CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 05-Dec-2018

Day Change Summary
	Previous	Current
	04-Dec-2018	05-Dec-2018	Change	Change %	Previous Week
Open	0.8808	0.8877	0.0070	0.8%	0.8870
High	0.8891	0.8885	-0.0006	-0.1%	0.8873
Low	0.8808	0.8838	0.0031	0.3%	0.8781
Close	0.8872	0.8842	-0.0031	-0.3%	0.8812
Range	0.0083	0.0047	-0.0037	-44.0%	0.0093
ATR	0.0049	0.0049	0.0000	-0.4%	0.0000
Volume	186,449	80,849	-105,600	-56.6%	546,361

Daily Pivots for day following 05-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8994	0.8964	0.8867
R3	0.8948	0.8918	0.8854
R2	0.8901	0.8901	0.8850
R1	0.8871	0.8871	0.8846	0.8863
PP	0.8855	0.8855	0.8855	0.8851
S1	0.8825	0.8825	0.8837	0.8817
S2	0.8808	0.8808	0.8833
S3	0.8762	0.8778	0.8829
S4	0.8715	0.8732	0.8816

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	0.8794	0.0097	1.1%	0.0046	0.5%	49%	False	False	115,802
10	0.8892	0.8781	0.0111	1.3%	0.0045	0.5%	55%	False	False	111,469
20	0.8919	0.8768	0.0152	1.7%	0.0048	0.5%	49%	False	False	128,035
40	0.9012	0.8768	0.0244	2.8%	0.0051	0.6%	30%	False	False	143,071
60	0.9062	0.8768	0.0295	3.3%	0.0049	0.6%	25%	False	False	132,690
80	0.9184	0.8768	0.0417	4.7%	0.0049	0.6%	18%	False	False	100,823
100	0.9184	0.8768	0.0417	4.7%	0.0048	0.5%	18%	False	False	80,673
120	0.9257	0.8768	0.0489	5.5%	0.0047	0.5%	15%	False	False	67,233

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9082
2.618	0.9006
1.618	0.8960
1.000	0.8931
0.618	0.8913
HIGH	0.8885
0.618	0.8867
0.500	0.8861
0.382	0.8856
LOW	0.8838
0.618	0.8809
1.000	0.8792
1.618	0.8763
2.618	0.8716
4.250	0.8640

Fisher Pivots for day following 05-Dec-2018
Pivot	1 day	3 day
R1	0.8861	0.8842
PP	0.8855	0.8842
S1	0.8848	0.8842

Download as Excel Spreadsheet

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

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