CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 10-Dec-2018

Day Change Summary
	Previous	Current
	07-Dec-2018	10-Dec-2018	Change	Change %	Previous Week
Open	0.8879	0.8884	0.0005	0.1%	0.8803
High	0.8889	0.8914	0.0025	0.3%	0.8916
Low	0.8860	0.8823	-0.0038	-0.4%	0.8794
Close	0.8883	0.8838	-0.0046	-0.5%	0.8883
Range	0.0029	0.0092	0.0063	215.5%	0.0122
ATR	0.0049	0.0052	0.0003	6.2%	0.0000
Volume	141,997	193,662	51,665	36.4%	745,222

Daily Pivots for day following 10-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9133	0.9077	0.8888
R3	0.9041	0.8985	0.8863
R2	0.8950	0.8950	0.8854
R1	0.8894	0.8894	0.8846	0.8876
PP	0.8858	0.8858	0.8858	0.8849
S1	0.8802	0.8802	0.8829	0.8784
S2	0.8767	0.8767	0.8821
S3	0.8675	0.8711	0.8812
S4	0.8584	0.8619	0.8787

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	0.8808	0.0108	1.2%	0.0065	0.7%	28%	False	False	166,068
10	0.8916	0.8781	0.0135	1.5%	0.0050	0.6%	42%	False	False	137,344
20	0.8919	0.8768	0.0152	1.7%	0.0050	0.6%	46%	False	False	134,886
40	0.9012	0.8768	0.0244	2.8%	0.0051	0.6%	29%	False	False	142,439
60	0.9014	0.8768	0.0246	2.8%	0.0050	0.6%	28%	False	False	136,788
80	0.9184	0.8768	0.0417	4.7%	0.0050	0.6%	17%	False	False	107,853
100	0.9184	0.8768	0.0417	4.7%	0.0049	0.6%	17%	False	False	86,303
120	0.9257	0.8768	0.0489	5.5%	0.0048	0.5%	14%	False	False	71,925

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 99 trading days

Fibonacci Retracements and Extensions
4.250	0.9303
2.618	0.9154
1.618	0.9062
1.000	0.9006
0.618	0.8971
HIGH	0.8914
0.618	0.8879
0.500	0.8868
0.382	0.8857
LOW	0.8823
0.618	0.8766
1.000	0.8731
1.618	0.8674
2.618	0.8583
4.250	0.8434

Fisher Pivots for day following 10-Dec-2018
Pivot	1 day	3 day
R1	0.8868	0.8869
PP	0.8858	0.8859
S1	0.8848	0.8848

Download as Excel Spreadsheet

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

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