CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 06-Nov-2018

Day Change Summary
	Previous	Current
	05-Nov-2018	06-Nov-2018	Change	Change %	Previous Week
Open	0.8858	0.8858	0.0000	0.0%	0.8970
High	0.8870	0.8868	-0.0002	0.0%	0.8979
Low	0.8848	0.8836	-0.0013	-0.1%	0.8849
Close	0.8859	0.8844	-0.0015	-0.2%	0.8855
Range	0.0022	0.0032	0.0011	48.8%	0.0130
ATR	0.0053	0.0052	-0.0002	-2.9%	0.0000
Volume	74,725	99,564	24,839	33.2%	804,327

Daily Pivots for day following 06-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8945	0.8926	0.8861
R3	0.8913	0.8894	0.8852
R2	0.8881	0.8881	0.8849
R1	0.8862	0.8862	0.8846	0.8856
PP	0.8849	0.8849	0.8849	0.8846
S1	0.8830	0.8830	0.8841	0.8824
S2	0.8817	0.8817	0.8838
S3	0.8785	0.8798	0.8835
S4	0.8753	0.8766	0.8826

Weekly Pivots for week ending 02-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9283	0.9198	0.8926
R3	0.9153	0.9069	0.8890
R2	0.9024	0.9024	0.8878
R1	0.8939	0.8939	0.8866	0.8917
PP	0.8894	0.8894	0.8894	0.8883
S1	0.8810	0.8810	0.8843	0.8787
S2	0.8765	0.8765	0.8831
S3	0.8635	0.8680	0.8819
S4	0.8506	0.8551	0.8783

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8912	0.8836	0.0076	0.9%	0.0038	0.4%	11%	False	True	122,730
10	0.9012	0.8836	0.0176	2.0%	0.0053	0.6%	5%	False	True	160,478
20	0.9012	0.8836	0.0176	2.0%	0.0054	0.6%	5%	False	True	158,107
40	0.9062	0.8774	0.0288	3.3%	0.0050	0.6%	24%	False	False	135,018
60	0.9184	0.8774	0.0410	4.6%	0.0050	0.6%	17%	False	False	91,753
80	0.9184	0.8774	0.0410	4.6%	0.0049	0.6%	17%	False	False	68,832
100	0.9257	0.8774	0.0483	5.5%	0.0047	0.5%	14%	False	False	55,073
120	0.9374	0.8774	0.0600	6.8%	0.0045	0.5%	12%	False	False	45,897

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9004
2.618	0.8951
1.618	0.8919
1.000	0.8900
0.618	0.8887
HIGH	0.8868
0.618	0.8855
0.500	0.8852
0.382	0.8848
LOW	0.8836
0.618	0.8816
1.000	0.8804
1.618	0.8784
2.618	0.8752
4.250	0.8700

Fisher Pivots for day following 06-Nov-2018
Pivot	1 day	3 day
R1	0.8852	0.8874
PP	0.8849	0.8864
S1	0.8846	0.8854

Download as Excel Spreadsheet

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

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