CME Japanese Yen Future March 2019

Trading Metrics calculated at close of trading on 26-Dec-2018

Day Change Summary
	Previous	Current
	24-Dec-2018	26-Dec-2018	Change	Change %	Previous Week
Open	0.9070	0.9140	0.0070	0.8%	0.8893
High	0.9134	0.9140	0.0007	0.1%	0.9089
Low	0.9057	0.9037	-0.0020	-0.2%	0.8879
Close	0.9123	0.9041	-0.0082	-0.9%	0.9048
Range	0.0077	0.0103	0.0026	33.8%	0.0210
ATR	0.0055	0.0059	0.0003	6.2%	0.0000
Volume	88,585	120,463	31,878	36.0%	801,002

Daily Pivots for day following 26-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9382	0.9315	0.9098
R3	0.9279	0.9212	0.9070
R2	0.9176	0.9176	0.9060
R1	0.9109	0.9109	0.9051	0.9091
PP	0.9073	0.9073	0.9073	0.9064
S1	0.9006	0.9006	0.9032	0.8988
S2	0.8970	0.8970	0.9023
S3	0.8867	0.8903	0.9013
S4	0.8764	0.8800	0.8985

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	0.9140	0.8946	0.0195	2.2%	0.0083	0.9%	49%	True	False	151,365
10	0.9140	0.8865	0.0276	3.0%	0.0064	0.7%	64%	True	False	132,649
20	0.9140	0.8856	0.0284	3.1%	0.0056	0.6%	65%	True	False	74,371
40	0.9140	0.8845	0.0295	3.3%	0.0048	0.5%	67%	True	False	37,599
60	0.9140	0.8845	0.0295	3.3%	0.0048	0.5%	67%	True	False	25,137
80	0.9159	0.8845	0.0314	3.5%	0.0040	0.4%	63%	False	False	18,862

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9578
2.618	0.9410
1.618	0.9307
1.000	0.9243
0.618	0.9204
HIGH	0.9140
0.618	0.9101
0.500	0.9089
0.382	0.9076
LOW	0.9037
0.618	0.8973
1.000	0.8934
1.618	0.8870
2.618	0.8767
4.250	0.8599

Fisher Pivots for day following 26-Dec-2018
Pivot	1 day	3 day
R1	0.9089	0.9088
PP	0.9073	0.9072
S1	0.9057	0.9057

Download as Excel Spreadsheet

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

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