CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 29-Oct-2018

Day Change Summary
	Previous	Current
	26-Oct-2018	29-Oct-2018	Change	Change %	Previous Week
Open	0.8929	0.8970	0.0041	0.5%	0.8924
High	0.9012	0.8979	-0.0033	-0.4%	0.9012
Low	0.8926	0.8915	-0.0011	-0.1%	0.8895
Close	0.8974	0.8932	-0.0042	-0.5%	0.8974
Range	0.0086	0.0064	-0.0022	-25.6%	0.0117
ATR	0.0057	0.0058	0.0000	0.9%	0.0000
Volume	286,070	186,281	-99,789	-34.9%	919,320

Daily Pivots for day following 29-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9134	0.9097	0.8967
R3	0.9070	0.9033	0.8949
R2	0.9006	0.9006	0.8943
R1	0.8969	0.8969	0.8937	0.8955
PP	0.8942	0.8942	0.8942	0.8935
S1	0.8905	0.8905	0.8926	0.8891
S2	0.8878	0.8878	0.8920
S3	0.8814	0.8841	0.8914
S4	0.8750	0.8777	0.8896

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	0.8898	0.0114	1.3%	0.0069	0.8%	30%	False	False	200,748
10	0.9012	0.8895	0.0117	1.3%	0.0059	0.7%	32%	False	False	164,544
20	0.9012	0.8774	0.0238	2.7%	0.0060	0.7%	66%	False	False	157,502
40	0.9124	0.8774	0.0350	3.9%	0.0052	0.6%	45%	False	False	117,392
60	0.9184	0.8774	0.0410	4.6%	0.0050	0.6%	38%	False	False	78,559
80	0.9184	0.8774	0.0410	4.6%	0.0049	0.5%	38%	False	False	58,933
100	0.9266	0.8774	0.0492	5.5%	0.0047	0.5%	32%	False	False	47,151
120	0.9374	0.8774	0.0600	6.7%	0.0043	0.5%	26%	False	False	39,294

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9251
2.618	0.9146
1.618	0.9082
1.000	0.9043
0.618	0.9018
HIGH	0.8979
0.618	0.8954
0.500	0.8947
0.382	0.8939
LOW	0.8915
0.618	0.8875
1.000	0.8851
1.618	0.8811
2.618	0.8747
4.250	0.8643

Fisher Pivots for day following 29-Oct-2018
Pivot	1 day	3 day
R1	0.8947	0.8959
PP	0.8942	0.8950
S1	0.8937	0.8941

Download as Excel Spreadsheet

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

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