CME Japanese Yen Future March 2019

Trading Metrics calculated at close of trading on 15-Jan-2019

Day Change Summary
	Previous	Current
	14-Jan-2019	15-Jan-2019	Change	Change %	Previous Week
Open	0.9263	0.9290	0.0027	0.3%	0.9272
High	0.9307	0.9293	-0.0014	-0.1%	0.9326
Low	0.9262	0.9237	-0.0025	-0.3%	0.9217
Close	0.9288	0.9256	-0.0033	-0.3%	0.9263
Range	0.0045	0.0056	0.0011	24.4%	0.0110
ATR	0.0071	0.0070	-0.0001	-1.5%	0.0000
Volume	77,116	122,161	45,045	58.4%	618,493

Daily Pivots for day following 15-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9430	0.9399	0.9286
R3	0.9374	0.9343	0.9271
R2	0.9318	0.9318	0.9266
R1	0.9287	0.9287	0.9261	0.9274
PP	0.9262	0.9262	0.9262	0.9256
S1	0.9231	0.9231	0.9250	0.9218
S2	0.9206	0.9206	0.9245
S3	0.9150	0.9175	0.9240
S4	0.9094	0.9119	0.9225

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	0.9223	0.0104	1.1%	0.0059	0.6%	32%	False	False	110,863
10	0.9459	0.9166	0.0293	3.2%	0.0076	0.8%	31%	False	False	145,824
20	0.9459	0.8879	0.0580	6.3%	0.0075	0.8%	65%	False	False	140,496
40	0.9459	0.8856	0.0603	6.5%	0.0060	0.6%	66%	False	False	82,413
60	0.9459	0.8845	0.0614	6.6%	0.0054	0.6%	67%	False	False	55,099
80	0.9459	0.8845	0.0614	6.6%	0.0050	0.5%	67%	False	False	41,357
100	0.9459	0.8845	0.0614	6.6%	0.0042	0.5%	67%	False	False	33,089

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9531
2.618	0.9440
1.618	0.9384
1.000	0.9349
0.618	0.9328
HIGH	0.9293
0.618	0.9272
0.500	0.9265
0.382	0.9258
LOW	0.9237
0.618	0.9202
1.000	0.9181
1.618	0.9146
2.618	0.9090
4.250	0.8999

Fisher Pivots for day following 15-Jan-2019
Pivot	1 day	3 day
R1	0.9265	0.9272
PP	0.9262	0.9266
S1	0.9259	0.9261

Download as Excel Spreadsheet

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

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