CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 30-Oct-2018

Day Change Summary
	Previous	Current
	29-Oct-2018	30-Oct-2018	Change	Change %	Previous Week
Open	0.8970	0.8933	-0.0038	-0.4%	0.8924
High	0.8979	0.8936	-0.0043	-0.5%	0.9012
Low	0.8915	0.8871	-0.0044	-0.5%	0.8895
Close	0.8932	0.8883	-0.0049	-0.5%	0.8974
Range	0.0064	0.0065	0.0001	0.8%	0.0117
ATR	0.0058	0.0058	0.0000	0.9%	0.0000
Volume	186,281	178,683	-7,598	-4.1%	919,320

Daily Pivots for day following 30-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9090	0.9051	0.8918
R3	0.9026	0.8987	0.8901
R2	0.8961	0.8961	0.8895
R1	0.8922	0.8922	0.8889	0.8909
PP	0.8897	0.8897	0.8897	0.8890
S1	0.8858	0.8858	0.8877	0.8845
S2	0.8832	0.8832	0.8871
S3	0.8768	0.8793	0.8865
S4	0.8703	0.8729	0.8848

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	0.8871	0.0141	1.6%	0.0067	0.8%	9%	False	True	198,227
10	0.9012	0.8871	0.0141	1.6%	0.0061	0.7%	9%	False	True	170,034
20	0.9012	0.8774	0.0238	2.7%	0.0061	0.7%	46%	False	False	160,319
40	0.9124	0.8774	0.0350	3.9%	0.0052	0.6%	31%	False	False	121,803
60	0.9184	0.8774	0.0410	4.6%	0.0050	0.6%	27%	False	False	81,536
80	0.9184	0.8774	0.0410	4.6%	0.0049	0.6%	27%	False	False	61,166
100	0.9264	0.8774	0.0490	5.5%	0.0047	0.5%	22%	False	False	48,938
120	0.9374	0.8774	0.0600	6.7%	0.0044	0.5%	18%	False	False	40,783

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	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9210
2.618	0.9104
1.618	0.9040
1.000	0.9000
0.618	0.8975
HIGH	0.8936
0.618	0.8911
0.500	0.8903
0.382	0.8896
LOW	0.8871
0.618	0.8831
1.000	0.8807
1.618	0.8767
2.618	0.8702
4.250	0.8597

Fisher Pivots for day following 30-Oct-2018
Pivot	1 day	3 day
R1	0.8903	0.8941
PP	0.8897	0.8922
S1	0.8890	0.8902

Download as Excel Spreadsheet

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

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