CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 19-Nov-2018

Day Change Summary
	Previous	Current
	16-Nov-2018	19-Nov-2018	Change	Change %	Previous Week
Open	0.8823	0.8884	0.0062	0.7%	0.8803
High	0.8896	0.8913	0.0017	0.2%	0.8896
Low	0.8820	0.8877	0.0057	0.6%	0.8768
Close	0.8881	0.8904	0.0023	0.3%	0.8881
Range	0.0076	0.0037	-0.0040	-52.0%	0.0129
ATR	0.0053	0.0052	-0.0001	-2.2%	0.0000
Volume	174,878	119,342	-55,536	-31.8%	748,531

Daily Pivots for day following 19-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9007	0.8992	0.8924
R3	0.8971	0.8955	0.8914
R2	0.8934	0.8934	0.8910
R1	0.8919	0.8919	0.8907	0.8927
PP	0.8898	0.8898	0.8898	0.8902
S1	0.8882	0.8882	0.8900	0.8890
S2	0.8861	0.8861	0.8897
S3	0.8825	0.8846	0.8893
S4	0.8788	0.8809	0.8883

Weekly Pivots for week ending 16-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9234	0.9186	0.8952
R3	0.9105	0.9057	0.8916
R2	0.8977	0.8977	0.8905
R1	0.8929	0.8929	0.8893	0.8953
PP	0.8848	0.8848	0.8848	0.8860
S1	0.8800	0.8800	0.8869	0.8824
S2	0.8720	0.8720	0.8857
S3	0.8591	0.8672	0.8846
S4	0.8463	0.8543	0.8810

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8913	0.8782	0.0132	1.5%	0.0052	0.6%	93%	True	False	154,016
10	0.8913	0.8768	0.0146	1.6%	0.0049	0.6%	93%	True	False	139,344
20	0.9012	0.8768	0.0244	2.7%	0.0053	0.6%	56%	False	False	154,498
40	0.9012	0.8768	0.0244	2.7%	0.0053	0.6%	56%	False	False	145,262
60	0.9124	0.8768	0.0356	4.0%	0.0050	0.6%	38%	False	False	113,214
80	0.9184	0.8768	0.0417	4.7%	0.0049	0.6%	33%	False	False	85,002
100	0.9184	0.8768	0.0417	4.7%	0.0048	0.5%	33%	False	False	68,009
120	0.9266	0.8768	0.0498	5.6%	0.0046	0.5%	27%	False	False	56,678

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0011
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9068
2.618	0.9009
1.618	0.8972
1.000	0.8950
0.618	0.8936
HIGH	0.8913
0.618	0.8899
0.500	0.8895
0.382	0.8890
LOW	0.8877
0.618	0.8854
1.000	0.8840
1.618	0.8817
2.618	0.8781
4.250	0.8721

Fisher Pivots for day following 19-Nov-2018
Pivot	1 day	3 day
R1	0.8901	0.8890
PP	0.8898	0.8877
S1	0.8895	0.8863

Download as Excel Spreadsheet

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

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