CME Japanese Yen Future March 2019

Trading Metrics calculated at close of trading on 09-Jan-2019

Day Change Summary
	Previous	Current
	08-Jan-2019	09-Jan-2019	Change	Change %	Previous Week
Open	0.9252	0.9242	-0.0010	-0.1%	0.9118
High	0.9272	0.9311	0.0040	0.4%	0.9459
Low	0.9217	0.9223	0.0006	0.1%	0.9104
Close	0.9255	0.9285	0.0031	0.3%	0.9268
Range	0.0055	0.0089	0.0034	60.9%	0.0355
ATR	0.0075	0.0076	0.0001	1.3%	0.0000
Volume	122,041	139,528	17,487	14.3%	712,805

Daily Pivots for day following 09-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9538	0.9500	0.9334
R3	0.9450	0.9412	0.9309
R2	0.9361	0.9361	0.9301
R1	0.9323	0.9323	0.9293	0.9342
PP	0.9273	0.9273	0.9273	0.9282
S1	0.9235	0.9235	0.9277	0.9254
S2	0.9184	0.9184	0.9269
S3	0.9096	0.9146	0.9261
S4	0.9007	0.9058	0.9236

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	0.9217	0.0242	2.6%	0.0095	1.0%	28%	False	False	174,013
10	0.9459	0.9037	0.0422	4.5%	0.0088	0.9%	59%	False	False	150,554
20	0.9459	0.8865	0.0594	6.4%	0.0072	0.8%	71%	False	False	137,606
40	0.9459	0.8845	0.0614	6.6%	0.0059	0.6%	72%	False	False	72,135
60	0.9459	0.8845	0.0614	6.6%	0.0053	0.6%	72%	False	False	48,206
80	0.9459	0.8845	0.0614	6.6%	0.0049	0.5%	72%	False	False	36,174
100	0.9459	0.8845	0.0614	6.6%	0.0041	0.4%	72%	False	False	28,941

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0016
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9687
2.618	0.9543
1.618	0.9454
1.000	0.9400
0.618	0.9366
HIGH	0.9311
0.618	0.9277
0.500	0.9267
0.382	0.9256
LOW	0.9223
0.618	0.9168
1.000	0.9134
1.618	0.9079
2.618	0.8991
4.250	0.8846

Fisher Pivots for day following 09-Jan-2019
Pivot	1 day	3 day
R1	0.9279	0.9278
PP	0.9273	0.9271
S1	0.9267	0.9264

Download as Excel Spreadsheet

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

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