CME Japanese Yen Future June 2019

Trading Metrics calculated at close of trading on 25-Mar-2019

Day Change Summary
	Previous	Current
	22-Mar-2019	25-Mar-2019	Change	Change %	Previous Week
Open	0.9082	0.9153	0.0071	0.8%	0.9035
High	0.9174	0.9181	0.0008	0.1%	0.9174
Low	0.9079	0.9131	0.0052	0.6%	0.9014
Close	0.9146	0.9146	-0.0001	0.0%	0.9146
Range	0.0095	0.0050	-0.0044	-46.6%	0.0160
ATR	0.0049	0.0049	0.0000	0.3%	0.0000
Volume	185,167	130,697	-54,470	-29.4%	596,885

Daily Pivots for day following 25-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9304	0.9275	0.9173
R3	0.9254	0.9225	0.9159
R2	0.9203	0.9203	0.9155
R1	0.9174	0.9174	0.9150	0.9163
PP	0.9153	0.9153	0.9153	0.9147
S1	0.9124	0.9124	0.9141	0.9113
S2	0.9102	0.9102	0.9136
S3	0.9052	0.9073	0.9132
S4	0.9001	0.9023	0.9118

Weekly Pivots for week ending 22-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9591	0.9529	0.9234
R3	0.9431	0.9369	0.9190
R2	0.9271	0.9271	0.9175
R1	0.9209	0.9209	0.9161	0.9240
PP	0.9111	0.9111	0.9111	0.9127
S1	0.9049	0.9049	0.9131	0.9080
S2	0.8951	0.8951	0.9117
S3	0.8791	0.8889	0.9102
S4	0.8631	0.8729	0.9058

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9181	0.9014	0.0168	1.8%	0.0064	0.7%	79%	True	False	131,044
10	0.9181	0.9001	0.0181	2.0%	0.0051	0.6%	80%	True	False	106,029
20	0.9181	0.8991	0.0190	2.1%	0.0048	0.5%	81%	True	False	56,509
40	0.9314	0.8991	0.0323	3.5%	0.0042	0.5%	48%	False	False	28,502
60	0.9500	0.8991	0.0509	5.6%	0.0045	0.5%	30%	False	False	19,042
80	0.9500	0.8939	0.0561	6.1%	0.0042	0.5%	37%	False	False	14,294

Crabel Price Patterns
NR	True
NR4	True
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	0.0014
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9396
2.618	0.9314
1.618	0.9263
1.000	0.9232
0.618	0.9213
HIGH	0.9181
0.618	0.9162
0.500	0.9156
0.382	0.9150
LOW	0.9131
0.618	0.9100
1.000	0.9081
1.618	0.9049
2.618	0.8999
4.250	0.8916

Fisher Pivots for day following 25-Mar-2019
Pivot	1 day	3 day
R1	0.9156	0.9140
PP	0.9153	0.9134
S1	0.9149	0.9128

Download as Excel Spreadsheet

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

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