CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 18-Oct-2018

Day Change Summary
	Previous	Current
	17-Oct-2018	18-Oct-2018	Change	Change %	Previous Week
Open	0.8946	0.8913	-0.0034	-0.4%	0.8835
High	0.8967	0.8973	0.0006	0.1%	0.8985
Low	0.8914	0.8908	-0.0006	-0.1%	0.8820
Close	0.8929	0.8951	0.0022	0.2%	0.8971
Range	0.0053	0.0065	0.0012	22.6%	0.0165
ATR	0.0052	0.0053	0.0001	1.8%	0.0000
Volume	128,830	147,092	18,262	14.2%	826,866

Daily Pivots for day following 18-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9139	0.9110	0.8987
R3	0.9074	0.9045	0.8969
R2	0.9009	0.9009	0.8963
R1	0.8980	0.8980	0.8957	0.8995
PP	0.8944	0.8944	0.8944	0.8951
S1	0.8915	0.8915	0.8945	0.8930
S2	0.8879	0.8879	0.8939
S3	0.8814	0.8850	0.8933
S4	0.8749	0.8785	0.8915

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	0.8908	0.0093	1.0%	0.0053	0.6%	46%	False	True	137,969
10	0.9001	0.8807	0.0194	2.2%	0.0058	0.6%	74%	False	False	149,625
20	0.9001	0.8774	0.0227	2.5%	0.0052	0.6%	78%	False	False	133,054
40	0.9124	0.8774	0.0350	3.9%	0.0049	0.5%	51%	False	False	86,573
60	0.9184	0.8774	0.0410	4.6%	0.0048	0.5%	43%	False	False	57,805
80	0.9228	0.8774	0.0454	5.1%	0.0047	0.5%	39%	False	False	43,363
100	0.9359	0.8774	0.0585	6.5%	0.0044	0.5%	30%	False	False	34,695
120	0.9374	0.8774	0.0600	6.7%	0.0041	0.5%	30%	False	False	28,915

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9249
2.618	0.9143
1.618	0.9078
1.000	0.9038
0.618	0.9013
HIGH	0.8973
0.618	0.8948
0.500	0.8941
0.382	0.8933
LOW	0.8908
0.618	0.8868
1.000	0.8843
1.618	0.8803
2.618	0.8738
4.250	0.8632

Fisher Pivots for day following 18-Oct-2018
Pivot	1 day	3 day
R1	0.8948	0.8951
PP	0.8944	0.8950
S1	0.8941	0.8950

Download as Excel Spreadsheet

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

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