018	Change	Change %	Previous Week
Open	0.8820	0.8848	0.0028	0.3%	0.8940
High	0.8856	0.8856	0.0001	0.0%	0.8949
Low	0.8818	0.8775	-0.0043	-0.5%	0.8842
Close	0.8844	0.8792	-0.0052	-0.6%	0.8854
Range	0.0038	0.0081	0.0043	113.2%	0.0107
ATR	0.0043	0.0046	0.0003	6.3%	0.0000
Volume	122,332	123,842	1,510	1.2%	546,083

Daily Pivots for day following 03-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9051	0.9002	0.8837
R3	0.8970	0.8921	0.8814
R2	0.8889	0.8889	0.8807
R1	0.8840	0.8840	0.8799	0.8824
PP	0.8808	0.8808	0.8808	0.8800
S1	0.8759	0.8759	0.8785	0.8743
S2	0.8727	0.8727	0.8777
S3	0.8646	0.8678	0.8770
S4	0.8565	0.8597	0.8747

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	0.8775	0.0160	1.8%	0.0051	0.6%	11%	False	True	123,006
10	0.8981	0.8775	0.0206	2.3%	0.0043	0.5%	8%	False	True	111,218
20	0.9124	0.8775	0.0349	4.0%	0.0046	0.5%	5%	False	True	89,094
40	0.9184	0.8775	0.0409	4.7%	0.0046	0.5%	4%	False	True	45,236
60	0.9184	0.8775	0.0409	4.7%	0.0046	0.5%	4%	False	True	30,178
80	0.9257	0.8775	0.0482	5.5%	0.0044	0.5%	4%	False	True	22,640
100	0.9374	0.8775	0.0599	6.8%	0.0041	0.5%	3%	False	True	18,115
120	0.9515	0.8775	0.0740	8.4%	0.0037	0.4%	2%	False	True	15,098

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	0.0008
Widest range in 45 trading days

Fibonacci Retracements and Extensions
4.250	0.9200
2.618	0.9068
1.618	0.8987
1.000	0.8937
0.618	0.8906
HIGH	0.8856
0.618	0.8825
0.500	0.8816
0.382	0.8806
LOW	0.8775
0.618	0.8725
1.000	0.8694
1.618	0.8644
2.618	0.8563
4.250	0.8431

Fisher Pivots for day following 03-Oct-2018
Pivot	1 day	3 day
R1	0.8816	0.8816
PP	0.8808	0.8808
S1	0.8800	0.8800

Download as Excel Spreadsheet

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

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