CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 15-Nov-2018

Day Change Summary
	Previous	Current
	14-Nov-2018	15-Nov-2018	Change	Change %	Previous Week
Open	0.8807	0.8824	0.0018	0.2%	0.8858
High	0.8847	0.8861	0.0014	0.2%	0.8879
Low	0.8791	0.8813	0.0022	0.3%	0.8788
Close	0.8833	0.8823	-0.0010	-0.1%	0.8811
Range	0.0056	0.0048	-0.0008	-14.3%	0.0092
ATR	0.0052	0.0052	0.0000	-0.5%	0.0000
Volume	152,755	175,672	22,917	15.0%	600,300

Daily Pivots for day following 15-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8976	0.8947	0.8849
R3	0.8928	0.8899	0.8836
R2	0.8880	0.8880	0.8831
R1	0.8851	0.8851	0.8827	0.8842
PP	0.8832	0.8832	0.8832	0.8827
S1	0.8803	0.8803	0.8818	0.8794
S2	0.8784	0.8784	0.8814
S3	0.8736	0.8755	0.8809
S4	0.8688	0.8707	0.8796

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	0.8861	0.8768	0.0094	1.1%	0.0047	0.5%	59%	True	False	138,499
10	0.8912	0.8768	0.0144	1.6%	0.0046	0.5%	38%	False	False	133,775
20	0.9012	0.8768	0.0244	2.8%	0.0051	0.6%	23%	False	False	151,886
40	0.9012	0.8768	0.0244	2.8%	0.0051	0.6%	23%	False	False	142,470
60	0.9124	0.8768	0.0356	4.0%	0.0050	0.6%	15%	False	False	108,344
80	0.9184	0.8768	0.0417	4.7%	0.0049	0.6%	13%	False	False	81,325
100	0.9228	0.8768	0.0461	5.2%	0.0048	0.5%	12%	False	False	65,068
120	0.9359	0.8768	0.0591	6.7%	0.0045	0.5%	9%	False	False	54,226

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	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9065
2.618	0.8987
1.618	0.8939
1.000	0.8909
0.618	0.8891
HIGH	0.8861
0.618	0.8843
0.500	0.8837
0.382	0.8831
LOW	0.8813
0.618	0.8783
1.000	0.8765
1.618	0.8735
2.618	0.8687
4.250	0.8609

Fisher Pivots for day following 15-Nov-2018
Pivot	1 day	3 day
R1	0.8837	0.8822
PP	0.8832	0.8822
S1	0.8827	0.8821

Download as Excel Spreadsheet

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

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