CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 26-Oct-2018

Day Change Summary
	Previous	Current
	25-Oct-2018	26-Oct-2018	Change	Change %	Previous Week
Open	0.8948	0.8929	-0.0019	-0.2%	0.8924
High	0.8977	0.9012	0.0035	0.4%	0.9012
Low	0.8907	0.8926	0.0019	0.2%	0.8895
Close	0.8914	0.8974	0.0060	0.7%	0.8974
Range	0.0070	0.0086	0.0017	23.7%	0.0117
ATR	0.0054	0.0057	0.0003	5.8%	0.0000
Volume	167,594	286,070	118,476	70.7%	919,320

Daily Pivots for day following 26-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9228	0.9187	0.9021
R3	0.9142	0.9101	0.8997
R2	0.9056	0.9056	0.8989
R1	0.9015	0.9015	0.8981	0.9036
PP	0.8970	0.8970	0.8970	0.8981
S1	0.8929	0.8929	0.8966	0.8950
S2	0.8884	0.8884	0.8958
S3	0.8798	0.8843	0.8950
S4	0.8712	0.8757	0.8926

Weekly Pivots for week ending 26-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9311	0.9259	0.9038
R3	0.9194	0.9142	0.9006
R2	0.9077	0.9077	0.8995
R1	0.9025	0.9025	0.8984	0.9051
PP	0.8960	0.8960	0.8960	0.8973
S1	0.8908	0.8908	0.8963	0.8934
S2	0.8843	0.8843	0.8952
S3	0.8726	0.8791	0.8941
S4	0.8609	0.8674	0.8909

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9012	0.8895	0.0117	1.3%	0.0064	0.7%	68%	True	False	183,864
10	0.9012	0.8895	0.0117	1.3%	0.0058	0.6%	68%	True	False	159,521
20	0.9012	0.8774	0.0238	2.6%	0.0058	0.6%	84%	True	False	153,302
40	0.9124	0.8774	0.0350	3.9%	0.0051	0.6%	57%	False	False	112,854
60	0.9184	0.8774	0.0410	4.6%	0.0049	0.6%	49%	False	False	75,456
80	0.9184	0.8774	0.0410	4.6%	0.0048	0.5%	49%	False	False	56,604
100	0.9266	0.8774	0.0492	5.5%	0.0047	0.5%	41%	False	False	45,289
120	0.9374	0.8774	0.0600	6.7%	0.0043	0.5%	33%	False	False	37,743

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	0.9377
2.618	0.9237
1.618	0.9151
1.000	0.9098
0.618	0.9065
HIGH	0.9012
0.618	0.8979
0.500	0.8969
0.382	0.8958
LOW	0.8926
0.618	0.8872
1.000	0.8840
1.618	0.8786
2.618	0.8700
4.250	0.8560

Fisher Pivots for day following 26-Oct-2018
Pivot	1 day	3 day
R1	0.8972	0.8968
PP	0.8970	0.8963
S1	0.8969	0.8958

Download as Excel Spreadsheet

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

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