CME Japanese Yen Future March 2019

Trading Metrics calculated at close of trading on 04-Dec-2018

Day Change Summary
	Previous	Current
	03-Dec-2018	04-Dec-2018	Change	Change %	Previous Week
Open	0.8867	0.8887	0.0020	0.2%	0.8944
High	0.8900	0.8966	0.0066	0.7%	0.8946
Low	0.8867	0.8883	0.0016	0.2%	0.8856
Close	0.8878	0.8947	0.0069	0.8%	0.8884
Range	0.0033	0.0083	0.0050	151.5%	0.0090
ATR	0.0041	0.0044	0.0003	8.3%	0.0000
Volume	1,368	9,580	8,212	600.3%	15,688

Daily Pivots for day following 04-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9181	0.9147	0.8993
R3	0.9098	0.9064	0.8970
R2	0.9015	0.9015	0.8962
R1	0.8981	0.8981	0.8955	0.8998
PP	0.8932	0.8932	0.8932	0.8940
S1	0.8898	0.8898	0.8939	0.8915
S2	0.8849	0.8849	0.8932
S3	0.8766	0.8815	0.8924
S4	0.8683	0.8732	0.8901

Weekly Pivots for week ending 30-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9164	0.9113	0.8933
R3	0.9074	0.9024	0.8908
R2	0.8985	0.8985	0.8900
R1	0.8934	0.8934	0.8892	0.8915
PP	0.8895	0.8895	0.8895	0.8885
S1	0.8845	0.8845	0.8875	0.8825
S2	0.8806	0.8806	0.8867
S3	0.8716	0.8755	0.8859
S4	0.8627	0.8666	0.8834

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8966	0.8856	0.0110	1.2%	0.0043	0.5%	83%	True	False	4,581
10	0.8991	0.8856	0.0135	1.5%	0.0042	0.5%	67%	False	False	2,781
20	0.8991	0.8845	0.0146	1.6%	0.0041	0.5%	70%	False	False	1,857
40	0.9079	0.8845	0.0234	2.6%	0.0042	0.5%	44%	False	False	1,075
60	0.9124	0.8845	0.0279	3.1%	0.0038	0.4%	37%	False	False	741
80	0.9220	0.8845	0.0375	4.2%	0.0030	0.3%	27%	False	False	556

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Widest range in 81 trading days

Fibonacci Retracements and Extensions
4.250	0.9318
2.618	0.9183
1.618	0.9100
1.000	0.9049
0.618	0.9017
HIGH	0.8966
0.618	0.8934
0.500	0.8924
0.382	0.8914
LOW	0.8883
0.618	0.8831
1.000	0.8800
1.618	0.8748
2.618	0.8665
4.250	0.8530

Fisher Pivots for day following 04-Dec-2018
Pivot	1 day	3 day
R1	0.8939	0.8937
PP	0.8932	0.8926
S1	0.8924	0.8916

Download as Excel Spreadsheet

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

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