CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 01-Nov-2018

Day Change Summary
	Previous	Current
	31-Oct-2018	01-Nov-2018	Change	Change %	Previous Week
Open	0.8872	0.8883	0.0011	0.1%	0.8924
High	0.8894	0.8908	0.0014	0.2%	0.9012
Low	0.8849	0.8877	0.0028	0.3%	0.8895
Close	0.8876	0.8900	0.0024	0.3%	0.8974
Range	0.0045	0.0031	-0.0014	-31.1%	0.0117
ATR	0.0057	0.0055	-0.0002	-3.1%	0.0000
Volume	151,896	123,661	-28,235	-18.6%	919,320

Daily Pivots for day following 01-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8988	0.8975	0.8917
R3	0.8957	0.8944	0.8908
R2	0.8926	0.8926	0.8905
R1	0.8913	0.8913	0.8902	0.8919
PP	0.8895	0.8895	0.8895	0.8898
S1	0.8882	0.8882	0.8897	0.8888
S2	0.8864	0.8864	0.8894
S3	0.8833	0.8851	0.8891
S4	0.8802	0.8820	0.8882

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%	0.0058	0.7%	31%	False	False	185,318
10	0.9012	0.8849	0.0163	1.8%	0.0057	0.6%	31%	False	False	169,997
20	0.9012	0.8807	0.0205	2.3%	0.0057	0.6%	45%	False	False	159,811
40	0.9124	0.8774	0.0350	3.9%	0.0051	0.6%	36%	False	False	128,290
60	0.9184	0.8774	0.0410	4.6%	0.0050	0.6%	31%	False	False	86,125
80	0.9184	0.8774	0.0410	4.6%	0.0049	0.5%	31%	False	False	64,608
100	0.9257	0.8774	0.0483	5.4%	0.0047	0.5%	26%	False	False	51,693
120	0.9374	0.8774	0.0600	6.7%	0.0044	0.5%	21%	False	False	43,080

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 23 trading days

Fibonacci Retracements and Extensions
4.250	0.9040
2.618	0.8989
1.618	0.8958
1.000	0.8939
0.618	0.8927
HIGH	0.8908
0.618	0.8896
0.500	0.8893
0.382	0.8889
LOW	0.8877
0.618	0.8858
1.000	0.8846
1.618	0.8827
2.618	0.8796
4.250	0.8745

Fisher Pivots for day following 01-Nov-2018
Pivot	1 day	3 day
R1	0.8897	0.8897
PP	0.8895	0.8895
S1	0.8893	0.8892

Download as Excel Spreadsheet

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

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