CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 12-Nov-2018

Day Change Summary
	Previous	Current
	09-Nov-2018	12-Nov-2018	Change	Change %	Previous Week
Open	0.8791	0.8803	0.0012	0.1%	0.8858
High	0.8823	0.8821	-0.0002	0.0%	0.8879
Low	0.8790	0.8768	-0.0022	-0.3%	0.8788
Close	0.8811	0.8806	-0.0005	-0.1%	0.8811
Range	0.0033	0.0053	0.0020	63.1%	0.0092
ATR	0.0052	0.0052	0.0000	0.1%	0.0000
Volume	118,845	97,790	-21,055	-17.7%	600,300

Daily Pivots for day following 12-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8957	0.8934	0.8835
R3	0.8904	0.8881	0.8820
R2	0.8851	0.8851	0.8815
R1	0.8828	0.8828	0.8810	0.8840
PP	0.8798	0.8798	0.8798	0.8804
S1	0.8775	0.8775	0.8801	0.8787
S2	0.8745	0.8745	0.8796
S3	0.8692	0.8722	0.8791
S4	0.8639	0.8669	0.8776

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	0.8768	0.0112	1.3%	0.0046	0.5%	34%	False	True	124,673
10	0.8936	0.8768	0.0168	1.9%	0.0045	0.5%	23%	False	True	131,613
20	0.9012	0.8768	0.0244	2.8%	0.0052	0.6%	16%	False	True	148,079
40	0.9014	0.8768	0.0246	2.8%	0.0051	0.6%	15%	False	True	138,567
60	0.9184	0.8768	0.0417	4.7%	0.0050	0.6%	9%	False	True	100,467
80	0.9184	0.8768	0.0417	4.7%	0.0048	0.5%	9%	False	True	75,379
100	0.9257	0.8768	0.0489	5.6%	0.0047	0.5%	8%	False	True	60,310
120	0.9374	0.8768	0.0606	6.9%	0.0045	0.5%	6%	False	True	50,261

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9046
2.618	0.8959
1.618	0.8906
1.000	0.8874
0.618	0.8853
HIGH	0.8821
0.618	0.8800
0.500	0.8794
0.382	0.8788
LOW	0.8768
0.618	0.8735
1.000	0.8715
1.618	0.8682
2.618	0.8629
4.250	0.8542

Fisher Pivots for day following 12-Nov-2018
Pivot	1 day	3 day
R1	0.8802	0.8804
PP	0.8798	0.8802
S1	0.8794	0.8800

Download as Excel Spreadsheet

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

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