CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 26-Nov-2018

Day Change Summary
	Previous	Current
	23-Nov-2018	26-Nov-2018	Change	Change %	Previous Week
Open	0.8856	0.8870	0.0014	0.2%	0.8884
High	0.8890	0.8873	-0.0017	-0.2%	0.8919
Low	0.8853	0.8811	-0.0042	-0.5%	0.8852
Close	0.8877	0.8812	-0.0065	-0.7%	0.8877
Range	0.0037	0.0062	0.0025	67.6%	0.0067
ATR	0.0050	0.0051	0.0001	2.3%	0.0000
Volume	88,531	111,805	23,274	26.3%	463,960

Daily Pivots for day following 26-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9018	0.8977	0.8846
R3	0.8956	0.8915	0.8829
R2	0.8894	0.8894	0.8823
R1	0.8853	0.8853	0.8818	0.8843
PP	0.8832	0.8832	0.8832	0.8827
S1	0.8791	0.8791	0.8806	0.8781
S2	0.8770	0.8770	0.8801
S3	0.8708	0.8729	0.8795
S4	0.8646	0.8667	0.8778

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	0.8811	0.0108	1.2%	0.0044	0.5%	1%	False	True	115,153
10	0.8919	0.8768	0.0152	1.7%	0.0050	0.6%	29%	False	False	132,429
20	0.8979	0.8768	0.0211	2.4%	0.0048	0.5%	21%	False	False	136,446
40	0.9012	0.8768	0.0244	2.8%	0.0053	0.6%	18%	False	False	144,874
60	0.9124	0.8768	0.0356	4.0%	0.0050	0.6%	13%	False	False	120,718
80	0.9184	0.8768	0.0417	4.7%	0.0049	0.6%	11%	False	False	90,703
100	0.9184	0.8768	0.0417	4.7%	0.0048	0.5%	11%	False	False	72,573
120	0.9266	0.8768	0.0498	5.7%	0.0047	0.5%	9%	False	False	60,481

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9137
2.618	0.9035
1.618	0.8973
1.000	0.8935
0.618	0.8911
HIGH	0.8873
0.618	0.8849
0.500	0.8842
0.382	0.8835
LOW	0.8811
0.618	0.8773
1.000	0.8749
1.618	0.8711
2.618	0.8649
4.250	0.8548

Fisher Pivots for day following 26-Nov-2018
Pivot	1 day	3 day
R1	0.8842	0.8851
PP	0.8832	0.8838
S1	0.8822	0.8825

Download as Excel Spreadsheet

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

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