CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 07-Dec-2018

Day Change Summary
	Previous	Current
	06-Dec-2018	07-Dec-2018	Change	Change %	Previous Week
Open	0.8843	0.8879	0.0036	0.4%	0.8803
High	0.8916	0.8889	-0.0027	-0.3%	0.8916
Low	0.8842	0.8860	0.0018	0.2%	0.8794
Close	0.8884	0.8883	-0.0001	0.0%	0.8883
Range	0.0074	0.0029	-0.0045	-60.5%	0.0122
ATR	0.0051	0.0049	-0.0002	-3.1%	0.0000
Volume	227,386	141,997	-85,389	-37.6%	745,222

Daily Pivots for day following 07-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8964	0.8953	0.8899
R3	0.8935	0.8924	0.8891
R2	0.8906	0.8906	0.8888
R1	0.8895	0.8895	0.8886	0.8901
PP	0.8877	0.8877	0.8877	0.8880
S1	0.8866	0.8866	0.8880	0.8872
S2	0.8848	0.8848	0.8878
S3	0.8819	0.8837	0.8875
S4	0.8790	0.8808	0.8867

Weekly Pivots for week ending 07-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9229	0.9177	0.8950
R3	0.9107	0.9056	0.8916
R2	0.8986	0.8986	0.8905
R1	0.8934	0.8934	0.8894	0.8960
PP	0.8864	0.8864	0.8864	0.8877
S1	0.8813	0.8813	0.8872	0.8839
S2	0.8743	0.8743	0.8861
S3	0.8621	0.8691	0.8850
S4	0.8500	0.8570	0.8816

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%	0.0053	0.6%	73%	False	False	149,044
10	0.8916	0.8781	0.0135	1.5%	0.0047	0.5%	76%	False	False	129,158
20	0.8919	0.8768	0.0152	1.7%	0.0047	0.5%	76%	False	False	131,145
40	0.9012	0.8768	0.0244	2.7%	0.0050	0.6%	47%	False	False	141,450
60	0.9014	0.8768	0.0246	2.8%	0.0049	0.6%	47%	False	False	135,651
80	0.9184	0.8768	0.0417	4.7%	0.0049	0.6%	28%	False	False	105,433
100	0.9184	0.8768	0.0417	4.7%	0.0049	0.6%	28%	False	False	84,366
120	0.9257	0.8768	0.0489	5.5%	0.0047	0.5%	24%	False	False	70,311

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	0.9012
2.618	0.8965
1.618	0.8936
1.000	0.8918
0.618	0.8907
HIGH	0.8889
0.618	0.8878
0.500	0.8875
0.382	0.8871
LOW	0.8860
0.618	0.8842
1.000	0.8831
1.618	0.8813
2.618	0.8784
4.250	0.8737

Fisher Pivots for day following 07-Dec-2018
Pivot	1 day	3 day
R1	0.8880	0.8881
PP	0.8877	0.8879
S1	0.8875	0.8877

Download as Excel Spreadsheet

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

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