CME Japanese Yen Future March 2019

Trading Metrics calculated at close of trading on 17-Jan-2019

Day Change Summary
	Previous	Current
	16-Jan-2019	17-Jan-2019	Change	Change %	Previous Week
Open	0.9248	0.9207	-0.0041	-0.4%	0.9272
High	0.9273	0.9243	-0.0030	-0.3%	0.9326
Low	0.9203	0.9181	-0.0022	-0.2%	0.9217
Close	0.9227	0.9195	-0.0032	-0.3%	0.9263
Range	0.0071	0.0063	-0.0008	-11.3%	0.0110
ATR	0.0070	0.0069	-0.0001	-0.7%	0.0000
Volume	103,355	127,259	23,904	23.1%	618,493

Daily Pivots for day following 17-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9394	0.9357	0.9229
R3	0.9331	0.9294	0.9212
R2	0.9269	0.9269	0.9206
R1	0.9232	0.9232	0.9200	0.9219
PP	0.9206	0.9206	0.9206	0.9200
S1	0.9169	0.9169	0.9189	0.9156
S2	0.9144	0.9144	0.9183
S3	0.9081	0.9107	0.9177
S4	0.9019	0.9044	0.9160

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	0.9307	0.9181	0.0126	1.4%	0.0055	0.6%	11%	False	True	104,171
10	0.9355	0.9181	0.0174	1.9%	0.0064	0.7%	8%	False	True	125,999
20	0.9459	0.8946	0.0513	5.6%	0.0076	0.8%	49%	False	False	139,365
40	0.9459	0.8856	0.0603	6.6%	0.0061	0.7%	56%	False	False	88,070
60	0.9459	0.8845	0.0614	6.7%	0.0055	0.6%	57%	False	False	58,938
80	0.9459	0.8845	0.0614	6.7%	0.0051	0.6%	57%	False	False	44,240
100	0.9459	0.8845	0.0614	6.7%	0.0043	0.5%	57%	False	False	35,395

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9509
2.618	0.9407
1.618	0.9344
1.000	0.9306
0.618	0.9282
HIGH	0.9243
0.618	0.9219
0.500	0.9212
0.382	0.9204
LOW	0.9181
0.618	0.9142
1.000	0.9118
1.618	0.9079
2.618	0.9017
4.250	0.8915

Fisher Pivots for day following 17-Jan-2019
Pivot	1 day	3 day
R1	0.9212	0.9237
PP	0.9206	0.9223
S1	0.9200	0.9209

Download as Excel Spreadsheet

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

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