CME Japanese Yen Future March 2019

Trading Metrics calculated at close of trading on 05-Feb-2019

Day Change Summary
	Previous	Current
	04-Feb-2019	05-Feb-2019	Change	Change %	Previous Week
Open	0.9165	0.9125	-0.0040	-0.4%	0.9166
High	0.9168	0.9138	-0.0030	-0.3%	0.9249
Low	0.9107	0.9116	0.0009	0.1%	0.9145
Close	0.9127	0.9122	-0.0006	-0.1%	0.9162
Range	0.0061	0.0022	-0.0039	-63.1%	0.0104
ATR	0.0061	0.0058	-0.0003	-4.5%	0.0000
Volume	98,216	85,441	-12,775	-13.0%	536,142

Daily Pivots for day following 05-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9193	0.9180	0.9134
R3	0.9170	0.9157	0.9128
R2	0.9148	0.9148	0.9126
R1	0.9135	0.9135	0.9124	0.9130
PP	0.9125	0.9125	0.9125	0.9123
S1	0.9112	0.9112	0.9119	0.9108
S2	0.9103	0.9103	0.9117
S3	0.9080	0.9090	0.9115
S4	0.9058	0.9067	0.9109

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	0.9107	0.0142	1.6%	0.0056	0.6%	10%	False	False	111,233
10	0.9249	0.9107	0.0142	1.6%	0.0048	0.5%	10%	False	False	101,261
20	0.9326	0.9107	0.0219	2.4%	0.0054	0.6%	7%	False	False	108,096
40	0.9459	0.8865	0.0594	6.5%	0.0063	0.7%	43%	False	False	117,897
60	0.9459	0.8845	0.0614	6.7%	0.0056	0.6%	45%	False	False	79,779
80	0.9459	0.8845	0.0614	6.7%	0.0053	0.6%	45%	False	False	59,911
100	0.9459	0.8845	0.0614	6.7%	0.0049	0.5%	45%	False	False	47,944
120	0.9459	0.8845	0.0614	6.7%	0.0042	0.5%	45%	False	False	39,954

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	0.0010
Narrowest range in 62 trading days

Fibonacci Retracements and Extensions
4.250	0.9234
2.618	0.9197
1.618	0.9175
1.000	0.9161
0.618	0.9152
HIGH	0.9138
0.618	0.9130
0.500	0.9127
0.382	0.9125
LOW	0.9116
0.618	0.9102
1.000	0.9094
1.618	0.9080
2.618	0.9057
4.250	0.9020

Fisher Pivots for day following 05-Feb-2019
Pivot	1 day	3 day
R1	0.9127	0.9168
PP	0.9125	0.9152
S1	0.9123	0.9137

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

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