CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 14-Nov-2018

Day Change Summary
	Previous	Current
	13-Nov-2018	14-Nov-2018	Change	Change %	Previous Week
Open	0.8809	0.8807	-0.0002	0.0%	0.8858
High	0.8826	0.8847	0.0021	0.2%	0.8879
Low	0.8782	0.8791	0.0010	0.1%	0.8788
Close	0.8805	0.8833	0.0028	0.3%	0.8811
Range	0.0044	0.0056	0.0012	25.8%	0.0092
ATR	0.0051	0.0052	0.0000	0.6%	0.0000
Volume	147,436	152,755	5,319	3.6%	600,300

Daily Pivots for day following 14-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8992	0.8968	0.8863
R3	0.8936	0.8912	0.8848
R2	0.8880	0.8880	0.8843
R1	0.8856	0.8856	0.8838	0.8868
PP	0.8824	0.8824	0.8824	0.8829
S1	0.8800	0.8800	0.8827	0.8812
S2	0.8768	0.8768	0.8822
S3	0.8712	0.8744	0.8817
S4	0.8656	0.8688	0.8802

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	0.8847	0.8768	0.0080	0.9%	0.0046	0.5%	82%	True	False	124,909
10	0.8912	0.8768	0.0144	1.6%	0.0045	0.5%	45%	False	False	128,574
20	0.9012	0.8768	0.0244	2.8%	0.0052	0.6%	27%	False	False	150,457
40	0.9012	0.8768	0.0244	2.8%	0.0051	0.6%	27%	False	False	140,809
60	0.9162	0.8768	0.0395	4.5%	0.0049	0.6%	16%	False	False	105,438
80	0.9184	0.8768	0.0417	4.7%	0.0049	0.5%	16%	False	False	79,130
100	0.9228	0.8768	0.0461	5.2%	0.0048	0.5%	14%	False	False	63,311
120	0.9374	0.8768	0.0606	6.9%	0.0046	0.5%	11%	False	False	52,763

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9085
2.618	0.8994
1.618	0.8938
1.000	0.8903
0.618	0.8882
HIGH	0.8847
0.618	0.8826
0.500	0.8819
0.382	0.8812
LOW	0.8791
0.618	0.8756
1.000	0.8735
1.618	0.8700
2.618	0.8644
4.250	0.8553

Fisher Pivots for day following 14-Nov-2018
Pivot	1 day	3 day
R1	0.8828	0.8824
PP	0.8824	0.8816
S1	0.8819	0.8807

Download as Excel Spreadsheet

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

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