CME Japanese Yen Future March 2019

Trading Metrics calculated at close of trading on 01-Feb-2019

Day Change Summary
	Previous	Current
	31-Jan-2019	01-Feb-2019	Change	Change %	Previous Week
Open	0.9202	0.9219	0.0017	0.2%	0.9166
High	0.9249	0.9228	-0.0021	-0.2%	0.9249
Low	0.9201	0.9157	-0.0045	-0.5%	0.9145
Close	0.9216	0.9162	-0.0054	-0.6%	0.9162
Range	0.0048	0.0072	0.0024	49.0%	0.0104
ATR	0.0060	0.0061	0.0001	1.3%	0.0000
Volume	117,924	113,565	-4,359	-3.7%	536,142

Daily Pivots for day following 01-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9397	0.9351	0.9201
R3	0.9325	0.9279	0.9181
R2	0.9254	0.9254	0.9175
R1	0.9208	0.9208	0.9168	0.9195
PP	0.9182	0.9182	0.9182	0.9176
S1	0.9136	0.9136	0.9155	0.9123
S2	0.9111	0.9111	0.9148
S3	0.9039	0.9065	0.9142
S4	0.8968	0.8993	0.9122

Weekly Pivots for week ending 01-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9497	0.9433	0.9219
R3	0.9393	0.9329	0.9190
R2	0.9289	0.9289	0.9181
R1	0.9225	0.9225	0.9171	0.9205
PP	0.9185	0.9185	0.9185	0.9175
S1	0.9121	0.9121	0.9152	0.9101
S2	0.9081	0.9081	0.9142
S3	0.8977	0.9017	0.9133
S4	0.8873	0.8913	0.9104

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9249	0.9145	0.0104	1.1%	0.0054	0.6%	16%	False	False	107,228
10	0.9249	0.9130	0.0120	1.3%	0.0052	0.6%	27%	False	False	107,130
20	0.9355	0.9130	0.0225	2.5%	0.0058	0.6%	14%	False	False	116,564
40	0.9459	0.8865	0.0594	6.5%	0.0064	0.7%	50%	False	False	114,157
60	0.9459	0.8845	0.0614	6.7%	0.0056	0.6%	52%	False	False	76,724
80	0.9459	0.8845	0.0614	6.7%	0.0053	0.6%	52%	False	False	57,616
100	0.9459	0.8845	0.0614	6.7%	0.0048	0.5%	52%	False	False	46,107
120	0.9459	0.8845	0.0614	6.7%	0.0041	0.5%	52%	False	False	38,423

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	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9532
2.618	0.9415
1.618	0.9344
1.000	0.9300
0.618	0.9272
HIGH	0.9228
0.618	0.9201
0.500	0.9192
0.382	0.9184
LOW	0.9157
0.618	0.9112
1.000	0.9085
1.618	0.9041
2.618	0.8969
4.250	0.8853

Fisher Pivots for day following 01-Feb-2019
Pivot	1 day	3 day
R1	0.9192	0.9197
PP	0.9182	0.9185
S1	0.9172	0.9173

Download as Excel Spreadsheet

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

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