CME Japanese Yen Future March 2019

Trading Metrics calculated at close of trading on 12-Mar-2019

Day Change Summary
	Previous	Current
	11-Mar-2019	12-Mar-2019	Change	Change %	Previous Week
Open	0.9001	0.8995	-0.0007	-0.1%	0.8947
High	0.9023	0.9004	-0.0019	-0.2%	0.9044
Low	0.8989	0.8975	-0.0014	-0.2%	0.8926
Close	0.8995	0.8991	-0.0005	-0.1%	0.9009
Range	0.0034	0.0029	-0.0005	-15.9%	0.0118
ATR	0.0046	0.0045	-0.0001	-2.7%	0.0000
Volume	111,078	119,986	8,908	8.0%	563,163

Daily Pivots for day following 12-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9077	0.9063	0.9006
R3	0.9048	0.9034	0.8998
R2	0.9019	0.9019	0.8996
R1	0.9005	0.9005	0.8993	0.8997
PP	0.8990	0.8990	0.8990	0.8986
S1	0.8976	0.8976	0.8988	0.8968
S2	0.8961	0.8961	0.8985
S3	0.8932	0.8947	0.8983
S4	0.8903	0.8918	0.8975

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	0.8942	0.0102	1.1%	0.0040	0.4%	48%	False	False	119,949
10	0.9076	0.8926	0.0151	1.7%	0.0045	0.5%	43%	False	False	116,849
20	0.9090	0.8926	0.0165	1.8%	0.0042	0.5%	40%	False	False	109,127
40	0.9307	0.8926	0.0381	4.2%	0.0046	0.5%	17%	False	False	107,097
60	0.9459	0.8865	0.0594	6.6%	0.0055	0.6%	21%	False	False	118,905
80	0.9459	0.8856	0.0603	6.7%	0.0053	0.6%	22%	False	False	92,297
100	0.9459	0.8845	0.0614	6.8%	0.0051	0.6%	24%	False	False	73,914
120	0.9459	0.8845	0.0614	6.8%	0.0049	0.5%	24%	False	False	61,610

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9127
2.618	0.9080
1.618	0.9051
1.000	0.9033
0.618	0.9022
HIGH	0.9004
0.618	0.8993
0.500	0.8990
0.382	0.8986
LOW	0.8975
0.618	0.8957
1.000	0.8946
1.618	0.8928
2.618	0.8899
4.250	0.8852

Fisher Pivots for day following 12-Mar-2019
Pivot	1 day	3 day
R1	0.8990	0.9003
PP	0.8990	0.8999
S1	0.8990	0.8995

Download as Excel Spreadsheet

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

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