CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 23-Nov-2018

Day Change Summary
	Previous	Current
	21-Nov-2018	23-Nov-2018	Change	Change %	Previous Week
Open	0.8885	0.8856	-0.0029	-0.3%	0.8884
High	0.8892	0.8890	-0.0002	0.0%	0.8919
Low	0.8852	0.8853	0.0001	0.0%	0.8852
Close	0.8858	0.8877	0.0019	0.2%	0.8877
Range	0.0040	0.0037	-0.0003	-6.3%	0.0067
ATR	0.0051	0.0050	-0.0001	-1.9%	0.0000
Volume	103,962	88,531	-15,431	-14.8%	463,960

Daily Pivots for day following 23-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8984	0.8967	0.8897
R3	0.8947	0.8930	0.8887
R2	0.8910	0.8910	0.8883
R1	0.8893	0.8893	0.8880	0.8902
PP	0.8873	0.8873	0.8873	0.8877
S1	0.8856	0.8856	0.8873	0.8865
S2	0.8836	0.8836	0.8870
S3	0.8799	0.8819	0.8866
S4	0.8762	0.8782	0.8856

Weekly Pivots for week ending 23-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9084	0.9047	0.8913
R3	0.9017	0.8980	0.8895
R2	0.8950	0.8950	0.8889
R1	0.8913	0.8913	0.8883	0.8898
PP	0.8883	0.8883	0.8883	0.8875
S1	0.8846	0.8846	0.8870	0.8831
S2	0.8816	0.8816	0.8864
S3	0.8749	0.8779	0.8858
S4	0.8682	0.8712	0.8840

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8919	0.8820	0.0099	1.1%	0.0047	0.5%	57%	False	False	127,767
10	0.8919	0.8768	0.0152	1.7%	0.0047	0.5%	72%	False	False	133,133
20	0.9012	0.8768	0.0244	2.7%	0.0049	0.6%	45%	False	False	145,159
40	0.9012	0.8768	0.0244	2.7%	0.0052	0.6%	45%	False	False	145,289
60	0.9124	0.8768	0.0356	4.0%	0.0050	0.6%	31%	False	False	118,887
80	0.9184	0.8768	0.0417	4.7%	0.0049	0.5%	26%	False	False	89,306
100	0.9184	0.8768	0.0417	4.7%	0.0048	0.5%	26%	False	False	71,455
120	0.9266	0.8768	0.0498	5.6%	0.0046	0.5%	22%	False	False	59,550

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9047
2.618	0.8987
1.618	0.8950
1.000	0.8927
0.618	0.8913
HIGH	0.8890
0.618	0.8876
0.500	0.8872
0.382	0.8867
LOW	0.8853
0.618	0.8830
1.000	0.8816
1.618	0.8793
2.618	0.8756
4.250	0.8696

Fisher Pivots for day following 23-Nov-2018
Pivot	1 day	3 day
R1	0.8875	0.8886
PP	0.8873	0.8883
S1	0.8872	0.8880

Download as Excel Spreadsheet

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

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