CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 13-Nov-2018

Day Change Summary
	Previous	Current
	12-Nov-2018	13-Nov-2018	Change	Change %	Previous Week
Open	0.8803	0.8809	0.0006	0.1%	0.8858
High	0.8821	0.8826	0.0005	0.1%	0.8879
Low	0.8768	0.8782	0.0014	0.2%	0.8788
Close	0.8806	0.8805	-0.0001	0.0%	0.8811
Range	0.0053	0.0044	-0.0009	-16.0%	0.0092
ATR	0.0052	0.0051	-0.0001	-1.0%	0.0000
Volume	97,790	147,436	49,646	50.8%	600,300

Daily Pivots for day following 13-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8938	0.8916	0.8829
R3	0.8893	0.8871	0.8817
R2	0.8849	0.8849	0.8813
R1	0.8827	0.8827	0.8809	0.8815
PP	0.8804	0.8804	0.8804	0.8798
S1	0.8782	0.8782	0.8801	0.8771
S2	0.8760	0.8760	0.8797
S3	0.8715	0.8738	0.8793
S4	0.8671	0.8693	0.8781

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%	0.0049	0.6%	34%	False	False	134,247
10	0.8912	0.8768	0.0144	1.6%	0.0043	0.5%	26%	False	False	128,488
20	0.9012	0.8768	0.0244	2.8%	0.0052	0.6%	15%	False	False	149,261
40	0.9012	0.8768	0.0244	2.8%	0.0051	0.6%	15%	False	False	139,133
60	0.9184	0.8768	0.0417	4.7%	0.0050	0.6%	9%	False	False	102,896
80	0.9184	0.8768	0.0417	4.7%	0.0048	0.5%	9%	False	False	77,221
100	0.9257	0.8768	0.0489	5.6%	0.0048	0.5%	8%	False	False	61,784
120	0.9374	0.8768	0.0606	6.9%	0.0045	0.5%	6%	False	False	51,490

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

Fibonacci Retracements and Extensions
4.250	0.9015
2.618	0.8942
1.618	0.8898
1.000	0.8870
0.618	0.8853
HIGH	0.8826
0.618	0.8809
0.500	0.8804
0.382	0.8798
LOW	0.8782
0.618	0.8754
1.000	0.8737
1.618	0.8710
2.618	0.8665
4.250	0.8592

Fisher Pivots for day following 13-Nov-2018
Pivot	1 day	3 day
R1	0.8805	0.8802
PP	0.8804	0.8799
S1	0.8804	0.8797

Download as Excel Spreadsheet

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

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