CME Japanese Yen Future March 2019

Trading Metrics calculated at close of trading on 25-Jan-2019

Day Change Summary
	Previous	Current
	24-Jan-2019	25-Jan-2019	Change	Change %	Previous Week
Open	0.9162	0.9161	-0.0001	0.0%	0.9153
High	0.9177	0.9173	-0.0005	0.0%	0.9203
Low	0.9144	0.9130	-0.0014	-0.2%	0.9130
Close	0.9153	0.9157	0.0004	0.0%	0.9157
Range	0.0033	0.0043	0.0010	28.8%	0.0073
ATR	0.0065	0.0063	-0.0002	-2.5%	0.0000
Volume	86,139	103,022	16,883	19.6%	422,235

Daily Pivots for day following 25-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9281	0.9261	0.9180
R3	0.9238	0.9219	0.9169
R2	0.9196	0.9196	0.9165
R1	0.9176	0.9176	0.9161	0.9165
PP	0.9153	0.9153	0.9153	0.9147
S1	0.9134	0.9134	0.9153	0.9122
S2	0.9111	0.9111	0.9149
S3	0.9068	0.9091	0.9145
S4	0.9026	0.9049	0.9134

Weekly Pivots for week ending 25-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9384	0.9344	0.9197
R3	0.9310	0.9270	0.9177
R2	0.9237	0.9237	0.9170
R1	0.9197	0.9197	0.9164	0.9217
PP	0.9163	0.9163	0.9163	0.9173
S1	0.9123	0.9123	0.9150	0.9143
S2	0.9090	0.9090	0.9144
S3	0.9016	0.9050	0.9137
S4	0.8943	0.8976	0.9117

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9212	0.9130	0.0082	0.9%	0.0051	0.6%	34%	False	False	107,033
10	0.9307	0.9130	0.0177	1.9%	0.0053	0.6%	16%	False	False	105,602
20	0.9459	0.9039	0.0420	4.6%	0.0068	0.7%	28%	False	False	128,282
40	0.9459	0.8856	0.0603	6.6%	0.0062	0.7%	50%	False	False	101,327
60	0.9459	0.8845	0.0614	6.7%	0.0055	0.6%	51%	False	False	67,827
80	0.9459	0.8845	0.0614	6.7%	0.0053	0.6%	51%	False	False	50,924
100	0.9459	0.8845	0.0614	6.7%	0.0046	0.5%	51%	False	False	40,746

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9353
2.618	0.9284
1.618	0.9241
1.000	0.9215
0.618	0.9199
HIGH	0.9173
0.618	0.9156
0.500	0.9151
0.382	0.9146
LOW	0.9130
0.618	0.9104
1.000	0.9088
1.618	0.9061
2.618	0.9019
4.250	0.8949

Fisher Pivots for day following 25-Jan-2019
Pivot	1 day	3 day
R1	0.9155	0.9158
PP	0.9153	0.9158
S1	0.9151	0.9157

Download as Excel Spreadsheet

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

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