CME Japanese Yen Future March 2019

Trading Metrics calculated at close of trading on 21-Feb-2019

Day Change Summary
	Previous	Current
	20-Feb-2019	21-Feb-2019	Change	Change %	Previous Week
Open	0.9059	0.9038	-0.0021	-0.2%	0.9132
High	0.9062	0.9060	-0.0002	0.0%	0.9134
Low	0.9031	0.9036	0.0006	0.1%	0.9018
Close	0.9040	0.9052	0.0012	0.1%	0.9073
Range	0.0032	0.0024	-0.0008	-23.8%	0.0116
ATR	0.0048	0.0046	-0.0002	-3.6%	0.0000
Volume	87,058	89,167	2,109	2.4%	548,937

Daily Pivots for day following 21-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9121	0.9110	0.9065
R3	0.9097	0.9086	0.9058
R2	0.9073	0.9073	0.9056
R1	0.9062	0.9062	0.9054	0.9068
PP	0.9049	0.9049	0.9049	0.9052
S1	0.9038	0.9038	0.9049	0.9044
S2	0.9025	0.9025	0.9047
S3	0.9001	0.9014	0.9045
S4	0.8977	0.8990	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%	0.0035	0.4%	47%	False	False	108,301
10	0.9150	0.9018	0.0132	1.5%	0.0037	0.4%	25%	False	False	105,006
20	0.9249	0.9018	0.0231	2.6%	0.0042	0.5%	15%	False	False	103,039
40	0.9459	0.9018	0.0441	4.9%	0.0058	0.6%	8%	False	False	116,158
60	0.9459	0.8856	0.0603	6.7%	0.0056	0.6%	32%	False	False	98,807
80	0.9459	0.8845	0.0614	6.8%	0.0052	0.6%	34%	False	False	74,269
100	0.9459	0.8845	0.0614	6.8%	0.0050	0.6%	34%	False	False	59,457
120	0.9459	0.8845	0.0614	6.8%	0.0045	0.5%	34%	False	False	49,552

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.9162
2.618	0.9123
1.618	0.9099
1.000	0.9084
0.618	0.9075
HIGH	0.9060
0.618	0.9051
0.500	0.9048
0.382	0.9045
LOW	0.9036
0.618	0.9021
1.000	0.9012
1.618	0.8997
2.618	0.8973
4.250	0.8934

Fisher Pivots for day following 21-Feb-2019
Pivot	1 day	3 day
R1	0.9050	0.9052
PP	0.9049	0.9052
S1	0.9048	0.9052

Download as Excel Spreadsheet

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

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