CME Japanese Yen Future March 2019

Trading Metrics calculated at close of trading on 12-Feb-2019

Day Change Summary
	Previous	Current
	11-Feb-2019	12-Feb-2019	Change	Change %	Previous Week
Open	0.9132	0.9082	-0.0050	-0.5%	0.9165
High	0.9134	0.9086	-0.0048	-0.5%	0.9168
Low	0.9077	0.9061	-0.0016	-0.2%	0.9107
Close	0.9083	0.9073	-0.0010	-0.1%	0.9134
Range	0.0057	0.0025	-0.0032	-56.1%	0.0061
ATR	0.0054	0.0052	-0.0002	-3.8%	0.0000
Volume	106,066	100,070	-5,996	-5.7%	494,103

Daily Pivots for day following 12-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9148	0.9135	0.9086
R3	0.9123	0.9110	0.9079
R2	0.9098	0.9098	0.9077
R1	0.9085	0.9085	0.9075	0.9079
PP	0.9073	0.9073	0.9073	0.9070
S1	0.9060	0.9060	0.9070	0.9054
S2	0.9048	0.9048	0.9068
S3	0.9023	0.9035	0.9066
S4	0.8998	0.9010	0.9059

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	0.9061	0.0095	1.0%	0.0037	0.4%	12%	False	True	103,316
10	0.9249	0.9061	0.0188	2.1%	0.0047	0.5%	6%	False	True	107,274
20	0.9293	0.9061	0.0232	2.6%	0.0049	0.5%	5%	False	True	106,216
40	0.9459	0.8868	0.0591	6.5%	0.0062	0.7%	35%	False	False	123,276
60	0.9459	0.8856	0.0603	6.6%	0.0056	0.6%	36%	False	False	88,343
80	0.9459	0.8845	0.0614	6.8%	0.0052	0.6%	37%	False	False	66,359
100	0.9459	0.8845	0.0614	6.8%	0.0050	0.5%	37%	False	False	53,108
120	0.9459	0.8845	0.0614	6.8%	0.0043	0.5%	37%	False	False	44,258

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9192
2.618	0.9151
1.618	0.9126
1.000	0.9111
0.618	0.9101
HIGH	0.9086
0.618	0.9076
0.500	0.9074
0.382	0.9071
LOW	0.9061
0.618	0.9046
1.000	0.9036
1.618	0.9021
2.618	0.8996
4.250	0.8955

Fisher Pivots for day following 12-Feb-2019
Pivot	1 day	3 day
R1	0.9074	0.9103
PP	0.9073	0.9093
S1	0.9073	0.9083

Download as Excel Spreadsheet

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

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