CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 12-Dec-2018

Day Change Summary
	Previous	Current
	11-Dec-2018	12-Dec-2018	Change	Change %	Previous Week
Open	0.8832	0.8823	-0.0010	-0.1%	0.8803
High	0.8853	0.8842	-0.0011	-0.1%	0.8916
Low	0.8817	0.8812	-0.0005	-0.1%	0.8794
Close	0.8822	0.8836	0.0014	0.2%	0.8883
Range	0.0036	0.0030	-0.0007	-18.1%	0.0122
ATR	0.0051	0.0049	-0.0002	-3.0%	0.0000
Volume	142,373	156,081	13,708	9.6%	745,222

Daily Pivots for day following 12-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8918	0.8906	0.8852
R3	0.8889	0.8877	0.8844
R2	0.8859	0.8859	0.8841
R1	0.8847	0.8847	0.8838	0.8853
PP	0.8830	0.8830	0.8830	0.8833
S1	0.8818	0.8818	0.8833	0.8824
S2	0.8800	0.8800	0.8830
S3	0.8771	0.8788	0.8827
S4	0.8741	0.8759	0.8819

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	0.8812	0.0104	1.2%	0.0052	0.6%	23%	False	True	172,299
10	0.8916	0.8794	0.0122	1.4%	0.0049	0.6%	34%	False	False	144,051
20	0.8919	0.8781	0.0139	1.6%	0.0048	0.5%	40%	False	False	137,548
40	0.9012	0.8768	0.0244	2.8%	0.0050	0.6%	28%	False	False	143,404
60	0.9012	0.8768	0.0244	2.8%	0.0050	0.6%	28%	False	False	138,605
80	0.9184	0.8768	0.0417	4.7%	0.0049	0.6%	16%	False	False	111,559
100	0.9184	0.8768	0.0417	4.7%	0.0048	0.5%	16%	False	False	89,286
120	0.9257	0.8768	0.0489	5.5%	0.0048	0.5%	14%	False	False	74,411

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8967
2.618	0.8919
1.618	0.8889
1.000	0.8871
0.618	0.8860
HIGH	0.8842
0.618	0.8830
0.500	0.8827
0.382	0.8823
LOW	0.8812
0.618	0.8794
1.000	0.8783
1.618	0.8764
2.618	0.8735
4.250	0.8687

Fisher Pivots for day following 12-Dec-2018
Pivot	1 day	3 day
R1	0.8833	0.8863
PP	0.8830	0.8854
S1	0.8827	0.8845

Download as Excel Spreadsheet

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

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