CME Japanese Yen Future March 2019

Trading Metrics calculated at close of trading on 22-Jan-2019

Day Change Summary
	Previous	Current
	18-Jan-2019	22-Jan-2019	Change	Change %	Previous Week
Open	0.9198	0.9153	-0.0046	-0.5%	0.9263
High	0.9212	0.9203	-0.0009	-0.1%	0.9307
Low	0.9141	0.9151	0.0011	0.1%	0.9141
Close	0.9150	0.9191	0.0041	0.4%	0.9150
Range	0.0071	0.0052	-0.0019	-26.8%	0.0166
ATR	0.0069	0.0068	-0.0001	-1.7%	0.0000
Volume	112,930	129,417	16,487	14.6%	542,821

Daily Pivots for day following 22-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9337	0.9316	0.9219
R3	0.9285	0.9264	0.9205
R2	0.9233	0.9233	0.9200
R1	0.9212	0.9212	0.9195	0.9223
PP	0.9181	0.9181	0.9181	0.9187
S1	0.9160	0.9160	0.9186	0.9171
S2	0.9130	0.9130	0.9181
S3	0.9078	0.9108	0.9176
S4	0.9026	0.9056	0.9162

Weekly Pivots for week ending 18-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9697	0.9590	0.9241
R3	0.9531	0.9424	0.9196
R2	0.9365	0.9365	0.9180
R1	0.9258	0.9258	0.9165	0.9228
PP	0.9199	0.9199	0.9199	0.9184
S1	0.9092	0.9092	0.9135	0.9062
S2	0.9033	0.9033	0.9120
S3	0.8867	0.8926	0.9104
S4	0.8701	0.8760	0.9059

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9293	0.9141	0.0153	1.7%	0.0062	0.7%	33%	False	False	119,024
10	0.9326	0.9141	0.0186	2.0%	0.0060	0.7%	27%	False	False	114,931
20	0.9459	0.9036	0.0423	4.6%	0.0073	0.8%	37%	False	False	132,797
40	0.9459	0.8856	0.0603	6.6%	0.0062	0.7%	56%	False	False	94,108
60	0.9459	0.8845	0.0614	6.7%	0.0056	0.6%	56%	False	False	62,970
80	0.9459	0.8845	0.0614	6.7%	0.0053	0.6%	56%	False	False	47,268
100	0.9459	0.8845	0.0614	6.7%	0.0045	0.5%	56%	False	False	37,818

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9424
2.618	0.9339
1.618	0.9287
1.000	0.9255
0.618	0.9235
HIGH	0.9203
0.618	0.9183
0.500	0.9177
0.382	0.9171
LOW	0.9151
0.618	0.9119
1.000	0.9099
1.618	0.9067
2.618	0.9015
4.250	0.8930

Fisher Pivots for day following 22-Jan-2019
Pivot	1 day	3 day
R1	0.9186	0.9192
PP	0.9181	0.9191
S1	0.9177	0.9191

Download as Excel Spreadsheet

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

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