CME Japanese Yen Future March 2019

Trading Metrics calculated at close of trading on 08-Mar-2019

Day Change Summary
	Previous	Current
	07-Mar-2019	08-Mar-2019	Change	Change %	Previous Week
Open	0.8955	0.8966	0.0011	0.1%	0.8947
High	0.8976	0.9044	0.0068	0.8%	0.9044
Low	0.8946	0.8962	0.0016	0.2%	0.8926
Close	0.8972	0.9009	0.0037	0.4%	0.9009
Range	0.0030	0.0082	0.0052	173.3%	0.0118
ATR	0.0045	0.0047	0.0003	6.0%	0.0000
Volume	124,402	155,362	30,960	24.9%	563,163

Daily Pivots for day following 08-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9251	0.9212	0.9054
R3	0.9169	0.9130	0.9031
R2	0.9087	0.9087	0.9024
R1	0.9048	0.9048	0.9016	0.9067
PP	0.9005	0.9005	0.9005	0.9014
S1	0.8966	0.8966	0.9001	0.8985
S2	0.8923	0.8923	0.8993
S3	0.8841	0.8884	0.8986
S4	0.8759	0.8802	0.8963

Weekly Pivots for week ending 08-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9347	0.9296	0.9073
R3	0.9229	0.9178	0.9041
R2	0.9111	0.9111	0.9030
R1	0.9060	0.9060	0.9019	0.9085
PP	0.8993	0.8993	0.8993	0.9005
S1	0.8942	0.8942	0.8998	0.8967
S2	0.8875	0.8875	0.8987
S3	0.8757	0.8824	0.8976
S4	0.8639	0.8706	0.8944

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9044	0.8926	0.0118	1.3%	0.0040	0.4%	70%	True	False	112,632
10	0.9076	0.8926	0.0151	1.7%	0.0050	0.6%	55%	False	False	113,784
20	0.9146	0.8926	0.0220	2.4%	0.0043	0.5%	38%	False	False	107,313
40	0.9326	0.8926	0.0401	4.4%	0.0047	0.5%	21%	False	False	106,708
60	0.9459	0.8865	0.0594	6.6%	0.0056	0.6%	24%	False	False	117,008
80	0.9459	0.8845	0.0614	6.8%	0.0053	0.6%	27%	False	False	89,422
100	0.9459	0.8845	0.0614	6.8%	0.0051	0.6%	27%	False	False	71,607
120	0.9459	0.8845	0.0614	6.8%	0.0049	0.5%	27%	False	False	59,685

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 40 trading days

Fibonacci Retracements and Extensions
4.250	0.9392
2.618	0.9258
1.618	0.9176
1.000	0.9126
0.618	0.9094
HIGH	0.9044
0.618	0.9012
0.500	0.9003
0.382	0.8993
LOW	0.8962
0.618	0.8911
1.000	0.8880
1.618	0.8829
2.618	0.8747
4.250	0.8613

Fisher Pivots for day following 08-Mar-2019
Pivot	1 day	3 day
R1	0.9007	0.9003
PP	0.9005	0.8998
S1	0.9003	0.8993

Download as Excel Spreadsheet

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

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