CME Japanese Yen Future March 2019

Trading Metrics calculated at close of trading on 04-Jan-2019

Day Change Summary
	Previous	Current
	03-Jan-2019	04-Jan-2019	Change	Change %	Previous Week
Open	0.9404	0.9341	-0.0063	-0.7%	0.9118
High	0.9459	0.9355	-0.0104	-1.1%	0.9459
Low	0.9286	0.9261	-0.0025	-0.3%	0.9104
Close	0.9335	0.9268	-0.0067	-0.7%	0.9268
Range	0.0173	0.0094	-0.0079	-45.8%	0.0355
ATR	0.0076	0.0077	0.0001	1.6%	0.0000
Volume	255,480	211,606	-43,874	-17.2%	712,805

Daily Pivots for day following 04-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9575	0.9515	0.9319
R3	0.9481	0.9421	0.9293
R2	0.9388	0.9388	0.9285
R1	0.9328	0.9328	0.9276	0.9311
PP	0.9294	0.9294	0.9294	0.9286
S1	0.9234	0.9234	0.9259	0.9218
S2	0.9201	0.9201	0.9250
S3	0.9107	0.9141	0.9242
S4	0.9014	0.9047	0.9216

Weekly Pivots for week ending 04-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	1.0340	1.0158	0.9462
R3	0.9986	0.9804	0.9365
R2	0.9631	0.9631	0.9332
R1	0.9449	0.9449	0.9300	0.9540
PP	0.9277	0.9277	0.9277	0.9322
S1	0.9095	0.9095	0.9235	0.9186
S2	0.8922	0.8922	0.9203
S3	0.8568	0.8740	0.9170
S4	0.8213	0.8386	0.9073

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9459	0.9065	0.0394	4.2%	0.0099	1.1%	51%	False	False	164,582
10	0.9459	0.8948	0.0511	5.5%	0.0093	1.0%	63%	False	False	158,638
20	0.9459	0.8865	0.0594	6.4%	0.0071	0.8%	68%	False	False	121,526
40	0.9459	0.8845	0.0614	6.6%	0.0057	0.6%	69%	False	False	62,090
60	0.9459	0.8845	0.0614	6.6%	0.0052	0.6%	69%	False	False	41,494
80	0.9459	0.8845	0.0614	6.6%	0.0047	0.5%	69%	False	False	31,138
100	0.9459	0.8845	0.0614	6.6%	0.0039	0.4%	69%	False	False	24,911

Crabel Price Patterns
NR	True
NR4	False
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	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9752
2.618	0.9599
1.618	0.9506
1.000	0.9448
0.618	0.9412
HIGH	0.9355
0.618	0.9319
0.500	0.9308
0.382	0.9297
LOW	0.9261
0.618	0.9203
1.000	0.9168
1.618	0.9110
2.618	0.9016
4.250	0.8864

Fisher Pivots for day following 04-Jan-2019
Pivot	1 day	3 day
R1	0.9308	0.9312
PP	0.9294	0.9297
S1	0.9281	0.9282

Download as Excel Spreadsheet

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

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