CME Japanese Yen Future March 2019

Trading Metrics calculated at close of trading on 07-Jan-2019

Day Change Summary
	Previous	Current
	04-Jan-2019	07-Jan-2019	Change	Change %	Previous Week
Open	0.9341	0.9272	-0.0069	-0.7%	0.9118
High	0.9355	0.9310	-0.0045	-0.5%	0.9459
Low	0.9261	0.9247	-0.0015	-0.2%	0.9104
Close	0.9268	0.9259	-0.0009	-0.1%	0.9268
Range	0.0094	0.0064	-0.0030	-32.1%	0.0355
ATR	0.0077	0.0076	-0.0001	-1.3%	0.0000
Volume	211,606	141,414	-70,192	-33.2%	712,805

Daily Pivots for day following 07-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9462	0.9424	0.9294
R3	0.9399	0.9361	0.9276
R2	0.9335	0.9335	0.9271
R1	0.9297	0.9297	0.9265	0.9285
PP	0.9272	0.9272	0.9272	0.9266
S1	0.9234	0.9234	0.9253	0.9221
S2	0.9208	0.9208	0.9247
S3	0.9145	0.9170	0.9242
S4	0.9081	0.9107	0.9224

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	0.9104	0.0355	3.8%	0.0098	1.1%	44%	False	False	170,843
10	0.9459	0.9036	0.0423	4.6%	0.0085	0.9%	53%	False	False	150,663
20	0.9459	0.8865	0.0594	6.4%	0.0071	0.8%	66%	False	False	127,699
40	0.9459	0.8845	0.0614	6.6%	0.0057	0.6%	67%	False	False	65,620
60	0.9459	0.8845	0.0614	6.6%	0.0052	0.6%	67%	False	False	43,849
80	0.9459	0.8845	0.0614	6.6%	0.0048	0.5%	67%	False	False	32,906
100	0.9459	0.8845	0.0614	6.6%	0.0039	0.4%	67%	False	False	26,325

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0015
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.9580
2.618	0.9476
1.618	0.9413
1.000	0.9374
0.618	0.9349
HIGH	0.9310
0.618	0.9286
0.500	0.9278
0.382	0.9271
LOW	0.9247
0.618	0.9207
1.000	0.9183
1.618	0.9144
2.618	0.9080
4.250	0.8977

Fisher Pivots for day following 07-Jan-2019
Pivot	1 day	3 day
R1	0.9278	0.9353
PP	0.9272	0.9321
S1	0.9265	0.9290

Download as Excel Spreadsheet

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

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