CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 09-Nov-2018

Day Change Summary
	Previous	Current
	08-Nov-2018	09-Nov-2018	Change	Change %	Previous Week
Open	0.8829	0.8791	-0.0039	-0.4%	0.8858
High	0.8833	0.8823	-0.0010	-0.1%	0.8879
Low	0.8788	0.8790	0.0002	0.0%	0.8788
Close	0.8795	0.8811	0.0016	0.2%	0.8811
Range	0.0045	0.0033	-0.0012	-27.8%	0.0092
ATR	0.0053	0.0052	-0.0001	-2.8%	0.0000
Volume	107,721	118,845	11,124	10.3%	600,300

Daily Pivots for day following 09-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8905	0.8890	0.8828
R3	0.8873	0.8858	0.8819
R2	0.8840	0.8840	0.8816
R1	0.8825	0.8825	0.8813	0.8833
PP	0.8808	0.8808	0.8808	0.8811
S1	0.8793	0.8793	0.8808	0.8800
S2	0.8775	0.8775	0.8805
S3	0.8743	0.8760	0.8802
S4	0.8710	0.8728	0.8793

Weekly Pivots for week ending 09-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9100	0.9047	0.8861
R3	0.9009	0.8955	0.8836
R2	0.8917	0.8917	0.8827
R1	0.8864	0.8864	0.8819	0.8845
PP	0.8826	0.8826	0.8826	0.8816
S1	0.8772	0.8772	0.8802	0.8753
S2	0.8734	0.8734	0.8794
S3	0.8643	0.8681	0.8785
S4	0.8551	0.8589	0.8760

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8879	0.8788	0.0092	1.0%	0.0040	0.5%	25%	False	False	120,060
10	0.8979	0.8788	0.0191	2.2%	0.0047	0.5%	12%	False	False	140,462
20	0.9012	0.8788	0.0224	2.5%	0.0052	0.6%	10%	False	False	149,991
40	0.9014	0.8774	0.0240	2.7%	0.0050	0.6%	15%	False	False	137,738
60	0.9184	0.8774	0.0410	4.7%	0.0050	0.6%	9%	False	False	98,841
80	0.9184	0.8774	0.0410	4.7%	0.0049	0.6%	9%	False	False	74,157
100	0.9257	0.8774	0.0483	5.5%	0.0047	0.5%	8%	False	False	59,332
120	0.9374	0.8774	0.0600	6.8%	0.0045	0.5%	6%	False	False	49,447

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8961
2.618	0.8908
1.618	0.8875
1.000	0.8855
0.618	0.8843
HIGH	0.8823
0.618	0.8810
0.500	0.8806
0.382	0.8802
LOW	0.8790
0.618	0.8770
1.000	0.8757
1.618	0.8737
2.618	0.8705
4.250	0.8652

Fisher Pivots for day following 09-Nov-2018
Pivot	1 day	3 day
R1	0.8809	0.8833
PP	0.8808	0.8826
S1	0.8806	0.8818

Download as Excel Spreadsheet

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

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