CME Japanese Yen Future June 2019

Trading Metrics calculated at close of trading on 15-Nov-2018

Day Change Summary
	Previous	Current
	14-Nov-2018	15-Nov-2018	Change	Change %	Previous Week
Open	0.8981	0.9000	0.0019	0.2%	0.9004
High	0.8981	0.9000	0.0019	0.2%	0.9004
Low	0.8981	0.8969	-0.0013	-0.1%	0.8942
Close	0.8981	0.8969	-0.0013	-0.1%	0.8958
Range	0.0000	0.0032	0.0032		0.0062
ATR
Volume	0	8	8		8

Daily Pivots for day following 15-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9074	0.9053	0.8986
R3	0.9042	0.9021	0.8977
R2	0.9011	0.9011	0.8974
R1	0.8990	0.8990	0.8971	0.8984
PP	0.8979	0.8979	0.8979	0.8976
S1	0.8958	0.8958	0.8966	0.8953
S2	0.8948	0.8948	0.8963
S3	0.8916	0.8927	0.8960
S4	0.8885	0.8895	0.8951

Weekly Pivots for week ending 09-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9154	0.9118	0.8992
R3	0.9092	0.9056	0.8975
R2	0.9030	0.9030	0.8969
R1	0.8994	0.8994	0.8964	0.8981
PP	0.8968	0.8968	0.8968	0.8961
S1	0.8932	0.8932	0.8952	0.8919
S2	0.8906	0.8906	0.8947
S3	0.8844	0.8870	0.8941
S4	0.8782	0.8808	0.8924

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9000	0.8926	0.0075	0.8%	0.0014	0.2%	58%	True	False	4
10	0.9004	0.8926	0.0078	0.9%	0.0010	0.1%	55%	False	False	2

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0001
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9134
2.618	0.9082
1.618	0.9051
1.000	0.9032
0.618	0.9019
HIGH	0.9000
0.618	0.8988
0.500	0.8984
0.382	0.8981
LOW	0.8969
0.618	0.8949
1.000	0.8937
1.618	0.8918
2.618	0.8886
4.250	0.8835

Fisher Pivots for day following 15-Nov-2018
Pivot	1 day	3 day
R1	0.8984	0.8977
PP	0.8979	0.8974
S1	0.8974	0.8971

Download as Excel Spreadsheet

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

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