CME Japanese Yen Future March 2019

Trading Metrics calculated at close of trading on 06-Mar-2019

Day Change Summary
	Previous	Current
	05-Mar-2019	06-Mar-2019	Change	Change %	Previous Week
Open	0.8956	0.8944	-0.0011	-0.1%	0.9039
High	0.8959	0.8967	0.0008	0.1%	0.9076
Low	0.8926	0.8942	0.0017	0.2%	0.8932
Close	0.8946	0.8952	0.0007	0.1%	0.8938
Range	0.0034	0.0025	-0.0009	-25.4%	0.0145
ATR	0.0047	0.0046	-0.0002	-3.4%	0.0000
Volume	94,946	88,920	-6,026	-6.3%	574,678

Daily Pivots for day following 06-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9029	0.9015	0.8966
R3	0.9004	0.8990	0.8959
R2	0.8979	0.8979	0.8957
R1	0.8965	0.8965	0.8954	0.8972
PP	0.8954	0.8954	0.8954	0.8957
S1	0.8940	0.8940	0.8950	0.8947
S2	0.8929	0.8929	0.8947
S3	0.8904	0.8915	0.8945
S4	0.8879	0.8890	0.8938

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	0.9048	0.8926	0.0122	1.4%	0.0043	0.5%	22%	False	False	111,341
10	0.9076	0.8926	0.0151	1.7%	0.0044	0.5%	18%	False	False	102,556
20	0.9156	0.8926	0.0230	2.6%	0.0041	0.5%	12%	False	False	104,411
40	0.9326	0.8926	0.0401	4.5%	0.0048	0.5%	7%	False	False	106,254
60	0.9459	0.8865	0.0594	6.6%	0.0056	0.6%	15%	False	False	113,402
80	0.9459	0.8845	0.0614	6.9%	0.0052	0.6%	17%	False	False	85,937
100	0.9459	0.8845	0.0614	6.9%	0.0050	0.6%	17%	False	False	68,811
120	0.9459	0.8845	0.0614	6.9%	0.0048	0.5%	17%	False	False	57,355

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 9 trading days

Fibonacci Retracements and Extensions
4.250	0.9073
2.618	0.9032
1.618	0.9007
1.000	0.8992
0.618	0.8982
HIGH	0.8967
0.618	0.8957
0.500	0.8955
0.382	0.8952
LOW	0.8942
0.618	0.8927
1.000	0.8917
1.618	0.8902
2.618	0.8877
4.250	0.8836

Fisher Pivots for day following 06-Mar-2019
Pivot	1 day	3 day
R1	0.8955	0.8950
PP	0.8954	0.8948
S1	0.8953	0.8946

Download as Excel Spreadsheet

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

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