CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 17-Oct-2018

Day Change Summary
	Previous	Current
	16-Oct-2018	17-Oct-2018	Change	Change %	Previous Week
Open	0.8987	0.8946	-0.0041	-0.5%	0.8835
High	0.8991	0.8967	-0.0024	-0.3%	0.8985
Low	0.8942	0.8914	-0.0028	-0.3%	0.8820
Close	0.8955	0.8929	-0.0026	-0.3%	0.8971
Range	0.0050	0.0053	0.0004	7.1%	0.0165
ATR	0.0052	0.0052	0.0000	0.2%	0.0000
Volume	123,789	128,830	5,041	4.1%	826,866

Daily Pivots for day following 17-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9096	0.9065	0.8958
R3	0.9043	0.9012	0.8944
R2	0.8990	0.8990	0.8939
R1	0.8959	0.8959	0.8934	0.8948
PP	0.8937	0.8937	0.8937	0.8931
S1	0.8906	0.8906	0.8924	0.8895
S2	0.8884	0.8884	0.8919
S3	0.8831	0.8853	0.8914
S4	0.8778	0.8800	0.8900

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	0.8914	0.0087	1.0%	0.0052	0.6%	17%	False	True	164,703
10	0.9001	0.8774	0.0227	2.5%	0.0058	0.7%	68%	False	False	151,103
20	0.9001	0.8774	0.0227	2.5%	0.0051	0.6%	68%	False	False	131,160
40	0.9162	0.8774	0.0388	4.3%	0.0048	0.5%	40%	False	False	82,928
60	0.9184	0.8774	0.0410	4.6%	0.0047	0.5%	38%	False	False	55,354
80	0.9228	0.8774	0.0454	5.1%	0.0046	0.5%	34%	False	False	41,524
100	0.9374	0.8774	0.0600	6.7%	0.0044	0.5%	26%	False	False	33,224
120	0.9374	0.8774	0.0600	6.7%	0.0040	0.5%	26%	False	False	27,689

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0015
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9192
2.618	0.9106
1.618	0.9053
1.000	0.9020
0.618	0.9000
HIGH	0.8967
0.618	0.8947
0.500	0.8941
0.382	0.8934
LOW	0.8914
0.618	0.8881
1.000	0.8861
1.618	0.8828
2.618	0.8775
4.250	0.8689

Fisher Pivots for day following 17-Oct-2018
Pivot	1 day	3 day
R1	0.8941	0.8957
PP	0.8937	0.8948
S1	0.8933	0.8938

Download as Excel Spreadsheet

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

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