CME Japanese Yen Future March 2019

Trading Metrics calculated at close of trading on 23-Jan-2019

Day Change Summary
	Previous	Current
	22-Jan-2019	23-Jan-2019	Change	Change %	Previous Week
Open	0.9153	0.9184	0.0032	0.3%	0.9263
High	0.9203	0.9186	-0.0017	-0.2%	0.9307
Low	0.9151	0.9130	-0.0022	-0.2%	0.9141
Close	0.9191	0.9163	-0.0027	-0.3%	0.9150
Range	0.0052	0.0057	0.0005	8.7%	0.0166
ATR	0.0068	0.0068	-0.0001	-0.7%	0.0000
Volume	129,417	103,657	-25,760	-19.9%	542,821

Daily Pivots for day following 23-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9329	0.9303	0.9195
R3	0.9273	0.9246	0.9179
R2	0.9216	0.9216	0.9174
R1	0.9190	0.9190	0.9169	0.9175
PP	0.9160	0.9160	0.9160	0.9152
S1	0.9133	0.9133	0.9158	0.9118
S2	0.9103	0.9103	0.9153
S3	0.9047	0.9077	0.9148
S4	0.8990	0.9020	0.9132

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	0.9273	0.9130	0.0144	1.6%	0.0062	0.7%	24%	False	True	115,323
10	0.9326	0.9130	0.0197	2.1%	0.0061	0.7%	17%	False	True	113,093
20	0.9459	0.9037	0.0422	4.6%	0.0073	0.8%	30%	False	False	129,276
40	0.9459	0.8856	0.0603	6.6%	0.0063	0.7%	51%	False	False	96,691
60	0.9459	0.8845	0.0614	6.7%	0.0055	0.6%	52%	False	False	64,679
80	0.9459	0.8845	0.0614	6.7%	0.0053	0.6%	52%	False	False	48,562
100	0.9459	0.8845	0.0614	6.7%	0.0045	0.5%	52%	False	False	38,855

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9426
2.618	0.9334
1.618	0.9277
1.000	0.9243
0.618	0.9221
HIGH	0.9186
0.618	0.9164
0.500	0.9158
0.382	0.9151
LOW	0.9130
0.618	0.9095
1.000	0.9073
1.618	0.9038
2.618	0.8982
4.250	0.8889

Fisher Pivots for day following 23-Jan-2019
Pivot	1 day	3 day
R1	0.9162	0.9171
PP	0.9160	0.9168
S1	0.9158	0.9166

Download as Excel Spreadsheet

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

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