CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 28-Nov-2018

Day Change Summary
	Previous	Current
	27-Nov-2018	28-Nov-2018	Change	Change %	Previous Week
Open	0.8819	0.8802	-0.0017	-0.2%	0.8884
High	0.8829	0.8827	-0.0002	0.0%	0.8919
Low	0.8796	0.8781	-0.0015	-0.2%	0.8852
Close	0.8801	0.8820	0.0019	0.2%	0.8877
Range	0.0034	0.0047	0.0013	36.8%	0.0067
ATR	0.0050	0.0049	0.0000	-0.4%	0.0000
Volume	104,561	126,821	22,260	21.3%	463,960

Daily Pivots for day following 28-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8949	0.8931	0.8845
R3	0.8902	0.8884	0.8832
R2	0.8856	0.8856	0.8828
R1	0.8838	0.8838	0.8824	0.8847
PP	0.8809	0.8809	0.8809	0.8814
S1	0.8791	0.8791	0.8815	0.8800
S2	0.8763	0.8763	0.8811
S3	0.8716	0.8745	0.8807
S4	0.8670	0.8698	0.8794

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	0.8892	0.8781	0.0111	1.3%	0.0044	0.5%	35%	False	True	107,136
10	0.8919	0.8781	0.0139	1.6%	0.0048	0.5%	28%	False	True	131,045
20	0.8919	0.8768	0.0152	1.7%	0.0046	0.5%	34%	False	False	129,767
40	0.9012	0.8768	0.0244	2.8%	0.0053	0.6%	21%	False	False	145,043
60	0.9124	0.8768	0.0356	4.0%	0.0050	0.6%	15%	False	False	124,458
80	0.9184	0.8768	0.0417	4.7%	0.0049	0.6%	12%	False	False	93,594
100	0.9184	0.8768	0.0417	4.7%	0.0049	0.6%	12%	False	False	74,886
120	0.9264	0.8768	0.0497	5.6%	0.0047	0.5%	10%	False	False	62,409

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9025
2.618	0.8949
1.618	0.8902
1.000	0.8874
0.618	0.8856
HIGH	0.8827
0.618	0.8809
0.500	0.8804
0.382	0.8798
LOW	0.8781
0.618	0.8752
1.000	0.8734
1.618	0.8705
2.618	0.8659
4.250	0.8583

Fisher Pivots for day following 28-Nov-2018
Pivot	1 day	3 day
R1	0.8814	0.8827
PP	0.8809	0.8824
S1	0.8804	0.8822

Download as Excel Spreadsheet

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

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