CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 04-Dec-2018

Day Change Summary
	Previous	Current
	03-Dec-2018	04-Dec-2018	Change	Change %	Previous Week
Open	0.8803	0.8808	0.0005	0.1%	0.8870
High	0.8829	0.8891	0.0062	0.7%	0.8873
Low	0.8794	0.8808	0.0014	0.2%	0.8781
Close	0.8805	0.8872	0.0068	0.8%	0.8812
Range	0.0035	0.0083	0.0048	137.1%	0.0093
ATR	0.0046	0.0049	0.0003	6.2%	0.0000
Volume	108,541	186,449	77,908	71.8%	546,361

Daily Pivots for day following 04-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9106	0.9072	0.8918
R3	0.9023	0.8989	0.8895
R2	0.8940	0.8940	0.8887
R1	0.8906	0.8906	0.8880	0.8923
PP	0.8857	0.8857	0.8857	0.8865
S1	0.8823	0.8823	0.8864	0.8840
S2	0.8774	0.8774	0.8857
S3	0.8691	0.8740	0.8849
S4	0.8608	0.8657	0.8826

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	0.8891	0.8781	0.0110	1.2%	0.0046	0.5%	83%	True	False	124,997
10	0.8919	0.8781	0.0139	1.6%	0.0045	0.5%	66%	False	False	118,596
20	0.8919	0.8768	0.0152	1.7%	0.0047	0.5%	69%	False	False	128,970
40	0.9012	0.8768	0.0244	2.8%	0.0051	0.6%	43%	False	False	144,416
60	0.9066	0.8768	0.0298	3.4%	0.0049	0.6%	35%	False	False	131,988
80	0.9184	0.8768	0.0417	4.7%	0.0050	0.6%	25%	False	False	99,814
100	0.9184	0.8768	0.0417	4.7%	0.0048	0.5%	25%	False	False	79,865
120	0.9257	0.8768	0.0489	5.5%	0.0047	0.5%	21%	False	False	66,559

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	0.9243
2.618	0.9108
1.618	0.9025
1.000	0.8974
0.618	0.8942
HIGH	0.8891
0.618	0.8859
0.500	0.8849
0.382	0.8839
LOW	0.8808
0.618	0.8756
1.000	0.8725
1.618	0.8673
2.618	0.8590
4.250	0.8455

Fisher Pivots for day following 04-Dec-2018
Pivot	1 day	3 day
R1	0.8864	0.8862
PP	0.8857	0.8852
S1	0.8849	0.8842

Download as Excel Spreadsheet

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

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