CME Japanese Yen Future March 2019

Trading Metrics calculated at close of trading on 29-Jan-2019

Day Change Summary
	Previous	Current
	28-Jan-2019	29-Jan-2019	Change	Change %	Previous Week
Open	0.9166	0.9184	0.0019	0.2%	0.9153
High	0.9197	0.9198	0.0002	0.0%	0.9203
Low	0.9163	0.9162	-0.0001	0.0%	0.9130
Close	0.9180	0.9186	0.0006	0.1%	0.9157
Range	0.0034	0.0036	0.0002	5.9%	0.0073
ATR	0.0062	0.0060	-0.0002	-3.0%	0.0000
Volume	83,352	80,281	-3,071	-3.7%	422,235

Daily Pivots for day following 29-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9290	0.9274	0.9205
R3	0.9254	0.9238	0.9195
R2	0.9218	0.9218	0.9192
R1	0.9202	0.9202	0.9189	0.9210
PP	0.9182	0.9182	0.9182	0.9186
S1	0.9166	0.9166	0.9182	0.9174
S2	0.9146	0.9146	0.9179
S3	0.9110	0.9130	0.9176
S4	0.9074	0.9094	0.9166

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	0.9198	0.9130	0.0069	0.7%	0.0040	0.4%	82%	True	False	91,290
10	0.9293	0.9130	0.0164	1.8%	0.0051	0.6%	34%	False	False	105,157
20	0.9459	0.9104	0.0355	3.9%	0.0065	0.7%	23%	False	False	122,999
40	0.9459	0.8865	0.0594	6.5%	0.0062	0.7%	54%	False	False	105,337
60	0.9459	0.8845	0.0614	6.7%	0.0054	0.6%	56%	False	False	70,537
80	0.9459	0.8845	0.0614	6.7%	0.0053	0.6%	56%	False	False	52,968
100	0.9459	0.8845	0.0614	6.7%	0.0046	0.5%	56%	False	False	42,382

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9351
2.618	0.9292
1.618	0.9256
1.000	0.9234
0.618	0.9220
HIGH	0.9198
0.618	0.9184
0.500	0.9180
0.382	0.9176
LOW	0.9162
0.618	0.9140
1.000	0.9126
1.618	0.9104
2.618	0.9068
4.250	0.9009

Fisher Pivots for day following 29-Jan-2019
Pivot	1 day	3 day
R1	0.9184	0.9178
PP	0.9182	0.9171
S1	0.9180	0.9164

Download as Excel Spreadsheet

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

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