CME Japanese Yen Future March 2019

Trading Metrics calculated at close of trading on 27-Feb-2019

Day Change Summary
	Previous	Current
	26-Feb-2019	27-Feb-2019	Change	Change %	Previous Week
Open	0.9016	0.9058	0.0042	0.5%	0.9070
High	0.9071	0.9076	0.0006	0.1%	0.9073
Low	0.9016	0.9016	-0.0001	0.0%	0.9031
Close	0.9063	0.9019	-0.0044	-0.5%	0.9049
Range	0.0055	0.0061	0.0006	11.0%	0.0042
ATR	0.0047	0.0048	0.0001	2.1%	0.0000
Volume	106,952	100,966	-5,986	-5.6%	370,770

Daily Pivots for day following 27-Feb-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9218	0.9179	0.9052
R3	0.9158	0.9119	0.9036
R2	0.9097	0.9097	0.9030
R1	0.9058	0.9058	0.9025	0.9048
PP	0.9037	0.9037	0.9037	0.9032
S1	0.8998	0.8998	0.9013	0.8987
S2	0.8976	0.8976	0.9008
S3	0.8916	0.8937	0.9002
S4	0.8855	0.8877	0.8986

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	0.9076	0.9004	0.0073	0.8%	0.0045	0.5%	21%	True	False	93,771
10	0.9090	0.9004	0.0087	1.0%	0.0043	0.5%	18%	False	False	101,494
20	0.9249	0.9004	0.0246	2.7%	0.0045	0.5%	6%	False	False	104,384
40	0.9459	0.9004	0.0455	5.0%	0.0055	0.6%	3%	False	False	113,691
60	0.9459	0.8865	0.0594	6.6%	0.0056	0.6%	26%	False	False	105,020
80	0.9459	0.8845	0.0614	6.8%	0.0052	0.6%	28%	False	False	78,999
100	0.9459	0.8845	0.0614	6.8%	0.0051	0.6%	28%	False	False	63,251
120	0.9459	0.8845	0.0614	6.8%	0.0046	0.5%	28%	False	False	52,716

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	0.9333
2.618	0.9234
1.618	0.9174
1.000	0.9137
0.618	0.9113
HIGH	0.9076
0.618	0.9053
0.500	0.9046
0.382	0.9039
LOW	0.9016
0.618	0.8978
1.000	0.8955
1.618	0.8918
2.618	0.8857
4.250	0.8758

Fisher Pivots for day following 27-Feb-2019
Pivot	1 day	3 day
R1	0.9046	0.9040
PP	0.9037	0.9033
S1	0.9028	0.9026

Download as Excel Spreadsheet

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

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