CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 08-Nov-2018

Day Change Summary
	Previous	Current
	07-Nov-2018	08-Nov-2018	Change	Change %	Previous Week
Open	0.8838	0.8829	-0.0009	-0.1%	0.8970
High	0.8879	0.8833	-0.0047	-0.5%	0.8979
Low	0.8811	0.8788	-0.0023	-0.3%	0.8849
Close	0.8847	0.8795	-0.0052	-0.6%	0.8855
Range	0.0069	0.0045	-0.0024	-34.3%	0.0130
ATR	0.0053	0.0053	0.0000	0.9%	0.0000
Volume	199,445	107,721	-91,724	-46.0%	804,327

Daily Pivots for day following 08-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8940	0.8913	0.8820
R3	0.8895	0.8868	0.8807
R2	0.8850	0.8850	0.8803
R1	0.8823	0.8823	0.8799	0.8814
PP	0.8805	0.8805	0.8805	0.8801
S1	0.8778	0.8778	0.8791	0.8769
S2	0.8760	0.8760	0.8787
S3	0.8715	0.8733	0.8783
S4	0.8670	0.8688	0.8770

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	0.8788	0.0124	1.4%	0.0046	0.5%	6%	False	True	129,052
10	0.9012	0.8788	0.0224	2.5%	0.0052	0.6%	3%	False	True	157,185
20	0.9012	0.8788	0.0224	2.5%	0.0053	0.6%	3%	False	True	151,754
40	0.9014	0.8774	0.0240	2.7%	0.0050	0.6%	9%	False	False	137,903
60	0.9184	0.8774	0.0410	4.7%	0.0050	0.6%	5%	False	False	96,863
80	0.9184	0.8774	0.0410	4.7%	0.0049	0.6%	5%	False	False	72,671
100	0.9257	0.8774	0.0483	5.5%	0.0048	0.5%	4%	False	False	58,144
120	0.9374	0.8774	0.0600	6.8%	0.0045	0.5%	4%	False	False	48,457

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9024
2.618	0.8950
1.618	0.8905
1.000	0.8878
0.618	0.8860
HIGH	0.8833
0.618	0.8815
0.500	0.8810
0.382	0.8805
LOW	0.8788
0.618	0.8760
1.000	0.8743
1.618	0.8715
2.618	0.8670
4.250	0.8596

Fisher Pivots for day following 08-Nov-2018
Pivot	1 day	3 day
R1	0.8810	0.8833
PP	0.8805	0.8821
S1	0.8800	0.8808

Download as Excel Spreadsheet

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

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