CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 24-Oct-2018

Day Change Summary
	Previous	Current
	23-Oct-2018	24-Oct-2018	Change	Change %	Previous Week
Open	0.8898	0.8929	0.0031	0.3%	0.8959
High	0.8968	0.8957	-0.0012	-0.1%	0.9001
Low	0.8898	0.8904	0.0006	0.1%	0.8908
Close	0.8926	0.8929	0.0003	0.0%	0.8919
Range	0.0071	0.0053	-0.0018	-24.8%	0.0093
ATR	0.0053	0.0053	0.0000	0.0%	0.0000
Volume	191,288	172,508	-18,780	-9.8%	675,892

Daily Pivots for day following 24-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9089	0.9062	0.8958
R3	0.9036	0.9009	0.8944
R2	0.8983	0.8983	0.8939
R1	0.8956	0.8956	0.8934	0.8969
PP	0.8930	0.8930	0.8930	0.8936
S1	0.8903	0.8903	0.8924	0.8916
S2	0.8877	0.8877	0.8919
S3	0.8824	0.8850	0.8914
S4	0.8771	0.8797	0.8900

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	0.8973	0.8895	0.0079	0.9%	0.0054	0.6%	44%	False	False	150,576
10	0.9001	0.8895	0.0106	1.2%	0.0053	0.6%	33%	False	False	157,640
20	0.9001	0.8774	0.0227	2.5%	0.0056	0.6%	68%	False	False	143,947
40	0.9124	0.8774	0.0350	3.9%	0.0050	0.6%	44%	False	False	101,617
60	0.9184	0.8774	0.0410	4.6%	0.0048	0.5%	38%	False	False	67,899
80	0.9184	0.8774	0.0410	4.6%	0.0047	0.5%	38%	False	False	50,934
100	0.9266	0.8774	0.0492	5.5%	0.0045	0.5%	32%	False	False	40,752
120	0.9374	0.8774	0.0600	6.7%	0.0042	0.5%	26%	False	False	33,962

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9182
2.618	0.9095
1.618	0.9042
1.000	0.9010
0.618	0.8989
HIGH	0.8957
0.618	0.8936
0.500	0.8930
0.382	0.8924
LOW	0.8904
0.618	0.8871
1.000	0.8851
1.618	0.8818
2.618	0.8765
4.250	0.8678

Fisher Pivots for day following 24-Oct-2018
Pivot	1 day	3 day
R1	0.8930	0.8931
PP	0.8930	0.8931
S1	0.8929	0.8930

Download as Excel Spreadsheet

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

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