CME Japanese Yen Future March 2019

Trading Metrics calculated at close of trading on 25-Feb-2019

Day Change Summary
	Previous	Current
	22-Feb-2019	25-Feb-2019	Change	Change %	Previous Week
Open	0.9048	0.9039	-0.0010	-0.1%	0.9070
High	0.9061	0.9058	-0.0003	0.0%	0.9073
Low	0.9031	0.9004	-0.0028	-0.3%	0.9031
Close	0.9049	0.9013	-0.0037	-0.4%	0.9049
Range	0.0030	0.0054	0.0025	83.1%	0.0042
ATR	0.0045	0.0046	0.0001	1.4%	0.0000
Volume	78,317	93,454	15,137	19.3%	370,770

Daily Pivots for day following 25-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9187	0.9154	0.9042
R3	0.9133	0.9100	0.9027
R2	0.9079	0.9079	0.9022
R1	0.9046	0.9046	0.9017	0.9035
PP	0.9025	0.9025	0.9025	0.9019
S1	0.8992	0.8992	0.9008	0.8981
S2	0.8971	0.8971	0.9003
S3	0.8917	0.8938	0.8998
S4	0.8863	0.8884	0.8983

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	0.9073	0.9004	0.0069	0.8%	0.0034	0.4%	13%	False	True	92,844
10	0.9134	0.9004	0.0131	1.4%	0.0039	0.4%	7%	False	True	101,316
20	0.9249	0.9004	0.0246	2.7%	0.0042	0.5%	4%	False	True	102,170
40	0.9459	0.9004	0.0455	5.0%	0.0055	0.6%	2%	False	True	115,226
60	0.9459	0.8856	0.0603	6.7%	0.0056	0.6%	26%	False	False	101,608
80	0.9459	0.8845	0.0614	6.8%	0.0052	0.6%	27%	False	False	76,412
100	0.9459	0.8845	0.0614	6.8%	0.0051	0.6%	27%	False	False	61,173
120	0.9459	0.8845	0.0614	6.8%	0.0045	0.5%	27%	False	False	50,983

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9287
2.618	0.9199
1.618	0.9145
1.000	0.9112
0.618	0.9091
HIGH	0.9058
0.618	0.9037
0.500	0.9031
0.382	0.9024
LOW	0.9004
0.618	0.8970
1.000	0.8950
1.618	0.8916
2.618	0.8862
4.250	0.8774

Fisher Pivots for day following 25-Feb-2019
Pivot	1 day	3 day
R1	0.9031	0.9032
PP	0.9025	0.9026
S1	0.9019	0.9019

Download as Excel Spreadsheet

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

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