CME Japanese Yen Future March 2019

Trading Metrics calculated at close of trading on 21-Nov-2018

Day Change Summary
	Previous	Current
	20-Nov-2018	21-Nov-2018	Change	Change %	Previous Week
Open	0.8985	0.8966	-0.0019	-0.2%	0.8879
High	0.8991	0.8966	-0.0025	-0.3%	0.8966
Low	0.8951	0.8927	-0.0024	-0.3%	0.8845
Close	0.8960	0.8933	-0.0028	-0.3%	0.8956
Range	0.0040	0.0039	-0.0001	-2.5%	0.0121
ATR	0.0044	0.0043	0.0000	-0.8%	0.0000
Volume	654	178	-476	-72.8%	6,788

Daily Pivots for day following 21-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9059	0.9035	0.8954
R3	0.9020	0.8996	0.8943
R2	0.8981	0.8981	0.8940
R1	0.8957	0.8957	0.8936	0.8949
PP	0.8942	0.8942	0.8942	0.8938
S1	0.8918	0.8918	0.8929	0.8910
S2	0.8903	0.8903	0.8925
S3	0.8864	0.8879	0.8922
S4	0.8825	0.8840	0.8911

Weekly Pivots for week ending 16-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9285	0.9242	0.9023
R3	0.9164	0.9121	0.8989
R2	0.9043	0.9043	0.8978
R1	0.9000	0.9000	0.8967	0.9021
PP	0.8922	0.8922	0.8922	0.8933
S1	0.8879	0.8879	0.8945	0.8901
S2	0.8801	0.8801	0.8934
S3	0.8680	0.8758	0.8923
S4	0.8559	0.8637	0.8889

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8991	0.8897	0.0094	1.1%	0.0041	0.5%	38%	False	False	1,408
10	0.8991	0.8845	0.0146	1.6%	0.0039	0.4%	60%	False	False	979
20	0.9079	0.8845	0.0234	2.6%	0.0043	0.5%	37%	False	False	695
40	0.9079	0.8845	0.0234	2.6%	0.0043	0.5%	37%	False	False	429
60	0.9167	0.8845	0.0322	3.6%	0.0033	0.4%	27%	False	False	291

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	0.0006
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9132
2.618	0.9068
1.618	0.9029
1.000	0.9005
0.618	0.8990
HIGH	0.8966
0.618	0.8951
0.500	0.8946
0.382	0.8942
LOW	0.8927
0.618	0.8903
1.000	0.8888
1.618	0.8864
2.618	0.8825
4.250	0.8761

Fisher Pivots for day following 21-Nov-2018
Pivot	1 day	3 day
R1	0.8946	0.8959
PP	0.8942	0.8950
S1	0.8937	0.8941

Download as Excel Spreadsheet

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

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