CME Japanese Yen Future March 2019

Trading Metrics calculated at close of trading on 11-Dec-2018

Day Change Summary
	Previous	Current
	10-Dec-2018	11-Dec-2018	Change	Change %	Previous Week
Open	0.8956	0.8906	-0.0050	-0.6%	0.8867
High	0.8987	0.8926	-0.0061	-0.7%	0.8990
Low	0.8897	0.8889	-0.0008	-0.1%	0.8867
Close	0.8911	0.8895	-0.0016	-0.2%	0.8957
Range	0.0090	0.0037	-0.0054	-59.4%	0.0124
ATR	0.0048	0.0047	-0.0001	-1.7%	0.0000
Volume	45,827	40,548	-5,279	-11.5%	62,606

Daily Pivots for day following 11-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9013	0.8990	0.8915
R3	0.8976	0.8954	0.8905
R2	0.8940	0.8940	0.8901
R1	0.8917	0.8917	0.8898	0.8910
PP	0.8903	0.8903	0.8903	0.8900
S1	0.8881	0.8881	0.8891	0.8874
S2	0.8867	0.8867	0.8888
S3	0.8830	0.8844	0.8884
S4	0.8794	0.8808	0.8874

Weekly Pivots for week ending 07-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9308	0.9256	0.9024
R3	0.9185	0.9132	0.8990
R2	0.9061	0.9061	0.8979
R1	0.9009	0.9009	0.8968	0.9035
PP	0.8938	0.8938	0.8938	0.8951
S1	0.8885	0.8885	0.8945	0.8912
S2	0.8814	0.8814	0.8934
S3	0.8691	0.8762	0.8923
S4	0.8567	0.8638	0.8889

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8990	0.8889	0.0101	1.1%	0.0055	0.6%	5%	False	True	27,606
10	0.8990	0.8856	0.0134	1.5%	0.0049	0.6%	29%	False	False	16,094
20	0.8991	0.8856	0.0135	1.5%	0.0045	0.5%	29%	False	False	8,677
40	0.9079	0.8845	0.0234	2.6%	0.0043	0.5%	21%	False	False	4,516
60	0.9079	0.8845	0.0234	2.6%	0.0042	0.5%	21%	False	False	3,039
80	0.9220	0.8845	0.0375	4.2%	0.0033	0.4%	13%	False	False	2,281

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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9081
2.618	0.9021
1.618	0.8985
1.000	0.8962
0.618	0.8948
HIGH	0.8926
0.618	0.8912
0.500	0.8907
0.382	0.8903
LOW	0.8889
0.618	0.8866
1.000	0.8853
1.618	0.8830
2.618	0.8793
4.250	0.8734

Fisher Pivots for day following 11-Dec-2018
Pivot	1 day	3 day
R1	0.8907	0.8938
PP	0.8903	0.8923
S1	0.8899	0.8909

Download as Excel Spreadsheet

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

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