CME Japanese Yen Future March 2019

Trading Metrics calculated at close of trading on 30-Jan-2019

Day Change Summary
	Previous	Current
	29-Jan-2019	30-Jan-2019	Change	Change %	Previous Week
Open	0.9184	0.9177	-0.0007	-0.1%	0.9153
High	0.9198	0.9225	0.0027	0.3%	0.9203
Low	0.9162	0.9145	-0.0017	-0.2%	0.9130
Close	0.9186	0.9214	0.0028	0.3%	0.9157
Range	0.0036	0.0080	0.0044	120.8%	0.0073
ATR	0.0060	0.0061	0.0001	2.3%	0.0000
Volume	80,281	141,020	60,739	75.7%	422,235

Daily Pivots for day following 30-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9433	0.9403	0.9257
R3	0.9353	0.9323	0.9235
R2	0.9274	0.9274	0.9228
R1	0.9244	0.9244	0.9221	0.9259
PP	0.9194	0.9194	0.9194	0.9202
S1	0.9164	0.9164	0.9206	0.9179
S2	0.9115	0.9115	0.9199
S3	0.9035	0.9085	0.9192
S4	0.8956	0.9005	0.9170

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	0.9225	0.9130	0.0095	1.0%	0.0045	0.5%	88%	True	False	98,762
10	0.9273	0.9130	0.0144	1.6%	0.0054	0.6%	59%	False	False	107,043
20	0.9459	0.9130	0.0329	3.6%	0.0065	0.7%	26%	False	False	126,433
40	0.9459	0.8865	0.0594	6.4%	0.0064	0.7%	59%	False	False	108,644
60	0.9459	0.8845	0.0614	6.7%	0.0055	0.6%	60%	False	False	72,887
80	0.9459	0.8845	0.0614	6.7%	0.0053	0.6%	60%	False	False	54,726
100	0.9459	0.8845	0.0614	6.7%	0.0047	0.5%	60%	False	False	43,793

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	0.9562
2.618	0.9433
1.618	0.9353
1.000	0.9304
0.618	0.9274
HIGH	0.9225
0.618	0.9194
0.500	0.9185
0.382	0.9175
LOW	0.9145
0.618	0.9096
1.000	0.9066
1.618	0.9016
2.618	0.8937
4.250	0.8807

Fisher Pivots for day following 30-Jan-2019
Pivot	1 day	3 day
R1	0.9204	0.9204
PP	0.9194	0.9194
S1	0.9185	0.9185

Download as Excel Spreadsheet

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

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