CME Japanese Yen Future March 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	0.8878	0.8901	0.0023	0.3%	0.8940
High	0.8919	0.8936	0.0017	0.2%	0.8953
Low	0.8872	0.8897	0.0026	0.3%	0.8868
Close	0.8909	0.8898	-0.0011	-0.1%	0.8886
Range	0.0048	0.0039	-0.0009	-17.9%	0.0085
ATR	0.0044	0.0043	0.0000	-0.8%	0.0000
Volume	739	1,881	1,142	154.5%	1,870

Daily Pivots for day following 15-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9027	0.9002	0.8919
R3	0.8988	0.8963	0.8909
R2	0.8949	0.8949	0.8905
R1	0.8924	0.8924	0.8902	0.8917
PP	0.8910	0.8910	0.8910	0.8907
S1	0.8885	0.8885	0.8894	0.8878
S2	0.8871	0.8871	0.8891
S3	0.8832	0.8846	0.8887
S4	0.8793	0.8807	0.8877

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	0.8936	0.8845	0.0091	1.0%	0.0039	0.4%	58%	True	False	898
10	0.8982	0.8845	0.0137	1.5%	0.0039	0.4%	39%	False	False	624
20	0.9079	0.8845	0.0234	2.6%	0.0041	0.5%	23%	False	False	470
40	0.9079	0.8845	0.0234	2.6%	0.0041	0.5%	23%	False	False	302
60	0.9167	0.8845	0.0322	3.6%	0.0031	0.3%	16%	False	False	205

Crabel Price Patterns
NR	True
NR4	False
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	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9102
2.618	0.9038
1.618	0.8999
1.000	0.8975
0.618	0.8960
HIGH	0.8936
0.618	0.8921
0.500	0.8917
0.382	0.8912
LOW	0.8897
0.618	0.8873
1.000	0.8858
1.618	0.8834
2.618	0.8795
4.250	0.8731

Fisher Pivots for day following 15-Nov-2018
Pivot	1 day	3 day
R1	0.8917	0.8898
PP	0.8910	0.8898
S1	0.8904	0.8898

Download as Excel Spreadsheet

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

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