CME Japanese Yen Future March 2019

Trading Metrics calculated at close of trading on 22-Feb-2019

Day Change Summary
	Previous	Current
	21-Feb-2019	22-Feb-2019	Change	Change %	Previous Week
Open	0.9038	0.9048	0.0010	0.1%	0.9070
High	0.9060	0.9061	0.0001	0.0%	0.9073
Low	0.9036	0.9031	-0.0005	-0.1%	0.9031
Close	0.9052	0.9049	-0.0003	0.0%	0.9049
Range	0.0024	0.0030	0.0006	22.9%	0.0042
ATR	0.0046	0.0045	-0.0001	-2.6%	0.0000
Volume	89,167	78,317	-10,850	-12.2%	370,770

Daily Pivots for day following 22-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9135	0.9122	0.9065
R3	0.9106	0.9092	0.9057
R2	0.9076	0.9076	0.9054
R1	0.9063	0.9063	0.9052	0.9070
PP	0.9047	0.9047	0.9047	0.9050
S1	0.9033	0.9033	0.9046	0.9040
S2	0.9017	0.9017	0.9044
S3	0.8988	0.9004	0.9041
S4	0.8958	0.8974	0.9033

Weekly Pivots for week ending 22-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9177	0.9155	0.9072
R3	0.9135	0.9113	0.9061
R2	0.9093	0.9093	0.9057
R1	0.9071	0.9071	0.9053	0.9061
PP	0.9051	0.9051	0.9051	0.9046
S1	0.9029	0.9029	0.9045	0.9019
S2	0.9009	0.9009	0.9041
S3	0.8967	0.8987	0.9037
S4	0.8925	0.8945	0.9026

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9090	0.9031	0.0060	0.7%	0.0030	0.3%	31%	False	False	96,017
10	0.9146	0.9018	0.0128	1.4%	0.0036	0.4%	24%	False	False	100,841
20	0.9249	0.9018	0.0231	2.6%	0.0042	0.5%	13%	False	False	102,648
40	0.9459	0.9018	0.0441	4.9%	0.0057	0.6%	7%	False	False	115,901
60	0.9459	0.8856	0.0603	6.7%	0.0055	0.6%	32%	False	False	100,101
80	0.9459	0.8845	0.0614	6.8%	0.0052	0.6%	33%	False	False	75,245
100	0.9459	0.8845	0.0614	6.8%	0.0050	0.6%	33%	False	False	60,239
120	0.9459	0.8845	0.0614	6.8%	0.0045	0.5%	33%	False	False	50,205

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

Fibonacci Retracements and Extensions
4.250	0.9186
2.618	0.9138
1.618	0.9108
1.000	0.9090
0.618	0.9079
HIGH	0.9061
0.618	0.9049
0.500	0.9046
0.382	0.9042
LOW	0.9031
0.618	0.9013
1.000	0.9002
1.618	0.8983
2.618	0.8954
4.250	0.8906

Fisher Pivots for day following 22-Feb-2019
Pivot	1 day	3 day
R1	0.9048	0.9048
PP	0.9047	0.9047
S1	0.9046	0.9046

Download as Excel Spreadsheet

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

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