CME Japanese Yen Future March 2019

Trading Metrics calculated at close of trading on 03-Jan-2019

Day Change Summary
	Previous	Current
	02-Jan-2019	03-Jan-2019	Change	Change %	Previous Week
Open	0.9172	0.9404	0.0232	2.5%	0.9070
High	0.9251	0.9459	0.0208	2.2%	0.9140
Low	0.9166	0.9286	0.0120	1.3%	0.9037
Close	0.9211	0.9335	0.0124	1.3%	0.9111
Range	0.0085	0.0173	0.0088	104.1%	0.0103
ATR	0.0063	0.0076	0.0013	21.0%	0.0000
Volume	173,386	255,480	82,094	47.3%	478,345

Daily Pivots for day following 03-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9877	0.9778	0.9429
R3	0.9705	0.9606	0.9382
R2	0.9532	0.9532	0.9366
R1	0.9433	0.9433	0.9350	0.9397
PP	0.9360	0.9360	0.9360	0.9341
S1	0.9261	0.9261	0.9319	0.9224
S2	0.9187	0.9187	0.9303
S3	0.9015	0.9088	0.9287
S4	0.8842	0.8916	0.9240

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	0.9459	0.9039	0.0420	4.5%	0.0094	1.0%	70%	True	False	154,099
10	0.9459	0.8946	0.0513	5.5%	0.0088	0.9%	76%	True	False	152,732
20	0.9459	0.8865	0.0594	6.4%	0.0069	0.7%	79%	True	False	111,751
40	0.9459	0.8845	0.0614	6.6%	0.0055	0.6%	80%	True	False	56,804
60	0.9459	0.8845	0.0614	6.6%	0.0051	0.5%	80%	True	False	37,967
80	0.9459	0.8845	0.0614	6.6%	0.0046	0.5%	80%	True	False	28,493
100	0.9459	0.8845	0.0614	6.6%	0.0038	0.4%	80%	True	False	22,795

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 101 trading days

Fibonacci Retracements and Extensions
4.250	1.0192
2.618	0.9910
1.618	0.9738
1.000	0.9631
0.618	0.9565
HIGH	0.9459
0.618	0.9393
0.500	0.9372
0.382	0.9352
LOW	0.9286
0.618	0.9179
1.000	0.9114
1.618	0.9007
2.618	0.8834
4.250	0.8553

Fisher Pivots for day following 03-Jan-2019
Pivot	1 day	3 day
R1	0.9372	0.9317
PP	0.9360	0.9299
S1	0.9347	0.9281

Download as Excel Spreadsheet

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

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