CME Japanese Yen Future March 2019

Trading Metrics calculated at close of trading on 28-Dec-2018

Day Change Summary
	Previous	Current
	27-Dec-2018	28-Dec-2018	Change	Change %	Previous Week
Open	0.9041	0.9066	0.0025	0.3%	0.9070
High	0.9108	0.9133	0.0025	0.3%	0.9140
Low	0.9039	0.9065	0.0026	0.3%	0.9037
Close	0.9084	0.9111	0.0027	0.3%	0.9111
Range	0.0069	0.0068	-0.0002	-2.2%	0.0103
ATR	0.0059	0.0060	0.0001	1.0%	0.0000
Volume	159,190	110,107	-49,083	-30.8%	478,345

Daily Pivots for day following 28-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9305	0.9275	0.9148
R3	0.9238	0.9208	0.9129
R2	0.9170	0.9170	0.9123
R1	0.9140	0.9140	0.9117	0.9155
PP	0.9103	0.9103	0.9103	0.9110
S1	0.9073	0.9073	0.9104	0.9088
S2	0.9035	0.9035	0.9098
S3	0.8968	0.9005	0.9092
S4	0.8900	0.8938	0.9073

Weekly Pivots for week ending 28-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9405	0.9361	0.9167
R3	0.9302	0.9258	0.9139
R2	0.9199	0.9199	0.9129
R1	0.9155	0.9155	0.9120	0.9177
PP	0.9096	0.9096	0.9096	0.9107
S1	0.9052	0.9052	0.9101	0.9074
S2	0.8993	0.8993	0.9092
S3	0.8890	0.8949	0.9082
S4	0.8787	0.8846	0.9054

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9140	0.9036	0.0105	1.1%	0.0072	0.8%	72%	False	False	130,482
10	0.9140	0.8868	0.0273	3.0%	0.0070	0.8%	89%	False	False	139,832
20	0.9140	0.8865	0.0276	3.0%	0.0060	0.7%	89%	False	False	87,676
40	0.9140	0.8845	0.0295	3.2%	0.0049	0.5%	90%	False	False	44,306
60	0.9140	0.8845	0.0295	3.2%	0.0049	0.5%	90%	False	False	29,624
80	0.9159	0.8845	0.0314	3.4%	0.0042	0.5%	85%	False	False	22,228

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9419
2.618	0.9309
1.618	0.9242
1.000	0.9200
0.618	0.9174
HIGH	0.9133
0.618	0.9107
0.500	0.9099
0.382	0.9091
LOW	0.9065
0.618	0.9023
1.000	0.8998
1.618	0.8956
2.618	0.8888
4.250	0.8778

Fisher Pivots for day following 28-Dec-2018
Pivot	1 day	3 day
R1	0.9107	0.9103
PP	0.9103	0.9096
S1	0.9099	0.9089

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

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