CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 15-Oct-2018

Day Change Summary
	Previous	Current
	12-Oct-2018	15-Oct-2018	Change	Change %	Previous Week
Open	0.8960	0.8959	-0.0001	0.0%	0.8835
High	0.8981	0.9001	0.0020	0.2%	0.8985
Low	0.8931	0.8952	0.0021	0.2%	0.8820
Close	0.8971	0.8979	0.0009	0.1%	0.8971
Range	0.0050	0.0049	-0.0001	-2.0%	0.0165
ATR	0.0052	0.0052	0.0000	-0.4%	0.0000
Volume	154,089	136,046	-18,043	-11.7%	826,866

Daily Pivots for day following 15-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9124	0.9101	0.9006
R3	0.9075	0.9052	0.8992
R2	0.9026	0.9026	0.8988
R1	0.9003	0.9003	0.8983	0.9014
PP	0.8977	0.8977	0.8977	0.8983
S1	0.8954	0.8954	0.8975	0.8965
S2	0.8928	0.8928	0.8970
S3	0.8879	0.8905	0.8966
S4	0.8830	0.8856	0.8952

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	0.9001	0.8863	0.0138	1.5%	0.0056	0.6%	84%	True	False	171,808
10	0.9001	0.8774	0.0227	2.5%	0.0060	0.7%	91%	True	False	150,459
20	0.9014	0.8774	0.0240	2.7%	0.0050	0.6%	86%	False	False	129,055
40	0.9184	0.8774	0.0410	4.6%	0.0048	0.5%	50%	False	False	76,661
60	0.9184	0.8774	0.0410	4.6%	0.0047	0.5%	50%	False	False	51,145
80	0.9257	0.8774	0.0483	5.4%	0.0046	0.5%	42%	False	False	38,368
100	0.9374	0.8774	0.0600	6.7%	0.0044	0.5%	34%	False	False	30,698
120	0.9374	0.8774	0.0600	6.7%	0.0040	0.4%	34%	False	False	25,584

Crabel Price Patterns
NR	True
NR4	True
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	0.0014
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9209
2.618	0.9129
1.618	0.9080
1.000	0.9050
0.618	0.9031
HIGH	0.9001
0.618	0.8982
0.500	0.8976
0.382	0.8970
LOW	0.8952
0.618	0.8921
1.000	0.8903
1.618	0.8872
2.618	0.8823
4.250	0.8743

Fisher Pivots for day following 15-Oct-2018
Pivot	1 day	3 day
R1	0.8978	0.8974
PP	0.8977	0.8969
S1	0.8976	0.8965

Download as Excel Spreadsheet

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

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