CME Japanese Yen Future March 2019

Trading Metrics calculated at close of trading on 14-Mar-2019

Day Change Summary
	Previous	Current
	13-Mar-2019	14-Mar-2019	Change	Change %	Previous Week
Open	0.8983	0.8990	0.0007	0.1%	0.8947
High	0.9012	0.8999	-0.0014	-0.1%	0.9044
Low	0.8975	0.8943	-0.0032	-0.4%	0.8926
Close	0.9010	0.8951	-0.0059	-0.7%	0.9009
Range	0.0038	0.0056	0.0018	48.0%	0.0118
ATR	0.0045	0.0046	0.0002	3.5%	0.0000
Volume	135,105	134,745	-360	-0.3%	563,163

Daily Pivots for day following 14-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9131	0.9096	0.8981
R3	0.9075	0.9041	0.8966
R2	0.9020	0.9020	0.8961
R1	0.8985	0.8985	0.8956	0.8975
PP	0.8964	0.8964	0.8964	0.8959
S1	0.8930	0.8930	0.8945	0.8919
S2	0.8909	0.8909	0.8940
S3	0.8853	0.8874	0.8935
S4	0.8798	0.8819	0.8920

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	0.8943	0.0101	1.1%	0.0048	0.5%	7%	False	True	131,255
10	0.9044	0.8926	0.0118	1.3%	0.0042	0.5%	21%	False	False	119,165
20	0.9090	0.8926	0.0165	1.8%	0.0043	0.5%	15%	False	False	112,928
40	0.9273	0.8926	0.0348	3.9%	0.0046	0.5%	7%	False	False	108,862
60	0.9459	0.8879	0.0580	6.5%	0.0056	0.6%	12%	False	False	119,406
80	0.9459	0.8856	0.0603	6.7%	0.0053	0.6%	16%	False	False	95,637
100	0.9459	0.8845	0.0614	6.9%	0.0051	0.6%	17%	False	False	76,604
120	0.9459	0.8845	0.0614	6.9%	0.0049	0.5%	17%	False	False	63,859

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0007
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9234
2.618	0.9144
1.618	0.9088
1.000	0.9054
0.618	0.9033
HIGH	0.8999
0.618	0.8977
0.500	0.8971
0.382	0.8964
LOW	0.8943
0.618	0.8909
1.000	0.8888
1.618	0.8853
2.618	0.8798
4.250	0.8707

Fisher Pivots for day following 14-Mar-2019
Pivot	1 day	3 day
R1	0.8971	0.8978
PP	0.8964	0.8969
S1	0.8957	0.8960

Download as Excel Spreadsheet

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

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