CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 21-Nov-2018

Day Change Summary
	Previous	Current
	20-Nov-2018	21-Nov-2018	Change	Change %	Previous Week
Open	0.8905	0.8885	-0.0020	-0.2%	0.8803
High	0.8919	0.8892	-0.0028	-0.3%	0.8896
Low	0.8876	0.8852	-0.0024	-0.3%	0.8768
Close	0.8886	0.8858	-0.0028	-0.3%	0.8881
Range	0.0044	0.0040	-0.0004	-9.2%	0.0129
ATR	0.0051	0.0051	-0.0001	-1.7%	0.0000
Volume	152,125	103,962	-48,163	-31.7%	748,531

Daily Pivots for day following 21-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8986	0.8961	0.8880
R3	0.8946	0.8922	0.8869
R2	0.8907	0.8907	0.8865
R1	0.8882	0.8882	0.8862	0.8875
PP	0.8867	0.8867	0.8867	0.8863
S1	0.8843	0.8843	0.8854	0.8835
S2	0.8828	0.8828	0.8851
S3	0.8788	0.8803	0.8847
S4	0.8749	0.8764	0.8836

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	0.8813	0.0106	1.2%	0.0049	0.5%	42%	False	False	145,195
10	0.8919	0.8768	0.0152	1.7%	0.0047	0.5%	60%	False	False	135,052
20	0.9012	0.8768	0.0244	2.8%	0.0051	0.6%	37%	False	False	149,112
40	0.9012	0.8768	0.0244	2.8%	0.0053	0.6%	37%	False	False	146,530
60	0.9124	0.8768	0.0356	4.0%	0.0050	0.6%	25%	False	False	117,449
80	0.9184	0.8768	0.0417	4.7%	0.0049	0.6%	22%	False	False	88,202
100	0.9184	0.8768	0.0417	4.7%	0.0048	0.5%	22%	False	False	70,570
120	0.9266	0.8768	0.0498	5.6%	0.0046	0.5%	18%	False	False	58,812

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	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9059
2.618	0.8995
1.618	0.8955
1.000	0.8931
0.618	0.8916
HIGH	0.8892
0.618	0.8876
0.500	0.8872
0.382	0.8867
LOW	0.8852
0.618	0.8828
1.000	0.8813
1.618	0.8788
2.618	0.8749
4.250	0.8684

Fisher Pivots for day following 21-Nov-2018
Pivot	1 day	3 day
R1	0.8872	0.8886
PP	0.8867	0.8876
S1	0.8863	0.8867

Download as Excel Spreadsheet

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

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