CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 31-Oct-2018

Day Change Summary
	Previous	Current
	30-Oct-2018	31-Oct-2018	Change	Change %	Previous Week
Open	0.8933	0.8872	-0.0061	-0.7%	0.8924
High	0.8936	0.8894	-0.0042	-0.5%	0.9012
Low	0.8871	0.8849	-0.0022	-0.2%	0.8895
Close	0.8883	0.8876	-0.0008	-0.1%	0.8974
Range	0.0065	0.0045	-0.0020	-30.2%	0.0117
ATR	0.0058	0.0057	-0.0001	-1.6%	0.0000
Volume	178,683	151,896	-26,787	-15.0%	919,320

Daily Pivots for day following 31-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9008	0.8987	0.8900
R3	0.8963	0.8942	0.8888
R2	0.8918	0.8918	0.8884
R1	0.8897	0.8897	0.8880	0.8907
PP	0.8873	0.8873	0.8873	0.8878
S1	0.8852	0.8852	0.8871	0.8862
S2	0.8828	0.8828	0.8867
S3	0.8783	0.8807	0.8863
S4	0.8738	0.8762	0.8851

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	0.8849	0.0163	1.8%	0.0066	0.7%	16%	False	True	194,104
10	0.9012	0.8849	0.0163	1.8%	0.0060	0.7%	16%	False	True	172,340
20	0.9012	0.8774	0.0238	2.7%	0.0059	0.7%	43%	False	False	161,722
40	0.9124	0.8774	0.0350	3.9%	0.0052	0.6%	29%	False	False	125,408
60	0.9184	0.8774	0.0410	4.6%	0.0051	0.6%	25%	False	False	84,065
80	0.9184	0.8774	0.0410	4.6%	0.0049	0.6%	25%	False	False	63,064
100	0.9257	0.8774	0.0483	5.4%	0.0047	0.5%	21%	False	False	50,456
120	0.9374	0.8774	0.0600	6.8%	0.0044	0.5%	17%	False	False	42,049

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9085
2.618	0.9012
1.618	0.8967
1.000	0.8939
0.618	0.8922
HIGH	0.8894
0.618	0.8877
0.500	0.8872
0.382	0.8866
LOW	0.8849
0.618	0.8821
1.000	0.8804
1.618	0.8776
2.618	0.8731
4.250	0.8658

Fisher Pivots for day following 31-Oct-2018
Pivot	1 day	3 day
R1	0.8874	0.8914
PP	0.8873	0.8901
S1	0.8872	0.8888

Download as Excel Spreadsheet

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

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