CME Japanese Yen Future March 2019

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

Day Change Summary
	Previous	Current
	12-Nov-2018	13-Nov-2018	Change	Change %	Previous Week
Open	0.8879	0.8882	0.0004	0.0%	0.8940
High	0.8894	0.8892	-0.0003	0.0%	0.8953
Low	0.8845	0.8860	0.0015	0.2%	0.8868
Close	0.8881	0.8881	0.0000	0.0%	0.8886
Range	0.0049	0.0032	-0.0018	-35.7%	0.0085
ATR	0.0044	0.0044	-0.0001	-2.1%	0.0000
Volume	290	745	455	156.9%	1,870

Daily Pivots for day following 13-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8972	0.8958	0.8898
R3	0.8941	0.8927	0.8890
R2	0.8909	0.8909	0.8887
R1	0.8895	0.8895	0.8884	0.8886
PP	0.8878	0.8878	0.8878	0.8873
S1	0.8864	0.8864	0.8878	0.8855
S2	0.8846	0.8846	0.8875
S3	0.8815	0.8832	0.8872
S4	0.8783	0.8801	0.8864

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%	0.0041	0.5%	33%	False	False	446
10	0.8982	0.8845	0.0137	1.5%	0.0037	0.4%	26%	False	False	409
20	0.9079	0.8845	0.0234	2.6%	0.0042	0.5%	15%	False	False	381
40	0.9079	0.8845	0.0234	2.6%	0.0040	0.5%	15%	False	False	237
60	0.9206	0.8845	0.0361	4.1%	0.0030	0.3%	10%	False	False	162

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9025
2.618	0.8974
1.618	0.8942
1.000	0.8923
0.618	0.8911
HIGH	0.8892
0.618	0.8879
0.500	0.8876
0.382	0.8872
LOW	0.8860
0.618	0.8841
1.000	0.8829
1.618	0.8809
2.618	0.8778
4.250	0.8726

Fisher Pivots for day following 13-Nov-2018
Pivot	1 day	3 day
R1	0.8879	0.8877
PP	0.8878	0.8873
S1	0.8876	0.8870

Download as Excel Spreadsheet

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

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