CME Japanese Yen Future March 2019

Trading Metrics calculated at close of trading on 01-Mar-2019

Day Change Summary
	Previous	Current
	28-Feb-2019	01-Mar-2019	Change	Change %	Previous Week
Open	0.9025	0.8987	-0.0037	-0.4%	0.9039
High	0.9048	0.8992	-0.0056	-0.6%	0.9076
Low	0.8980	0.8932	-0.0048	-0.5%	0.8932
Close	0.8987	0.8938	-0.0049	-0.6%	0.8938
Range	0.0068	0.0061	-0.0008	-11.0%	0.0145
ATR	0.0049	0.0050	0.0001	1.7%	0.0000
Volume	145,727	127,579	-18,148	-12.5%	574,678

Daily Pivots for day following 01-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9135	0.9097	0.8971
R3	0.9075	0.9037	0.8955
R2	0.9014	0.9014	0.8949
R1	0.8976	0.8976	0.8944	0.8965
PP	0.8954	0.8954	0.8954	0.8948
S1	0.8916	0.8916	0.8932	0.8905
S2	0.8893	0.8893	0.8927
S3	0.8833	0.8855	0.8921
S4	0.8772	0.8795	0.8905

Weekly Pivots for week ending 01-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9415	0.9321	0.9017
R3	0.9271	0.9177	0.8978
R2	0.9126	0.9126	0.8964
R1	0.9032	0.9032	0.8951	0.9007
PP	0.8982	0.8982	0.8982	0.8969
S1	0.8888	0.8888	0.8925	0.8863
S2	0.8837	0.8837	0.8912
S3	0.8693	0.8743	0.8898
S4	0.8548	0.8599	0.8859

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9076	0.8932	0.0145	1.6%	0.0060	0.7%	4%	False	True	114,935
10	0.9090	0.8932	0.0159	1.8%	0.0045	0.5%	4%	False	True	105,476
20	0.9228	0.8932	0.0297	3.3%	0.0045	0.5%	2%	False	True	105,102
40	0.9459	0.8932	0.0527	5.9%	0.0054	0.6%	1%	False	True	114,381
60	0.9459	0.8865	0.0594	6.6%	0.0058	0.6%	12%	False	False	109,406
80	0.9459	0.8845	0.0614	6.9%	0.0053	0.6%	15%	False	False	82,405
100	0.9459	0.8845	0.0614	6.9%	0.0051	0.6%	15%	False	False	65,978
120	0.9459	0.8845	0.0614	6.9%	0.0047	0.5%	15%	False	False	54,994

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9249
2.618	0.9150
1.618	0.9090
1.000	0.9053
0.618	0.9029
HIGH	0.8992
0.618	0.8969
0.500	0.8962
0.382	0.8955
LOW	0.8932
0.618	0.8894
1.000	0.8871
1.618	0.8834
2.618	0.8773
4.250	0.8674

Fisher Pivots for day following 01-Mar-2019
Pivot	1 day	3 day
R1	0.8962	0.9004
PP	0.8954	0.8982
S1	0.8946	0.8960

Download as Excel Spreadsheet

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

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