CME Japanese Yen Future March 2019

Trading Metrics calculated at close of trading on 13-Mar-2019

Day Change Summary
	Previous	Current
	12-Mar-2019	13-Mar-2019	Change	Change %	Previous Week
Open	0.8995	0.8983	-0.0012	-0.1%	0.8947
High	0.9004	0.9012	0.0008	0.1%	0.9044
Low	0.8975	0.8975	-0.0001	0.0%	0.8926
Close	0.8991	0.9010	0.0019	0.2%	0.9009
Range	0.0029	0.0038	0.0009	29.3%	0.0118
ATR	0.0045	0.0045	-0.0001	-1.2%	0.0000
Volume	119,986	135,105	15,119	12.6%	563,163

Daily Pivots for day following 13-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9111	0.9098	0.9030
R3	0.9074	0.9060	0.9020
R2	0.9036	0.9036	0.9016
R1	0.9023	0.9023	0.9013	0.9030
PP	0.8999	0.8999	0.8999	0.9002
S1	0.8985	0.8985	0.9006	0.8992
S2	0.8961	0.8961	0.9003
S3	0.8924	0.8948	0.8999
S4	0.8886	0.8910	0.8989

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	0.8946	0.0098	1.1%	0.0043	0.5%	65%	False	False	129,186
10	0.9048	0.8926	0.0122	1.4%	0.0043	0.5%	69%	False	False	120,263
20	0.9090	0.8926	0.0165	1.8%	0.0043	0.5%	51%	False	False	110,879
40	0.9293	0.8926	0.0368	4.1%	0.0046	0.5%	23%	False	False	108,547
60	0.9459	0.8868	0.0591	6.6%	0.0055	0.6%	24%	False	False	119,143
80	0.9459	0.8856	0.0603	6.7%	0.0053	0.6%	25%	False	False	93,977
100	0.9459	0.8845	0.0614	6.8%	0.0051	0.6%	27%	False	False	75,263
120	0.9459	0.8845	0.0614	6.8%	0.0049	0.5%	27%	False	False	62,736

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

Fibonacci Retracements and Extensions
4.250	0.9171
2.618	0.9110
1.618	0.9073
1.000	0.9050
0.618	0.9035
HIGH	0.9012
0.618	0.8998
0.500	0.8993
0.382	0.8989
LOW	0.8975
0.618	0.8951
1.000	0.8937
1.618	0.8914
2.618	0.8876
4.250	0.8815

Fisher Pivots for day following 13-Mar-2019
Pivot	1 day	3 day
R1	0.9004	0.9006
PP	0.8999	0.9002
S1	0.8993	0.8999

Download as Excel Spreadsheet

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

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