CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 19-Oct-2018

Day Change Summary
	Previous	Current
	18-Oct-2018	19-Oct-2018	Change	Change %	Previous Week
Open	0.8913	0.8951	0.0038	0.4%	0.8959
High	0.8973	0.8954	-0.0019	-0.2%	0.9001
Low	0.8908	0.8914	0.0006	0.1%	0.8908
Close	0.8951	0.8919	-0.0033	-0.4%	0.8919
Range	0.0065	0.0041	-0.0025	-37.7%	0.0093
ATR	0.0053	0.0052	-0.0001	-1.7%	0.0000
Volume	147,092	140,135	-6,957	-4.7%	675,892

Daily Pivots for day following 19-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9050	0.9025	0.8941
R3	0.9010	0.8984	0.8930
R2	0.8969	0.8969	0.8926
R1	0.8944	0.8944	0.8922	0.8936
PP	0.8929	0.8929	0.8929	0.8925
S1	0.8903	0.8903	0.8915	0.8896
S2	0.8888	0.8888	0.8911
S3	0.8848	0.8863	0.8907
S4	0.8807	0.8822	0.8896

Weekly Pivots for week ending 19-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9220	0.9162	0.8969
R3	0.9127	0.9069	0.8944
R2	0.9035	0.9035	0.8935
R1	0.8977	0.8977	0.8927	0.8960
PP	0.8942	0.8942	0.8942	0.8934
S1	0.8884	0.8884	0.8910	0.8867
S2	0.8850	0.8850	0.8902
S3	0.8757	0.8792	0.8893
S4	0.8665	0.8699	0.8868

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%	0.0051	0.6%	11%	False	False	135,178
10	0.9001	0.8820	0.0181	2.0%	0.0058	0.6%	55%	False	False	150,275
20	0.9001	0.8774	0.0227	2.5%	0.0052	0.6%	64%	False	False	134,641
40	0.9124	0.8774	0.0350	3.9%	0.0048	0.5%	41%	False	False	90,047
60	0.9184	0.8774	0.0410	4.6%	0.0048	0.5%	35%	False	False	60,140
80	0.9202	0.8774	0.0428	4.8%	0.0047	0.5%	34%	False	False	45,114
100	0.9351	0.8774	0.0577	6.5%	0.0044	0.5%	25%	False	False	36,096
120	0.9374	0.8774	0.0600	6.7%	0.0041	0.5%	24%	False	False	30,082

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	0.9126
2.618	0.9060
1.618	0.9020
1.000	0.8995
0.618	0.8979
HIGH	0.8954
0.618	0.8939
0.500	0.8934
0.382	0.8929
LOW	0.8914
0.618	0.8888
1.000	0.8873
1.618	0.8848
2.618	0.8807
4.250	0.8741

Fisher Pivots for day following 19-Oct-2018
Pivot	1 day	3 day
R1	0.8934	0.8941
PP	0.8929	0.8933
S1	0.8924	0.8926

Download as Excel Spreadsheet

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

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