CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 06-Dec-2018

Day Change Summary
	Previous	Current
	05-Dec-2018	06-Dec-2018	Change	Change %	Previous Week
Open	0.8877	0.8843	-0.0035	-0.4%	0.8870
High	0.8885	0.8916	0.0031	0.3%	0.8873
Low	0.8838	0.8842	0.0004	0.0%	0.8781
Close	0.8842	0.8884	0.0042	0.5%	0.8812
Range	0.0047	0.0074	0.0027	58.1%	0.0093
ATR	0.0049	0.0051	0.0002	3.7%	0.0000
Volume	80,849	227,386	146,537	181.2%	546,361

Daily Pivots for day following 06-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9101	0.9066	0.8924
R3	0.9027	0.8992	0.8904
R2	0.8954	0.8954	0.8897
R1	0.8919	0.8919	0.8890	0.8936
PP	0.8880	0.8880	0.8880	0.8889
S1	0.8845	0.8845	0.8877	0.8863
S2	0.8807	0.8807	0.8870
S3	0.8733	0.8772	0.8863
S4	0.8660	0.8698	0.8843

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	0.8916	0.8794	0.0122	1.4%	0.0054	0.6%	74%	True	False	138,473
10	0.8916	0.8781	0.0135	1.5%	0.0048	0.5%	76%	True	False	123,811
20	0.8919	0.8768	0.0152	1.7%	0.0048	0.5%	77%	False	False	129,432
40	0.9012	0.8768	0.0244	2.7%	0.0051	0.6%	48%	False	False	144,919
60	0.9055	0.8768	0.0288	3.2%	0.0050	0.6%	40%	False	False	135,043
80	0.9184	0.8768	0.0417	4.7%	0.0050	0.6%	28%	False	False	103,660
100	0.9184	0.8768	0.0417	4.7%	0.0049	0.6%	28%	False	False	82,946
120	0.9257	0.8768	0.0489	5.5%	0.0048	0.5%	24%	False	False	69,128

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	0.0007
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9228
2.618	0.9108
1.618	0.9034
1.000	0.8989
0.618	0.8961
HIGH	0.8916
0.618	0.8887
0.500	0.8879
0.382	0.8870
LOW	0.8842
0.618	0.8797
1.000	0.8769
1.618	0.8723
2.618	0.8650
4.250	0.8530

Fisher Pivots for day following 06-Dec-2018
Pivot	1 day	3 day
R1	0.8882	0.8876
PP	0.8880	0.8869
S1	0.8879	0.8862

Download as Excel Spreadsheet

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

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