CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 07-Nov-2018

Day Change Summary
	Previous	Current
	06-Nov-2018	07-Nov-2018	Change	Change %	Previous Week
Open	0.8858	0.8838	-0.0020	-0.2%	0.8970
High	0.8868	0.8879	0.0012	0.1%	0.8979
Low	0.8836	0.8811	-0.0025	-0.3%	0.8849
Close	0.8844	0.8847	0.0004	0.0%	0.8855
Range	0.0032	0.0069	0.0037	114.1%	0.0130
ATR	0.0052	0.0053	0.0001	2.3%	0.0000
Volume	99,564	199,445	99,881	100.3%	804,327

Daily Pivots for day following 07-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9051	0.9018	0.8885
R3	0.8983	0.8949	0.8866
R2	0.8914	0.8914	0.8860
R1	0.8881	0.8881	0.8853	0.8897
PP	0.8846	0.8846	0.8846	0.8854
S1	0.8812	0.8812	0.8841	0.8829
S2	0.8777	0.8777	0.8834
S3	0.8709	0.8744	0.8828
S4	0.8640	0.8675	0.8809

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	0.8811	0.0101	1.1%	0.0043	0.5%	36%	False	True	132,240
10	0.9012	0.8811	0.0201	2.3%	0.0054	0.6%	18%	False	True	163,172
20	0.9012	0.8811	0.0201	2.3%	0.0054	0.6%	18%	False	True	160,406
40	0.9055	0.8774	0.0281	3.2%	0.0051	0.6%	26%	False	False	137,849
60	0.9184	0.8774	0.0410	4.6%	0.0050	0.6%	18%	False	False	95,070
80	0.9184	0.8774	0.0410	4.6%	0.0049	0.6%	18%	False	False	71,325
100	0.9257	0.8774	0.0483	5.5%	0.0048	0.5%	15%	False	False	57,067
120	0.9374	0.8774	0.0600	6.8%	0.0045	0.5%	12%	False	False	47,559

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.9170
2.618	0.9058
1.618	0.8990
1.000	0.8948
0.618	0.8921
HIGH	0.8879
0.618	0.8853
0.500	0.8845
0.382	0.8837
LOW	0.8811
0.618	0.8768
1.000	0.8742
1.618	0.8700
2.618	0.8631
4.250	0.8519

Fisher Pivots for day following 07-Nov-2018
Pivot	1 day	3 day
R1	0.8846	0.8846
PP	0.8846	0.8846
S1	0.8845	0.8845

Download as Excel Spreadsheet

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

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