CME Japanese Yen Future March 2019

Trading Metrics calculated at close of trading on 15-Feb-2019

Day Change Summary
	Previous	Current
	14-Feb-2019	15-Feb-2019	Change	Change %	Previous Week
Open	0.9027	0.9069	0.0042	0.5%	0.9132
High	0.9074	0.9090	0.0016	0.2%	0.9134
Low	0.9018	0.9058	0.0040	0.4%	0.9018
Close	0.9071	0.9073	0.0002	0.0%	0.9073
Range	0.0056	0.0033	-0.0024	-42.0%	0.0116
ATR	0.0052	0.0051	-0.0001	-2.7%	0.0000
Volume	139,735	109,319	-30,416	-21.8%	548,937

Daily Pivots for day following 15-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9171	0.9155	0.9091
R3	0.9139	0.9122	0.9082
R2	0.9106	0.9106	0.9079
R1	0.9090	0.9090	0.9076	0.9098
PP	0.9074	0.9074	0.9074	0.9078
S1	0.9057	0.9057	0.9070	0.9065
S2	0.9041	0.9041	0.9067
S3	0.9009	0.9025	0.9064
S4	0.8976	0.8992	0.9055

Weekly Pivots for week ending 15-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9423	0.9364	0.9137
R3	0.9307	0.9248	0.9105
R2	0.9191	0.9191	0.9094
R1	0.9132	0.9132	0.9084	0.9104
PP	0.9075	0.9075	0.9075	0.9061
S1	0.9016	0.9016	0.9062	0.8988
S2	0.8959	0.8959	0.9052
S3	0.8843	0.8900	0.9041
S4	0.8727	0.8784	0.9009

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9134	0.9018	0.0116	1.3%	0.0044	0.5%	47%	False	False	109,787
10	0.9168	0.9018	0.0150	1.7%	0.0041	0.5%	37%	False	False	104,304
20	0.9249	0.9018	0.0231	2.5%	0.0047	0.5%	24%	False	False	105,717
40	0.9459	0.8946	0.0513	5.7%	0.0061	0.7%	25%	False	False	122,541
60	0.9459	0.8856	0.0603	6.6%	0.0056	0.6%	36%	False	False	93,952
80	0.9459	0.8845	0.0614	6.8%	0.0053	0.6%	37%	False	False	70,633
100	0.9459	0.8845	0.0614	6.8%	0.0050	0.6%	37%	False	False	56,535
120	0.9459	0.8845	0.0614	6.8%	0.0044	0.5%	37%	False	False	47,115

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	0.0007
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9228
2.618	0.9175
1.618	0.9143
1.000	0.9123
0.618	0.9110
HIGH	0.9090
0.618	0.9078
0.500	0.9074
0.382	0.9070
LOW	0.9058
0.618	0.9037
1.000	0.9025
1.618	0.9005
2.618	0.8972
4.250	0.8919

Fisher Pivots for day following 15-Feb-2019
Pivot	1 day	3 day
R1	0.9074	0.9067
PP	0.9074	0.9060
S1	0.9073	0.9054

Download as Excel Spreadsheet

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

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