CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 12-Oct-2018

Day Change Summary
	Previous	Current
	11-Oct-2018	12-Oct-2018	Change	Change %	Previous Week
Open	0.8950	0.8960	0.0010	0.1%	0.8835
High	0.8985	0.8981	-0.0005	-0.1%	0.8985
Low	0.8929	0.8931	0.0002	0.0%	0.8820
Close	0.8975	0.8971	-0.0004	0.0%	0.8971
Range	0.0057	0.0050	-0.0007	-11.5%	0.0165
ATR	0.0052	0.0052	0.0000	-0.3%	0.0000
Volume	280,763	154,089	-126,674	-45.1%	826,866

Daily Pivots for day following 12-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9111	0.9091	0.8998
R3	0.9061	0.9041	0.8984
R2	0.9011	0.9011	0.8980
R1	0.8991	0.8991	0.8975	0.9001
PP	0.8961	0.8961	0.8961	0.8966
S1	0.8941	0.8941	0.8966	0.8951
S2	0.8911	0.8911	0.8961
S3	0.8861	0.8891	0.8957
S4	0.8811	0.8841	0.8943

Weekly Pivots for week ending 12-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9420	0.9360	0.9061
R3	0.9255	0.9195	0.9016
R2	0.9090	0.9090	0.9001
R1	0.9030	0.9030	0.8986	0.9060
PP	0.8925	0.8925	0.8925	0.8940
S1	0.8865	0.8865	0.8955	0.8895
S2	0.8760	0.8760	0.8940
S3	0.8595	0.8700	0.8925
S4	0.8430	0.8535	0.8880

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8985	0.8820	0.0165	1.8%	0.0064	0.7%	91%	False	False	165,373
10	0.8985	0.8774	0.0211	2.4%	0.0058	0.6%	93%	False	False	147,084
20	0.9014	0.8774	0.0240	2.7%	0.0049	0.5%	82%	False	False	125,485
40	0.9184	0.8774	0.0410	4.6%	0.0048	0.5%	48%	False	False	73,266
60	0.9184	0.8774	0.0410	4.6%	0.0048	0.5%	48%	False	False	48,878
80	0.9257	0.8774	0.0483	5.4%	0.0046	0.5%	41%	False	False	36,668
100	0.9374	0.8774	0.0600	6.7%	0.0044	0.5%	33%	False	False	29,338
120	0.9374	0.8774	0.0600	6.7%	0.0040	0.4%	33%	False	False	24,450

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9193
2.618	0.9111
1.618	0.9061
1.000	0.9031
0.618	0.9011
HIGH	0.8981
0.618	0.8961
0.500	0.8956
0.382	0.8950
LOW	0.8931
0.618	0.8900
1.000	0.8881
1.618	0.8850
2.618	0.8800
4.250	0.8718

Fisher Pivots for day following 12-Oct-2018
Pivot	1 day	3 day
R1	0.8966	0.8956
PP	0.8961	0.8942
S1	0.8956	0.8928

Download as Excel Spreadsheet

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

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