CME Japanese Yen Future March 2019

Trading Metrics calculated at close of trading on 12-Dec-2018

Day Change Summary
	Previous	Current
	11-Dec-2018	12-Dec-2018	Change	Change %	Previous Week
Open	0.8906	0.8895	-0.0012	-0.1%	0.8867
High	0.8926	0.8914	-0.0012	-0.1%	0.8990
Low	0.8889	0.8884	-0.0005	-0.1%	0.8867
Close	0.8895	0.8908	0.0013	0.1%	0.8957
Range	0.0037	0.0030	-0.0007	-17.8%	0.0124
ATR	0.0047	0.0046	-0.0001	-2.6%	0.0000
Volume	40,548	76,668	36,120	89.1%	62,606

Daily Pivots for day following 12-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8992	0.8980	0.8924
R3	0.8962	0.8950	0.8916
R2	0.8932	0.8932	0.8913
R1	0.8920	0.8920	0.8910	0.8926
PP	0.8902	0.8902	0.8902	0.8905
S1	0.8890	0.8890	0.8905	0.8896
S2	0.8872	0.8872	0.8902
S3	0.8842	0.8860	0.8899
S4	0.8812	0.8830	0.8891

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	0.8884	0.0106	1.2%	0.0051	0.6%	22%	False	True	39,720
10	0.8990	0.8867	0.0124	1.4%	0.0048	0.5%	33%	False	False	23,664
20	0.8991	0.8856	0.0135	1.5%	0.0045	0.5%	38%	False	False	12,473
40	0.9079	0.8845	0.0234	2.6%	0.0043	0.5%	27%	False	False	6,427
60	0.9079	0.8845	0.0234	2.6%	0.0042	0.5%	27%	False	False	4,316
80	0.9206	0.8845	0.0361	4.1%	0.0033	0.4%	17%	False	False	3,240

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9042
2.618	0.8993
1.618	0.8963
1.000	0.8944
0.618	0.8933
HIGH	0.8914
0.618	0.8903
0.500	0.8899
0.382	0.8895
LOW	0.8884
0.618	0.8865
1.000	0.8854
1.618	0.8835
2.618	0.8805
4.250	0.8757

Fisher Pivots for day following 12-Dec-2018
Pivot	1 day	3 day
R1	0.8905	0.8935
PP	0.8902	0.8926
S1	0.8899	0.8917

Download as Excel Spreadsheet

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

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