CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 22-Oct-2018

Day Change Summary
	Previous	Current
	19-Oct-2018	22-Oct-2018	Change	Change %	Previous Week
Open	0.8951	0.8924	-0.0027	-0.3%	0.8959
High	0.8954	0.8937	-0.0017	-0.2%	0.9001
Low	0.8914	0.8895	-0.0019	-0.2%	0.8908
Close	0.8919	0.8901	-0.0018	-0.2%	0.8919
Range	0.0041	0.0043	0.0002	4.9%	0.0093
ATR	0.0052	0.0051	-0.0001	-1.3%	0.0000
Volume	140,135	101,860	-38,275	-27.3%	675,892

Daily Pivots for day following 22-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9038	0.9012	0.8924
R3	0.8996	0.8969	0.8912
R2	0.8953	0.8953	0.8908
R1	0.8927	0.8927	0.8904	0.8919
PP	0.8911	0.8911	0.8911	0.8907
S1	0.8884	0.8884	0.8897	0.8876
S2	0.8868	0.8868	0.8893
S3	0.8826	0.8842	0.8889
S4	0.8783	0.8799	0.8877

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	0.8991	0.8895	0.0097	1.1%	0.0050	0.6%	6%	False	True	128,341
10	0.9001	0.8863	0.0138	1.6%	0.0053	0.6%	28%	False	False	150,074
20	0.9001	0.8774	0.0227	2.5%	0.0052	0.6%	56%	False	False	136,027
40	0.9124	0.8774	0.0350	3.9%	0.0048	0.5%	36%	False	False	92,572
60	0.9184	0.8774	0.0410	4.6%	0.0048	0.5%	31%	False	False	61,837
80	0.9184	0.8774	0.0410	4.6%	0.0047	0.5%	31%	False	False	46,387
100	0.9266	0.8774	0.0492	5.5%	0.0044	0.5%	26%	False	False	37,114
120	0.9374	0.8774	0.0600	6.7%	0.0041	0.5%	21%	False	False	30,931

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	0.9118
2.618	0.9048
1.618	0.9006
1.000	0.8980
0.618	0.8963
HIGH	0.8937
0.618	0.8921
0.500	0.8916
0.382	0.8911
LOW	0.8895
0.618	0.8868
1.000	0.8852
1.618	0.8826
2.618	0.8783
4.250	0.8714

Fisher Pivots for day following 22-Oct-2018
Pivot	1 day	3 day
R1	0.8916	0.8934
PP	0.8911	0.8923
S1	0.8906	0.8912

Download as Excel Spreadsheet

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

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