CME Japanese Yen Future March 2019

Trading Metrics calculated at close of trading on 16-Jan-2019

Day Change Summary
	Previous	Current
	15-Jan-2019	16-Jan-2019	Change	Change %	Previous Week
Open	0.9290	0.9248	-0.0042	-0.5%	0.9272
High	0.9293	0.9273	-0.0020	-0.2%	0.9326
Low	0.9237	0.9203	-0.0035	-0.4%	0.9217
Close	0.9256	0.9227	-0.0029	-0.3%	0.9263
Range	0.0056	0.0071	0.0015	25.9%	0.0110
ATR	0.0070	0.0070	0.0000	0.1%	0.0000
Volume	122,161	103,355	-18,806	-15.4%	618,493

Daily Pivots for day following 16-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9446	0.9407	0.9265
R3	0.9375	0.9336	0.9246
R2	0.9305	0.9305	0.9239
R1	0.9266	0.9266	0.9233	0.9250
PP	0.9234	0.9234	0.9234	0.9226
S1	0.9195	0.9195	0.9220	0.9179
S2	0.9164	0.9164	0.9214
S3	0.9093	0.9125	0.9207
S4	0.9023	0.9054	0.9188

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	0.9203	0.0124	1.3%	0.0055	0.6%	19%	False	True	103,628
10	0.9459	0.9203	0.0256	2.8%	0.0075	0.8%	9%	False	True	138,821
20	0.9459	0.8932	0.0527	5.7%	0.0075	0.8%	56%	False	False	139,448
40	0.9459	0.8856	0.0603	6.5%	0.0060	0.7%	61%	False	False	84,919
60	0.9459	0.8845	0.0614	6.6%	0.0054	0.6%	62%	False	False	56,820
80	0.9459	0.8845	0.0614	6.6%	0.0051	0.6%	62%	False	False	42,649
100	0.9459	0.8845	0.0614	6.6%	0.0043	0.5%	62%	False	False	34,122

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9573
2.618	0.9458
1.618	0.9387
1.000	0.9344
0.618	0.9317
HIGH	0.9273
0.618	0.9246
0.500	0.9238
0.382	0.9229
LOW	0.9203
0.618	0.9159
1.000	0.9132
1.618	0.9088
2.618	0.9018
4.250	0.8903

Fisher Pivots for day following 16-Jan-2019
Pivot	1 day	3 day
R1	0.9238	0.9255
PP	0.9234	0.9245
S1	0.9230	0.9236

Download as Excel Spreadsheet

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

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