CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 13-Dec-2018

Day Change Summary
	Previous	Current
	12-Dec-2018	13-Dec-2018	Change	Change %	Previous Week
Open	0.8823	0.8831	0.0008	0.1%	0.8803
High	0.8842	0.8835	-0.0007	-0.1%	0.8916
Low	0.8812	0.8796	-0.0017	-0.2%	0.8794
Close	0.8836	0.8804	-0.0032	-0.4%	0.8883
Range	0.0030	0.0040	0.0010	33.9%	0.0122
ATR	0.0049	0.0049	-0.0001	-1.4%	0.0000
Volume	156,081	164,774	8,693	5.6%	745,222

Daily Pivots for day following 13-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8930	0.8907	0.8826
R3	0.8891	0.8867	0.8815
R2	0.8851	0.8851	0.8811
R1	0.8828	0.8828	0.8808	0.8820
PP	0.8812	0.8812	0.8812	0.8808
S1	0.8788	0.8788	0.8800	0.8780
S2	0.8772	0.8772	0.8797
S3	0.8733	0.8749	0.8793
S4	0.8693	0.8709	0.8782

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	0.8914	0.8796	0.0119	1.3%	0.0045	0.5%	7%	False	True	159,777
10	0.8916	0.8794	0.0122	1.4%	0.0049	0.6%	8%	False	False	149,125
20	0.8919	0.8781	0.0139	1.6%	0.0048	0.5%	17%	False	False	138,149
40	0.9012	0.8768	0.0244	2.8%	0.0050	0.6%	15%	False	False	144,303
60	0.9012	0.8768	0.0244	2.8%	0.0050	0.6%	15%	False	False	139,922
80	0.9162	0.8768	0.0395	4.5%	0.0049	0.6%	9%	False	False	113,615
100	0.9184	0.8768	0.0417	4.7%	0.0048	0.5%	9%	False	False	90,934
120	0.9228	0.8768	0.0461	5.2%	0.0048	0.5%	8%	False	False	75,784

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	0.0010
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9003
2.618	0.8938
1.618	0.8899
1.000	0.8875
0.618	0.8859
HIGH	0.8835
0.618	0.8820
0.500	0.8815
0.382	0.8811
LOW	0.8796
0.618	0.8771
1.000	0.8756
1.618	0.8732
2.618	0.8692
4.250	0.8628

Fisher Pivots for day following 13-Dec-2018
Pivot	1 day	3 day
R1	0.8815	0.8824
PP	0.8812	0.8817
S1	0.8808	0.8811

Download as Excel Spreadsheet

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

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