CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 20-Nov-2018

Day Change Summary
	Previous	Current
	19-Nov-2018	20-Nov-2018	Change	Change %	Previous Week
Open	0.8884	0.8905	0.0021	0.2%	0.8803
High	0.8913	0.8919	0.0006	0.1%	0.8896
Low	0.8877	0.8876	-0.0001	0.0%	0.8768
Close	0.8904	0.8886	-0.0018	-0.2%	0.8881
Range	0.0037	0.0044	0.0007	19.2%	0.0129
ATR	0.0052	0.0051	-0.0001	-1.2%	0.0000
Volume	119,342	152,125	32,783	27.5%	748,531

Daily Pivots for day following 20-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9024	0.8998	0.8909
R3	0.8980	0.8955	0.8897
R2	0.8937	0.8937	0.8893
R1	0.8911	0.8911	0.8889	0.8902
PP	0.8893	0.8893	0.8893	0.8889
S1	0.8868	0.8868	0.8882	0.8859
S2	0.8850	0.8850	0.8878
S3	0.8806	0.8824	0.8874
S4	0.8763	0.8781	0.8862

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	0.8919	0.8791	0.0128	1.4%	0.0052	0.6%	74%	True	False	154,954
10	0.8919	0.8768	0.0152	1.7%	0.0050	0.6%	78%	True	False	144,600
20	0.9012	0.8768	0.0244	2.7%	0.0052	0.6%	48%	False	False	152,539
40	0.9012	0.8768	0.0244	2.7%	0.0053	0.6%	48%	False	False	146,955
60	0.9124	0.8768	0.0356	4.0%	0.0050	0.6%	33%	False	False	115,734
80	0.9184	0.8768	0.0417	4.7%	0.0049	0.6%	28%	False	False	86,903
100	0.9184	0.8768	0.0417	4.7%	0.0048	0.5%	28%	False	False	69,530
120	0.9266	0.8768	0.0498	5.6%	0.0046	0.5%	24%	False	False	57,946

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9104
2.618	0.9033
1.618	0.8989
1.000	0.8963
0.618	0.8946
HIGH	0.8919
0.618	0.8902
0.500	0.8897
0.382	0.8892
LOW	0.8876
0.618	0.8849
1.000	0.8832
1.618	0.8805
2.618	0.8762
4.250	0.8691

Fisher Pivots for day following 20-Nov-2018
Pivot	1 day	3 day
R1	0.8897	0.8880
PP	0.8893	0.8875
S1	0.8889	0.8870

Download as Excel Spreadsheet

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

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