CME Japanese Yen Future March 2019

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

Day Change Summary
	Previous	Current
	09-Nov-2018	12-Nov-2018	Change	Change %	Previous Week
Open	0.8877	0.8879	0.0002	0.0%	0.8940
High	0.8894	0.8894	0.0000	0.0%	0.8953
Low	0.8868	0.8845	-0.0023	-0.3%	0.8868
Close	0.8886	0.8881	-0.0005	-0.1%	0.8886
Range	0.0026	0.0049	0.0023	88.5%	0.0085
ATR	0.0044	0.0044	0.0000	0.8%	0.0000
Volume	839	290	-549	-65.4%	1,870

Daily Pivots for day following 12-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9020	0.9000	0.8908
R3	0.8971	0.8951	0.8894
R2	0.8922	0.8922	0.8890
R1	0.8902	0.8902	0.8885	0.8912
PP	0.8873	0.8873	0.8873	0.8879
S1	0.8853	0.8853	0.8877	0.8863
S2	0.8824	0.8824	0.8872
S3	0.8775	0.8804	0.8868
S4	0.8726	0.8755	0.8854

Weekly Pivots for week ending 09-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9157	0.9107	0.8933
R3	0.9072	0.9022	0.8909
R2	0.8987	0.8987	0.8902
R1	0.8937	0.8937	0.8894	0.8920
PP	0.8902	0.8902	0.8902	0.8894
S1	0.8852	0.8852	0.8878	0.8835
S2	0.8817	0.8817	0.8870
S3	0.8732	0.8767	0.8863
S4	0.8647	0.8682	0.8839

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8953	0.8845	0.0108	1.2%	0.0040	0.4%	33%	False	True	326
10	0.8999	0.8845	0.0154	1.7%	0.0038	0.4%	23%	False	True	393
20	0.9079	0.8845	0.0234	2.6%	0.0042	0.5%	15%	False	True	356
40	0.9079	0.8845	0.0234	2.6%	0.0041	0.5%	15%	False	True	219
60	0.9220	0.8845	0.0375	4.2%	0.0029	0.3%	10%	False	True	150

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	0.0009
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9102
2.618	0.9022
1.618	0.8973
1.000	0.8943
0.618	0.8924
HIGH	0.8894
0.618	0.8875
0.500	0.8870
0.382	0.8864
LOW	0.8845
0.618	0.8815
1.000	0.8796
1.618	0.8766
2.618	0.8717
4.250	0.8637

Fisher Pivots for day following 12-Nov-2018
Pivot	1 day	3 day
R1	0.8877	0.8878
PP	0.8873	0.8876
S1	0.8870	0.8873

Download as Excel Spreadsheet

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

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