CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 05-Oct-2018

Day Change Summary
	Previous	Current
	04-Oct-2018	05-Oct-2018	Change	Change %	Previous Week
Open	0.8781	0.8825	0.0045	0.5%	0.8843
High	0.8845	0.8850	0.0005	0.1%	0.8856
Low	0.8774	0.8807	0.0033	0.4%	0.8774
Close	0.8827	0.8836	0.0009	0.1%	0.8836
Range	0.0071	0.0043	-0.0028	-39.7%	0.0082
ATR	0.0048	0.0047	0.0000	-0.8%	0.0000
Volume	161,880	133,627	-28,253	-17.5%	643,979

Daily Pivots for day following 05-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8958	0.8939	0.8859
R3	0.8916	0.8897	0.8847
R2	0.8873	0.8873	0.8843
R1	0.8854	0.8854	0.8839	0.8864
PP	0.8831	0.8831	0.8831	0.8835
S1	0.8812	0.8812	0.8832	0.8821
S2	0.8788	0.8788	0.8828
S3	0.8746	0.8769	0.8824
S4	0.8703	0.8727	0.8812

Weekly Pivots for week ending 05-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9068	0.9034	0.8881
R3	0.8986	0.8952	0.8858
R2	0.8904	0.8904	0.8851
R1	0.8870	0.8870	0.8843	0.8846
PP	0.8822	0.8822	0.8822	0.8810
S1	0.8788	0.8788	0.8828	0.8764
S2	0.8740	0.8740	0.8820
S3	0.8658	0.8706	0.8813
S4	0.8576	0.8624	0.8790

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8856	0.8774	0.0082	0.9%	0.0052	0.6%	75%	False	False	128,795
10	0.8949	0.8774	0.0175	2.0%	0.0046	0.5%	35%	False	False	119,006
20	0.9084	0.8774	0.0310	3.5%	0.0044	0.5%	20%	False	False	102,917
40	0.9184	0.8774	0.0410	4.6%	0.0047	0.5%	15%	False	False	52,622
60	0.9184	0.8774	0.0410	4.6%	0.0046	0.5%	15%	False	False	35,100
80	0.9257	0.8774	0.0483	5.5%	0.0045	0.5%	13%	False	False	26,333
100	0.9374	0.8774	0.0600	6.8%	0.0042	0.5%	10%	False	False	21,070
120	0.9492	0.8774	0.0718	8.1%	0.0038	0.4%	9%	False	False	17,560

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	0.0009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9030
2.618	0.8961
1.618	0.8918
1.000	0.8892
0.618	0.8876
HIGH	0.8850
0.618	0.8833
0.500	0.8828
0.382	0.8823
LOW	0.8807
0.618	0.8781
1.000	0.8765
1.618	0.8738
2.618	0.8696
4.250	0.8626

Fisher Pivots for day following 05-Oct-2018
Pivot	1 day	3 day
R1	0.8833	0.8829
PP	0.8831	0.8822
S1	0.8828	0.8815

Download as Excel Spreadsheet

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

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