CME Japanese Yen Future March 2019

Trading Metrics calculated at close of trading on 13-Feb-2019

Day Change Summary
	Previous	Current
	12-Feb-2019	13-Feb-2019	Change	Change %	Previous Week
Open	0.9082	0.9075	-0.0008	-0.1%	0.9165
High	0.9086	0.9078	-0.0008	-0.1%	0.9168
Low	0.9061	0.9027	-0.0035	-0.4%	0.9107
Close	0.9073	0.9032	-0.0041	-0.4%	0.9134
Range	0.0025	0.0052	0.0027	106.0%	0.0061
ATR	0.0052	0.0052	0.0000	0.0%	0.0000
Volume	100,070	93,747	-6,323	-6.3%	494,103

Daily Pivots for day following 13-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9200	0.9168	0.9060
R3	0.9149	0.9116	0.9046
R2	0.9097	0.9097	0.9041
R1	0.9065	0.9065	0.9037	0.9055
PP	0.9046	0.9046	0.9046	0.9041
S1	0.9013	0.9013	0.9027	0.9004
S2	0.8994	0.8994	0.9023
S3	0.8943	0.8962	0.9018
S4	0.8891	0.8910	0.9004

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	0.9150	0.9027	0.0124	1.4%	0.0039	0.4%	4%	False	True	101,711
10	0.9249	0.9027	0.0223	2.5%	0.0044	0.5%	2%	False	True	102,547
20	0.9273	0.9027	0.0247	2.7%	0.0049	0.5%	2%	False	True	104,795
40	0.9459	0.8879	0.0580	6.4%	0.0062	0.7%	26%	False	False	122,645
60	0.9459	0.8856	0.0603	6.7%	0.0056	0.6%	29%	False	False	89,874
80	0.9459	0.8845	0.0614	6.8%	0.0052	0.6%	30%	False	False	67,523
100	0.9459	0.8845	0.0614	6.8%	0.0050	0.6%	30%	False	False	54,045
120	0.9459	0.8845	0.0614	6.8%	0.0044	0.5%	30%	False	False	45,040

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	0.0006
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9297
2.618	0.9213
1.618	0.9161
1.000	0.9130
0.618	0.9110
HIGH	0.9078
0.618	0.9058
0.500	0.9052
0.382	0.9046
LOW	0.9027
0.618	0.8995
1.000	0.8975
1.618	0.8943
2.618	0.8892
4.250	0.8808

Fisher Pivots for day following 13-Feb-2019
Pivot	1 day	3 day
R1	0.9052	0.9080
PP	0.9046	0.9064
S1	0.9039	0.9048

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols