CME Japanese Yen Future March 2019

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

Day Change Summary
	Previous	Current
	20-Dec-2018	21-Dec-2018	Change	Change %	Previous Week
Open	0.8962	0.9052	0.0090	1.0%	0.8893
High	0.9089	0.9079	-0.0011	-0.1%	0.9089
Low	0.8948	0.9036	0.0088	1.0%	0.8879
Close	0.9065	0.9048	-0.0017	-0.2%	0.9048
Range	0.0142	0.0043	-0.0099	-69.6%	0.0210
ATR	0.0054	0.0053	-0.0001	-1.4%	0.0000
Volume	221,167	174,069	-47,098	-21.3%	801,002

Daily Pivots for day following 21-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9183	0.9158	0.9071
R3	0.9140	0.9115	0.9059
R2	0.9097	0.9097	0.9055
R1	0.9072	0.9072	0.9051	0.9063
PP	0.9054	0.9054	0.9054	0.9049
S1	0.9029	0.9029	0.9044	0.9020
S2	0.9011	0.9011	0.9040
S3	0.8968	0.8986	0.9036
S4	0.8925	0.8943	0.9024

Weekly Pivots for week ending 21-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9635	0.9551	0.9163
R3	0.9425	0.9341	0.9105
R2	0.9215	0.9215	0.9086
R1	0.9131	0.9131	0.9067	0.9173
PP	0.9005	0.9005	0.9005	0.9026
S1	0.8921	0.8921	0.9028	0.8963
S2	0.8795	0.8795	0.9009
S3	0.8585	0.8711	0.8990
S4	0.8375	0.8501	0.8932

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9089	0.8879	0.0210	2.3%	0.0069	0.8%	80%	False	False	160,200
10	0.9089	0.8865	0.0225	2.5%	0.0058	0.6%	82%	False	False	120,381
20	0.9089	0.8856	0.0233	2.6%	0.0052	0.6%	82%	False	False	64,105
40	0.9089	0.8845	0.0244	2.7%	0.0046	0.5%	83%	False	False	32,381
60	0.9089	0.8845	0.0244	2.7%	0.0046	0.5%	83%	False	False	21,657
80	0.9167	0.8845	0.0322	3.6%	0.0038	0.4%	63%	False	False	16,249

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9261
2.618	0.9191
1.618	0.9148
1.000	0.9122
0.618	0.9105
HIGH	0.9079
0.618	0.9062
0.500	0.9057
0.382	0.9052
LOW	0.9036
0.618	0.9009
1.000	0.8993
1.618	0.8966
2.618	0.8923
4.250	0.8853

Fisher Pivots for day following 21-Dec-2018
Pivot	1 day	3 day
R1	0.9057	0.9037
PP	0.9054	0.9027
S1	0.9051	0.9017

Download as Excel Spreadsheet

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

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