CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 27-Nov-2018

Day Change Summary
	Previous	Current
	26-Nov-2018	27-Nov-2018	Change	Change %	Previous Week
Open	0.8870	0.8819	-0.0052	-0.6%	0.8884
High	0.8873	0.8829	-0.0044	-0.5%	0.8919
Low	0.8811	0.8796	-0.0016	-0.2%	0.8852
Close	0.8812	0.8801	-0.0012	-0.1%	0.8877
Range	0.0062	0.0034	-0.0028	-45.2%	0.0067
ATR	0.0051	0.0050	-0.0001	-2.4%	0.0000
Volume	111,805	104,561	-7,244	-6.5%	463,960

Daily Pivots for day following 27-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8910	0.8889	0.8819
R3	0.8876	0.8855	0.8810
R2	0.8842	0.8842	0.8807
R1	0.8821	0.8821	0.8804	0.8815
PP	0.8808	0.8808	0.8808	0.8805
S1	0.8788	0.8788	0.8797	0.8781
S2	0.8775	0.8775	0.8794
S3	0.8741	0.8754	0.8791
S4	0.8707	0.8720	0.8782

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	0.8796	0.0124	1.4%	0.0043	0.5%	4%	False	True	112,196
10	0.8919	0.8782	0.0138	1.6%	0.0048	0.5%	14%	False	False	133,106
20	0.8936	0.8768	0.0168	1.9%	0.0047	0.5%	20%	False	False	132,360
40	0.9012	0.8768	0.0244	2.8%	0.0053	0.6%	14%	False	False	144,931
60	0.9124	0.8768	0.0356	4.0%	0.0050	0.6%	9%	False	False	122,381
80	0.9184	0.8768	0.0417	4.7%	0.0049	0.6%	8%	False	False	92,009
100	0.9184	0.8768	0.0417	4.7%	0.0048	0.6%	8%	False	False	73,618
120	0.9266	0.8768	0.0498	5.7%	0.0047	0.5%	7%	False	False	61,353

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0009
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.8974
2.618	0.8919
1.618	0.8885
1.000	0.8863
0.618	0.8851
HIGH	0.8829
0.618	0.8817
0.500	0.8812
0.382	0.8808
LOW	0.8796
0.618	0.8774
1.000	0.8762
1.618	0.8740
2.618	0.8706
4.250	0.8651

Fisher Pivots for day following 27-Nov-2018
Pivot	1 day	3 day
R1	0.8812	0.8843
PP	0.8808	0.8829
S1	0.8804	0.8815

Download as Excel Spreadsheet

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

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