CME Japanese Yen Future March 2019

Trading Metrics calculated at close of trading on 13-Dec-2018

Day Change Summary
	Previous	Current
	12-Dec-2018	13-Dec-2018	Change	Change %	Previous Week
Open	0.8895	0.8904	0.0009	0.1%	0.8867
High	0.8914	0.8907	-0.0008	-0.1%	0.8990
Low	0.8884	0.8865	-0.0020	-0.2%	0.8867
Close	0.8908	0.8873	-0.0035	-0.4%	0.8957
Range	0.0030	0.0042	0.0012	40.0%	0.0124
ATR	0.0046	0.0046	0.0000	-0.5%	0.0000
Volume	76,668	120,798	44,130	57.6%	62,606

Daily Pivots for day following 13-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9007	0.8982	0.8896
R3	0.8965	0.8940	0.8884
R2	0.8923	0.8923	0.8880
R1	0.8898	0.8898	0.8876	0.8890
PP	0.8881	0.8881	0.8881	0.8877
S1	0.8856	0.8856	0.8869	0.8848
S2	0.8839	0.8839	0.8865
S3	0.8797	0.8814	0.8861
S4	0.8755	0.8772	0.8849

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	0.8987	0.8865	0.0122	1.4%	0.0045	0.5%	7%	False	True	60,288
10	0.8990	0.8865	0.0126	1.4%	0.0049	0.6%	6%	False	True	35,520
20	0.8991	0.8856	0.0135	1.5%	0.0044	0.5%	12%	False	False	18,476
40	0.9079	0.8845	0.0234	2.6%	0.0043	0.5%	12%	False	False	9,443
60	0.9079	0.8845	0.0234	2.6%	0.0042	0.5%	12%	False	False	6,329
80	0.9206	0.8845	0.0361	4.1%	0.0034	0.4%	8%	False	False	4,750

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9085
2.618	0.9016
1.618	0.8974
1.000	0.8949
0.618	0.8932
HIGH	0.8907
0.618	0.8890
0.500	0.8886
0.382	0.8881
LOW	0.8865
0.618	0.8839
1.000	0.8823
1.618	0.8797
2.618	0.8755
4.250	0.8686

Fisher Pivots for day following 13-Dec-2018
Pivot	1 day	3 day
R1	0.8886	0.8895
PP	0.8881	0.8888
S1	0.8877	0.8880

Download as Excel Spreadsheet

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

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