CME Japanese Yen Future March 2019

Trading Metrics calculated at close of trading on 14-Feb-2019

Day Change Summary
	Previous	Current
	13-Feb-2019	14-Feb-2019	Change	Change %	Previous Week
Open	0.9075	0.9027	-0.0048	-0.5%	0.9165
High	0.9078	0.9074	-0.0004	0.0%	0.9168
Low	0.9027	0.9018	-0.0009	-0.1%	0.9107
Close	0.9032	0.9071	0.0039	0.4%	0.9134
Range	0.0052	0.0056	0.0005	8.7%	0.0061
ATR	0.0052	0.0052	0.0000	0.6%	0.0000
Volume	93,747	139,735	45,988	49.1%	494,103

Daily Pivots for day following 14-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9222	0.9203	0.9102
R3	0.9166	0.9147	0.9086
R2	0.9110	0.9110	0.9081
R1	0.9091	0.9091	0.9076	0.9101
PP	0.9054	0.9054	0.9054	0.9059
S1	0.9035	0.9035	0.9066	0.9045
S2	0.8998	0.8998	0.9061
S3	0.8942	0.8979	0.9056
S4	0.8886	0.8923	0.9040

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	0.9146	0.9018	0.0128	1.4%	0.0042	0.5%	42%	False	True	105,666
10	0.9228	0.9018	0.0210	2.3%	0.0045	0.5%	25%	False	True	104,728
20	0.9249	0.9018	0.0231	2.5%	0.0048	0.5%	23%	False	True	106,614
40	0.9459	0.8932	0.0527	5.8%	0.0062	0.7%	26%	False	False	123,031
60	0.9459	0.8856	0.0603	6.6%	0.0056	0.6%	36%	False	False	92,150
80	0.9459	0.8845	0.0614	6.8%	0.0053	0.6%	37%	False	False	69,269
100	0.9459	0.8845	0.0614	6.8%	0.0050	0.6%	37%	False	False	55,442
120	0.9459	0.8845	0.0614	6.8%	0.0044	0.5%	37%	False	False	46,204

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	0.0007
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9312
2.618	0.9221
1.618	0.9165
1.000	0.9130
0.618	0.9109
HIGH	0.9074
0.618	0.9053
0.500	0.9046
0.382	0.9039
LOW	0.9018
0.618	0.8983
1.000	0.8962
1.618	0.8927
2.618	0.8871
4.250	0.8780

Fisher Pivots for day following 14-Feb-2019
Pivot	1 day	3 day
R1	0.9063	0.9065
PP	0.9054	0.9058
S1	0.9046	0.9052

Download as Excel Spreadsheet

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

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