CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 16-Oct-2018

Day Change Summary
	Previous	Current
	15-Oct-2018	16-Oct-2018	Change	Change %	Previous Week
Open	0.8959	0.8987	0.0029	0.3%	0.8835
High	0.9001	0.8991	-0.0010	-0.1%	0.8985
Low	0.8952	0.8942	-0.0010	-0.1%	0.8820
Close	0.8979	0.8955	-0.0024	-0.3%	0.8971
Range	0.0049	0.0050	0.0001	1.0%	0.0165
ATR	0.0052	0.0052	0.0000	-0.3%	0.0000
Volume	136,046	123,789	-12,257	-9.0%	826,866

Daily Pivots for day following 16-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9111	0.9083	0.8982
R3	0.9062	0.9033	0.8969
R2	0.9012	0.9012	0.8964
R1	0.8984	0.8984	0.8960	0.8973
PP	0.8963	0.8963	0.8963	0.8957
S1	0.8934	0.8934	0.8950	0.8924
S2	0.8913	0.8913	0.8946
S3	0.8864	0.8885	0.8941
S4	0.8814	0.8835	0.8928

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	0.8871	0.0130	1.5%	0.0058	0.6%	65%	False	False	169,629
10	0.9001	0.8774	0.0227	2.5%	0.0061	0.7%	80%	False	False	150,605
20	0.9001	0.8774	0.0227	2.5%	0.0049	0.5%	80%	False	False	129,005
40	0.9184	0.8774	0.0410	4.6%	0.0048	0.5%	44%	False	False	79,714
60	0.9184	0.8774	0.0410	4.6%	0.0047	0.5%	44%	False	False	53,207
80	0.9257	0.8774	0.0483	5.4%	0.0046	0.5%	37%	False	False	39,914
100	0.9374	0.8774	0.0600	6.7%	0.0044	0.5%	30%	False	False	31,935
120	0.9374	0.8774	0.0600	6.7%	0.0040	0.4%	30%	False	False	26,615

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9201
2.618	0.9121
1.618	0.9071
1.000	0.9041
0.618	0.9022
HIGH	0.8991
0.618	0.8972
0.500	0.8966
0.382	0.8960
LOW	0.8942
0.618	0.8911
1.000	0.8892
1.618	0.8861
2.618	0.8812
4.250	0.8731

Fisher Pivots for day following 16-Oct-2018
Pivot	1 day	3 day
R1	0.8966	0.8966
PP	0.8963	0.8962
S1	0.8959	0.8959

Download as Excel Spreadsheet

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

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