CME Japanese Yen Future March 2019

Trading Metrics calculated at close of trading on 05-Mar-2019

Day Change Summary
	Previous	Current
	04-Mar-2019	05-Mar-2019	Change	Change %	Previous Week
Open	0.8947	0.8956	0.0009	0.1%	0.9039
High	0.8967	0.8959	-0.0008	-0.1%	0.9076
Low	0.8937	0.8926	-0.0011	-0.1%	0.8932
Close	0.8959	0.8946	-0.0013	-0.1%	0.8938
Range	0.0030	0.0034	0.0004	11.7%	0.0145
ATR	0.0048	0.0047	-0.0001	-2.2%	0.0000
Volume	99,533	94,946	-4,587	-4.6%	574,678

Daily Pivots for day following 05-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9044	0.9028	0.8964
R3	0.9010	0.8995	0.8955
R2	0.8977	0.8977	0.8952
R1	0.8961	0.8961	0.8949	0.8952
PP	0.8943	0.8943	0.8943	0.8939
S1	0.8928	0.8928	0.8942	0.8919
S2	0.8910	0.8910	0.8939
S3	0.8876	0.8894	0.8936
S4	0.8843	0.8861	0.8927

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	0.8926	0.0151	1.7%	0.0051	0.6%	13%	False	True	113,750
10	0.9076	0.8926	0.0151	1.7%	0.0045	0.5%	13%	False	True	102,369
20	0.9156	0.8926	0.0230	2.6%	0.0041	0.5%	9%	False	True	104,237
40	0.9326	0.8926	0.0401	4.5%	0.0049	0.5%	5%	False	True	107,566
60	0.9459	0.8865	0.0594	6.6%	0.0056	0.6%	14%	False	False	112,219
80	0.9459	0.8845	0.0614	6.9%	0.0053	0.6%	16%	False	False	84,828
100	0.9459	0.8845	0.0614	6.9%	0.0051	0.6%	16%	False	False	67,923
120	0.9459	0.8845	0.0614	6.9%	0.0048	0.5%	16%	False	False	56,614

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

Fibonacci Retracements and Extensions
4.250	0.9101
2.618	0.9047
1.618	0.9013
1.000	0.8993
0.618	0.8980
HIGH	0.8959
0.618	0.8946
0.500	0.8942
0.382	0.8938
LOW	0.8926
0.618	0.8905
1.000	0.8892
1.618	0.8871
2.618	0.8838
4.250	0.8783

Fisher Pivots for day following 05-Mar-2019
Pivot	1 day	3 day
R1	0.8944	0.8959
PP	0.8943	0.8954
S1	0.8942	0.8950

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols