CME Japanese Yen Future March 2019

Trading Metrics calculated at close of trading on 20-Feb-2019

Day Change Summary
	Previous	Current
	19-Feb-2019	20-Feb-2019	Change	Change %	Previous Week
Open	0.9070	0.9059	-0.0011	-0.1%	0.9132
High	0.9073	0.9062	-0.0011	-0.1%	0.9134
Low	0.9041	0.9031	-0.0011	-0.1%	0.9018
Close	0.9056	0.9040	-0.0016	-0.2%	0.9073
Range	0.0031	0.0032	0.0000	1.6%	0.0116
ATR	0.0049	0.0048	-0.0001	-2.6%	0.0000
Volume	116,228	87,058	-29,170	-25.1%	548,937

Daily Pivots for day following 20-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9139	0.9121	0.9057
R3	0.9107	0.9089	0.9049
R2	0.9076	0.9076	0.9046
R1	0.9058	0.9058	0.9043	0.9051
PP	0.9044	0.9044	0.9044	0.9041
S1	0.9026	0.9026	0.9037	0.9020
S2	0.9013	0.9013	0.9034
S3	0.8981	0.8995	0.9031
S4	0.8950	0.8963	0.9023

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%	0.0041	0.4%	31%	False	False	109,217
10	0.9156	0.9018	0.0138	1.5%	0.0039	0.4%	16%	False	False	106,266
20	0.9249	0.9018	0.0231	2.6%	0.0044	0.5%	10%	False	False	103,764
40	0.9459	0.9018	0.0441	4.9%	0.0058	0.6%	5%	False	False	118,280
60	0.9459	0.8856	0.0603	6.7%	0.0056	0.6%	31%	False	False	97,327
80	0.9459	0.8845	0.0614	6.8%	0.0053	0.6%	32%	False	False	73,169
100	0.9459	0.8845	0.0614	6.8%	0.0051	0.6%	32%	False	False	58,568
120	0.9459	0.8845	0.0614	6.8%	0.0044	0.5%	32%	False	False	48,809

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	0.9196
2.618	0.9144
1.618	0.9113
1.000	0.9094
0.618	0.9081
HIGH	0.9062
0.618	0.9050
0.500	0.9046
0.382	0.9043
LOW	0.9031
0.618	0.9011
1.000	0.8999
1.618	0.8980
2.618	0.8948
4.250	0.8897

Fisher Pivots for day following 20-Feb-2019
Pivot	1 day	3 day
R1	0.9046	0.9060
PP	0.9044	0.9054
S1	0.9042	0.9047

Download as Excel Spreadsheet

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

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