CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 30-Nov-2018

Day Change Summary
	Previous	Current
	29-Nov-2018	30-Nov-2018	Change	Change %	Previous Week
Open	0.8810	0.8822	0.0013	0.1%	0.8870
High	0.8845	0.8832	-0.0013	-0.1%	0.8873
Low	0.8810	0.8802	-0.0008	-0.1%	0.8781
Close	0.8825	0.8812	-0.0014	-0.2%	0.8812
Range	0.0036	0.0030	-0.0006	-15.5%	0.0093
ATR	0.0048	0.0047	-0.0001	-2.7%	0.0000
Volume	114,032	89,142	-24,890	-21.8%	546,361

Daily Pivots for day following 30-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8905	0.8888	0.8828
R3	0.8875	0.8858	0.8820
R2	0.8845	0.8845	0.8817
R1	0.8828	0.8828	0.8814	0.8822
PP	0.8815	0.8815	0.8815	0.8812
S1	0.8798	0.8798	0.8809	0.8792
S2	0.8785	0.8785	0.8806
S3	0.8755	0.8768	0.8803
S4	0.8725	0.8738	0.8795

Weekly Pivots for week ending 30-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9099	0.9048	0.8862
R3	0.9007	0.8955	0.8837
R2	0.8914	0.8914	0.8828
R1	0.8863	0.8863	0.8820	0.8842
PP	0.8822	0.8822	0.8822	0.8811
S1	0.8770	0.8770	0.8803	0.8750
S2	0.8729	0.8729	0.8795
S3	0.8637	0.8678	0.8786
S4	0.8544	0.8585	0.8761

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8873	0.8781	0.0093	1.0%	0.0042	0.5%	34%	False	False	109,272
10	0.8919	0.8781	0.0139	1.6%	0.0044	0.5%	22%	False	False	118,519
20	0.8919	0.8768	0.0152	1.7%	0.0045	0.5%	29%	False	False	126,147
40	0.9012	0.8768	0.0244	2.8%	0.0051	0.6%	18%	False	False	142,979
60	0.9124	0.8768	0.0356	4.0%	0.0049	0.6%	12%	False	False	127,576
80	0.9184	0.8768	0.0417	4.7%	0.0049	0.6%	11%	False	False	96,131
100	0.9184	0.8768	0.0417	4.7%	0.0048	0.5%	11%	False	False	76,916
120	0.9257	0.8768	0.0489	5.6%	0.0047	0.5%	9%	False	False	64,102

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	0.0008
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	0.8960
2.618	0.8911
1.618	0.8881
1.000	0.8862
0.618	0.8851
HIGH	0.8832
0.618	0.8821
0.500	0.8817
0.382	0.8813
LOW	0.8802
0.618	0.8783
1.000	0.8772
1.618	0.8753
2.618	0.8723
4.250	0.8675

Fisher Pivots for day following 30-Nov-2018
Pivot	1 day	3 day
R1	0.8817	0.8813
PP	0.8815	0.8812
S1	0.8813	0.8812

Download as Excel Spreadsheet

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

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