CME Japanese Yen Future March 2019

Trading Metrics calculated at close of trading on 24-Dec-2018

Day Change Summary
	Previous	Current
	21-Dec-2018	24-Dec-2018	Change	Change %	Previous Week
Open	0.9052	0.9070	0.0019	0.2%	0.8893
High	0.9079	0.9134	0.0055	0.6%	0.9089
Low	0.9036	0.9057	0.0021	0.2%	0.8879
Close	0.9048	0.9123	0.0076	0.8%	0.9048
Range	0.0043	0.0077	0.0034	79.1%	0.0210
ATR	0.0053	0.0055	0.0002	4.5%	0.0000
Volume	174,069	88,585	-85,484	-49.1%	801,002

Daily Pivots for day following 24-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9335	0.9306	0.9165
R3	0.9258	0.9229	0.9144
R2	0.9181	0.9181	0.9137
R1	0.9152	0.9152	0.9130	0.9167
PP	0.9104	0.9104	0.9104	0.9112
S1	0.9075	0.9075	0.9116	0.9090
S2	0.9027	0.9027	0.9109
S3	0.8950	0.8998	0.9102
S4	0.8873	0.8921	0.9081

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	0.9134	0.8932	0.0202	2.2%	0.0071	0.8%	95%	True	False	153,055
10	0.9134	0.8865	0.0269	2.9%	0.0057	0.6%	96%	True	False	124,657
20	0.9134	0.8856	0.0278	3.0%	0.0053	0.6%	96%	True	False	68,501
40	0.9134	0.8845	0.0289	3.2%	0.0047	0.5%	96%	True	False	34,589
60	0.9134	0.8845	0.0289	3.2%	0.0046	0.5%	96%	True	False	23,131
80	0.9167	0.8845	0.0322	3.5%	0.0039	0.4%	86%	False	False	17,357

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	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9461
2.618	0.9335
1.618	0.9258
1.000	0.9211
0.618	0.9181
HIGH	0.9134
0.618	0.9104
0.500	0.9095
0.382	0.9086
LOW	0.9057
0.618	0.9009
1.000	0.8980
1.618	0.8932
2.618	0.8855
4.250	0.8729

Fisher Pivots for day following 24-Dec-2018
Pivot	1 day	3 day
R1	0.9114	0.9096
PP	0.9104	0.9068
S1	0.9095	0.9041

Download as Excel Spreadsheet

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

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