CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 25-Oct-2018

Day Change Summary
	Previous	Current
	24-Oct-2018	25-Oct-2018	Change	Change %	Previous Week
Open	0.8929	0.8948	0.0019	0.2%	0.8959
High	0.8957	0.8977	0.0020	0.2%	0.9001
Low	0.8904	0.8907	0.0004	0.0%	0.8908
Close	0.8929	0.8914	-0.0016	-0.2%	0.8919
Range	0.0053	0.0070	0.0017	31.1%	0.0093
ATR	0.0053	0.0054	0.0001	2.3%	0.0000
Volume	172,508	167,594	-4,914	-2.8%	675,892

Daily Pivots for day following 25-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9141	0.9097	0.8952
R3	0.9071	0.9027	0.8933
R2	0.9002	0.9002	0.8926
R1	0.8958	0.8958	0.8920	0.8945
PP	0.8932	0.8932	0.8932	0.8926
S1	0.8888	0.8888	0.8907	0.8876
S2	0.8863	0.8863	0.8901
S3	0.8793	0.8819	0.8894
S4	0.8724	0.8749	0.8875

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	0.8977	0.8895	0.0082	0.9%	0.0055	0.6%	23%	True	False	154,677
10	0.9001	0.8895	0.0106	1.2%	0.0054	0.6%	18%	False	False	146,323
20	0.9001	0.8774	0.0227	2.5%	0.0055	0.6%	62%	False	False	145,419
40	0.9124	0.8774	0.0350	3.9%	0.0050	0.6%	40%	False	False	105,752
60	0.9184	0.8774	0.0410	4.6%	0.0048	0.5%	34%	False	False	70,689
80	0.9184	0.8774	0.0410	4.6%	0.0048	0.5%	34%	False	False	53,029
100	0.9266	0.8774	0.0492	5.5%	0.0046	0.5%	28%	False	False	42,428
120	0.9374	0.8774	0.0600	6.7%	0.0042	0.5%	23%	False	False	35,359

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	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9272
2.618	0.9158
1.618	0.9089
1.000	0.9046
0.618	0.9019
HIGH	0.8977
0.618	0.8950
0.500	0.8942
0.382	0.8934
LOW	0.8907
0.618	0.8864
1.000	0.8838
1.618	0.8795
2.618	0.8725
4.250	0.8612

Fisher Pivots for day following 25-Oct-2018
Pivot	1 day	3 day
R1	0.8942	0.8937
PP	0.8932	0.8929
S1	0.8923	0.8921

Download as Excel Spreadsheet

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

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