CME Japanese Yen Future March 2019

Trading Metrics calculated at close of trading on 11-Mar-2019

Day Change Summary
	Previous	Current
	08-Mar-2019	11-Mar-2019	Change	Change %	Previous Week
Open	0.8966	0.9001	0.0035	0.4%	0.8947
High	0.9044	0.9023	-0.0020	-0.2%	0.9044
Low	0.8962	0.8989	0.0028	0.3%	0.8926
Close	0.9009	0.8995	-0.0014	-0.1%	0.9009
Range	0.0082	0.0034	-0.0048	-57.9%	0.0118
ATR	0.0047	0.0046	-0.0001	-1.9%	0.0000
Volume	155,362	111,078	-44,284	-28.5%	563,163

Daily Pivots for day following 11-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9106	0.9085	0.9014
R3	0.9071	0.9050	0.9004
R2	0.9037	0.9037	0.9001
R1	0.9016	0.9016	0.8998	0.9009
PP	0.9002	0.9002	0.9002	0.8999
S1	0.8982	0.8982	0.8992	0.8975
S2	0.8968	0.8968	0.8989
S3	0.8934	0.8947	0.8986
S4	0.8899	0.8913	0.8976

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%	0.0041	0.5%	59%	False	False	114,941
10	0.9076	0.8926	0.0151	1.7%	0.0048	0.5%	46%	False	False	115,546
20	0.9134	0.8926	0.0209	2.3%	0.0044	0.5%	33%	False	False	108,431
40	0.9307	0.8926	0.0381	4.2%	0.0046	0.5%	18%	False	False	106,372
60	0.9459	0.8865	0.0594	6.6%	0.0055	0.6%	22%	False	False	118,183
80	0.9459	0.8856	0.0603	6.7%	0.0053	0.6%	23%	False	False	90,806
100	0.9459	0.8845	0.0614	6.8%	0.0051	0.6%	24%	False	False	72,716
120	0.9459	0.8845	0.0614	6.8%	0.0049	0.5%	24%	False	False	60,611

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

Fibonacci Retracements and Extensions
4.250	0.9170
2.618	0.9114
1.618	0.9079
1.000	0.9058
0.618	0.9045
HIGH	0.9023
0.618	0.9010
0.500	0.9006
0.382	0.9002
LOW	0.8989
0.618	0.8968
1.000	0.8955
1.618	0.8933
2.618	0.8899
4.250	0.8842

Fisher Pivots for day following 11-Mar-2019
Pivot	1 day	3 day
R1	0.9006	0.8995
PP	0.9002	0.8995
S1	0.8999	0.8995

Download as Excel Spreadsheet

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

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