CME Japanese Yen Future March 2019

Trading Metrics calculated at close of trading on 07-Mar-2019

Day Change Summary
	Previous	Current
	06-Mar-2019	07-Mar-2019	Change	Change %	Previous Week
Open	0.8944	0.8955	0.0010	0.1%	0.9039
High	0.8967	0.8976	0.0009	0.1%	0.9076
Low	0.8942	0.8946	0.0004	0.0%	0.8932
Close	0.8952	0.8972	0.0020	0.2%	0.8938
Range	0.0025	0.0030	0.0005	20.0%	0.0145
ATR	0.0046	0.0045	-0.0001	-2.5%	0.0000
Volume	88,920	124,402	35,482	39.9%	574,678

Daily Pivots for day following 07-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9054	0.9043	0.8989
R3	0.9024	0.9013	0.8980
R2	0.8994	0.8994	0.8978
R1	0.8983	0.8983	0.8975	0.8989
PP	0.8964	0.8964	0.8964	0.8967
S1	0.8953	0.8953	0.8969	0.8959
S2	0.8934	0.8934	0.8967
S3	0.8904	0.8923	0.8964
S4	0.8874	0.8893	0.8956

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	0.8992	0.8926	0.0067	0.7%	0.0036	0.4%	70%	False	False	107,076
10	0.9076	0.8926	0.0151	1.7%	0.0045	0.5%	31%	False	False	106,079
20	0.9150	0.8926	0.0225	2.5%	0.0041	0.5%	21%	False	False	105,542
40	0.9326	0.8926	0.0401	4.5%	0.0047	0.5%	12%	False	False	106,313
60	0.9459	0.8865	0.0594	6.6%	0.0056	0.6%	18%	False	False	115,182
80	0.9459	0.8845	0.0614	6.8%	0.0052	0.6%	21%	False	False	87,490
100	0.9459	0.8845	0.0614	6.8%	0.0050	0.6%	21%	False	False	70,054
120	0.9459	0.8845	0.0614	6.8%	0.0048	0.5%	21%	False	False	58,391

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	0.9103
2.618	0.9054
1.618	0.9024
1.000	0.9006
0.618	0.8994
HIGH	0.8976
0.618	0.8964
0.500	0.8961
0.382	0.8957
LOW	0.8946
0.618	0.8927
1.000	0.8916
1.618	0.8897
2.618	0.8867
4.250	0.8818

Fisher Pivots for day following 07-Mar-2019
Pivot	1 day	3 day
R1	0.8968	0.8965
PP	0.8964	0.8958
S1	0.8961	0.8951

Download as Excel Spreadsheet

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

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