CME Japanese Yen Future March 2019

Trading Metrics calculated at close of trading on 24-Jan-2019

Day Change Summary
	Previous	Current
	23-Jan-2019	24-Jan-2019	Change	Change %	Previous Week
Open	0.9184	0.9162	-0.0022	-0.2%	0.9263
High	0.9186	0.9177	-0.0009	-0.1%	0.9307
Low	0.9130	0.9144	0.0015	0.2%	0.9141
Close	0.9163	0.9153	-0.0010	-0.1%	0.9150
Range	0.0057	0.0033	-0.0024	-41.6%	0.0166
ATR	0.0068	0.0065	-0.0002	-3.7%	0.0000
Volume	103,657	86,139	-17,518	-16.9%	542,821

Daily Pivots for day following 24-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9257	0.9238	0.9171
R3	0.9224	0.9205	0.9162
R2	0.9191	0.9191	0.9159
R1	0.9172	0.9172	0.9156	0.9165
PP	0.9158	0.9158	0.9158	0.9155
S1	0.9139	0.9139	0.9150	0.9132
S2	0.9125	0.9125	0.9147
S3	0.9092	0.9106	0.9144
S4	0.9059	0.9073	0.9135

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	0.9243	0.9130	0.0114	1.2%	0.0055	0.6%	21%	False	False	111,880
10	0.9326	0.9130	0.0197	2.1%	0.0055	0.6%	12%	False	False	107,754
20	0.9459	0.9037	0.0422	4.6%	0.0071	0.8%	28%	False	False	129,154
40	0.9459	0.8856	0.0603	6.6%	0.0062	0.7%	49%	False	False	98,827
60	0.9459	0.8845	0.0614	6.7%	0.0055	0.6%	50%	False	False	66,110
80	0.9459	0.8845	0.0614	6.7%	0.0053	0.6%	50%	False	False	49,636
100	0.9459	0.8845	0.0614	6.7%	0.0046	0.5%	50%	False	False	39,716

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0013
Narrowest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	0.9317
2.618	0.9263
1.618	0.9230
1.000	0.9210
0.618	0.9197
HIGH	0.9177
0.618	0.9164
0.500	0.9161
0.382	0.9157
LOW	0.9144
0.618	0.9124
1.000	0.9111
1.618	0.9091
2.618	0.9058
4.250	0.9004

Fisher Pivots for day following 24-Jan-2019
Pivot	1 day	3 day
R1	0.9161	0.9166
PP	0.9158	0.9162
S1	0.9156	0.9157

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

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