CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 11-Oct-2018

Day Change Summary
	Previous	Current
	10-Oct-2018	11-Oct-2018	Change	Change %	Previous Week
Open	0.8894	0.8950	0.0056	0.6%	0.8843
High	0.8953	0.8985	0.0032	0.4%	0.8856
Low	0.8871	0.8929	0.0058	0.7%	0.8774
Close	0.8926	0.8975	0.0049	0.5%	0.8836
Range	0.0083	0.0057	-0.0026	-31.5%	0.0082
ATR	0.0052	0.0052	0.0001	1.1%	0.0000
Volume	153,460	280,763	127,303	83.0%	643,979

Daily Pivots for day following 11-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9132	0.9110	0.9006
R3	0.9076	0.9053	0.8990
R2	0.9019	0.9019	0.8985
R1	0.8997	0.8997	0.8980	0.9008
PP	0.8963	0.8963	0.8963	0.8968
S1	0.8940	0.8940	0.8969	0.8952
S2	0.8906	0.8906	0.8964
S3	0.8850	0.8884	0.8959
S4	0.8793	0.8827	0.8943

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	0.8985	0.8807	0.0178	2.0%	0.0062	0.7%	94%	True	False	161,280
10	0.8985	0.8774	0.0211	2.4%	0.0056	0.6%	95%	True	False	144,516
20	0.9014	0.8774	0.0240	2.7%	0.0048	0.5%	84%	False	False	124,053
40	0.9184	0.8774	0.0410	4.6%	0.0048	0.5%	49%	False	False	69,417
60	0.9184	0.8774	0.0410	4.6%	0.0048	0.5%	49%	False	False	46,311
80	0.9257	0.8774	0.0483	5.4%	0.0046	0.5%	42%	False	False	34,742
100	0.9374	0.8774	0.0600	6.7%	0.0044	0.5%	33%	False	False	27,797
120	0.9374	0.8774	0.0600	6.7%	0.0040	0.4%	33%	False	False	23,167

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	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9225
2.618	0.9133
1.618	0.9076
1.000	0.9042
0.618	0.9020
HIGH	0.8985
0.618	0.8963
0.500	0.8957
0.382	0.8950
LOW	0.8929
0.618	0.8894
1.000	0.8872
1.618	0.8837
2.618	0.8781
4.250	0.8688

Fisher Pivots for day following 11-Oct-2018
Pivot	1 day	3 day
R1	0.8969	0.8958
PP	0.8963	0.8941
S1	0.8957	0.8924

Download as Excel Spreadsheet

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

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