CME Japanese Yen Future March 2019

Trading Metrics calculated at close of trading on 19-Feb-2019

Day Change Summary
	Previous	Current
	15-Feb-2019	19-Feb-2019	Change	Change %	Previous Week
Open	0.9069	0.9070	0.0001	0.0%	0.9132
High	0.9090	0.9073	-0.0018	-0.2%	0.9134
Low	0.9058	0.9041	-0.0016	-0.2%	0.9018
Close	0.9073	0.9056	-0.0018	-0.2%	0.9073
Range	0.0033	0.0031	-0.0001	-4.6%	0.0116
ATR	0.0051	0.0049	-0.0001	-2.7%	0.0000
Volume	109,319	116,228	6,909	6.3%	548,937

Daily Pivots for day following 19-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9150	0.9134	0.9073
R3	0.9119	0.9103	0.9064
R2	0.9088	0.9088	0.9061
R1	0.9072	0.9072	0.9058	0.9064
PP	0.9056	0.9056	0.9056	0.9053
S1	0.9040	0.9040	0.9053	0.9033
S2	0.9025	0.9025	0.9050
S3	0.8994	0.9009	0.9047
S4	0.8963	0.8978	0.9038

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	0.9090	0.9018	0.0072	0.8%	0.0039	0.4%	52%	False	False	111,819
10	0.9156	0.9018	0.0138	1.5%	0.0038	0.4%	27%	False	False	106,105
20	0.9249	0.9018	0.0231	2.6%	0.0045	0.5%	16%	False	False	105,882
40	0.9459	0.8948	0.0511	5.6%	0.0061	0.7%	21%	False	False	121,633
60	0.9459	0.8856	0.0603	6.7%	0.0056	0.6%	33%	False	False	95,879
80	0.9459	0.8845	0.0614	6.8%	0.0053	0.6%	34%	False	False	72,084
100	0.9459	0.8845	0.0614	6.8%	0.0051	0.6%	34%	False	False	57,697
120	0.9459	0.8845	0.0614	6.8%	0.0044	0.5%	34%	False	False	48,084

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9204
2.618	0.9154
1.618	0.9123
1.000	0.9104
0.618	0.9092
HIGH	0.9073
0.618	0.9061
0.500	0.9057
0.382	0.9053
LOW	0.9041
0.618	0.9022
1.000	0.9010
1.618	0.8991
2.618	0.8960
4.250	0.8910

Fisher Pivots for day following 19-Feb-2019
Pivot	1 day	3 day
R1	0.9057	0.9055
PP	0.9056	0.9055
S1	0.9056	0.9054

Download as Excel Spreadsheet

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

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