CME Japanese Yen Future March 2019

Trading Metrics calculated at close of trading on 11-Jan-2019

Day Change Summary
	Previous	Current
	10-Jan-2019	11-Jan-2019	Change	Change %	Previous Week
Open	0.9293	0.9268	-0.0025	-0.3%	0.9272
High	0.9326	0.9294	-0.0033	-0.3%	0.9326
Low	0.9261	0.9254	-0.0007	-0.1%	0.9217
Close	0.9270	0.9263	-0.0007	-0.1%	0.9263
Range	0.0065	0.0040	-0.0026	-39.2%	0.0110
ATR	0.0075	0.0073	-0.0003	-3.4%	0.0000
Volume	124,545	90,965	-33,580	-27.0%	618,493

Daily Pivots for day following 11-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9389	0.9365	0.9285
R3	0.9349	0.9326	0.9274
R2	0.9310	0.9310	0.9270
R1	0.9286	0.9286	0.9267	0.9278
PP	0.9270	0.9270	0.9270	0.9266
S1	0.9247	0.9247	0.9259	0.9239
S2	0.9231	0.9231	0.9256
S3	0.9191	0.9207	0.9252
S4	0.9152	0.9168	0.9241

Weekly Pivots for week ending 11-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9597	0.9540	0.9323
R3	0.9488	0.9430	0.9293
R2	0.9378	0.9378	0.9283
R1	0.9321	0.9321	0.9273	0.9295
PP	0.9269	0.9269	0.9269	0.9256
S1	0.9211	0.9211	0.9253	0.9185
S2	0.9159	0.9159	0.9243
S3	0.9050	0.9102	0.9233
S4	0.8940	0.8992	0.9203

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9326	0.9217	0.0110	1.2%	0.0062	0.7%	42%	False	False	123,698
10	0.9459	0.9065	0.0394	4.2%	0.0081	0.9%	50%	False	False	144,140
20	0.9459	0.8865	0.0594	6.4%	0.0074	0.8%	67%	False	False	142,520
40	0.9459	0.8856	0.0603	6.5%	0.0059	0.6%	68%	False	False	77,497
60	0.9459	0.8845	0.0614	6.6%	0.0053	0.6%	68%	False	False	51,792
80	0.9459	0.8845	0.0614	6.6%	0.0050	0.5%	68%	False	False	38,867
100	0.9459	0.8845	0.0614	6.6%	0.0042	0.4%	68%	False	False	31,096

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	0.0020
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	0.9461
2.618	0.9397
1.618	0.9357
1.000	0.9333
0.618	0.9318
HIGH	0.9294
0.618	0.9278
0.500	0.9274
0.382	0.9269
LOW	0.9254
0.618	0.9230
1.000	0.9215
1.618	0.9190
2.618	0.9151
4.250	0.9086

Fisher Pivots for day following 11-Jan-2019
Pivot	1 day	3 day
R1	0.9274	0.9274
PP	0.9270	0.9271
S1	0.9267	0.9267

Download as Excel Spreadsheet

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

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