CME Japanese Yen Future March 2019

Trading Metrics calculated at close of trading on 11-Feb-2019

Day Change Summary
	Previous	Current
	08-Feb-2019	11-Feb-2019	Change	Change %	Previous Week
Open	0.9133	0.9132	-0.0001	0.0%	0.9165
High	0.9146	0.9134	-0.0012	-0.1%	0.9168
Low	0.9124	0.9077	-0.0047	-0.5%	0.9107
Close	0.9134	0.9083	-0.0052	-0.6%	0.9134
Range	0.0022	0.0057	0.0035	165.1%	0.0061
ATR	0.0054	0.0054	0.0000	0.5%	0.0000
Volume	88,712	106,066	17,354	19.6%	494,103

Daily Pivots for day following 11-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9269	0.9233	0.9114
R3	0.9212	0.9176	0.9098
R2	0.9155	0.9155	0.9093
R1	0.9119	0.9119	0.9088	0.9108
PP	0.9098	0.9098	0.9098	0.9093
S1	0.9062	0.9062	0.9077	0.9051
S2	0.9041	0.9041	0.9072
S3	0.8984	0.9005	0.9067
S4	0.8927	0.8948	0.9051

Weekly Pivots for week ending 08-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9319	0.9288	0.9168
R3	0.9258	0.9227	0.9151
R2	0.9197	0.9197	0.9145
R1	0.9166	0.9166	0.9140	0.9151
PP	0.9136	0.9136	0.9136	0.9129
S1	0.9105	0.9105	0.9128	0.9090
S2	0.9075	0.9075	0.9123
S3	0.9014	0.9044	0.9117
S4	0.8953	0.8983	0.9100

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9156	0.9077	0.0079	0.9%	0.0037	0.4%	7%	False	True	100,390
10	0.9249	0.9077	0.0172	1.9%	0.0048	0.5%	3%	False	True	105,295
20	0.9307	0.9077	0.0230	2.5%	0.0050	0.6%	2%	False	True	105,068
40	0.9459	0.8865	0.0594	6.5%	0.0062	0.7%	37%	False	False	123,794
60	0.9459	0.8856	0.0603	6.6%	0.0056	0.6%	38%	False	False	86,687
80	0.9459	0.8845	0.0614	6.8%	0.0053	0.6%	39%	False	False	65,111
100	0.9459	0.8845	0.0614	6.8%	0.0050	0.5%	39%	False	False	52,107
120	0.9459	0.8845	0.0614	6.8%	0.0043	0.5%	39%	False	False	43,424

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9376
2.618	0.9283
1.618	0.9226
1.000	0.9191
0.618	0.9169
HIGH	0.9134
0.618	0.9112
0.500	0.9106
0.382	0.9099
LOW	0.9077
0.618	0.9042
1.000	0.9020
1.618	0.8985
2.618	0.8928
4.250	0.8835

Fisher Pivots for day following 11-Feb-2019
Pivot	1 day	3 day
R1	0.9106	0.9114
PP	0.9098	0.9103
S1	0.9090	0.9093

Download as Excel Spreadsheet

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

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