CME Japanese Yen Future June 2019

Trading Metrics calculated at close of trading on 31-Jan-2019

Day Change Summary
	Previous	Current
	30-Jan-2019	31-Jan-2019	Change	Change %	Previous Week
Open	0.9254	0.9281	0.0028	0.3%	0.9230
High	0.9286	0.9314	0.0028	0.3%	0.9263
Low	0.9220	0.9278	0.0058	0.6%	0.9200
Close	0.9283	0.9285	0.0002	0.0%	0.9227
Range	0.0066	0.0037	-0.0029	-43.9%	0.0063
ATR	0.0050	0.0049	-0.0001	-1.9%	0.0000
Volume	77	62	-15	-19.5%	556

Daily Pivots for day following 31-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9403	0.9381	0.9305
R3	0.9366	0.9344	0.9295
R2	0.9329	0.9329	0.9292
R1	0.9307	0.9307	0.9288	0.9318
PP	0.9292	0.9292	0.9292	0.9298
S1	0.9270	0.9270	0.9282	0.9281
S2	0.9255	0.9255	0.9278
S3	0.9218	0.9233	0.9275
S4	0.9181	0.9196	0.9265

Weekly Pivots for week ending 25-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9419	0.9386	0.9261
R3	0.9356	0.9323	0.9244
R2	0.9293	0.9293	0.9238
R1	0.9260	0.9260	0.9232	0.9245
PP	0.9230	0.9230	0.9230	0.9222
S1	0.9197	0.9197	0.9221	0.9182
S2	0.9167	0.9167	0.9215
S3	0.9104	0.9134	0.9209
S4	0.9041	0.9071	0.9192

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9314	0.9202	0.0112	1.2%	0.0037	0.4%	74%	True	False	104
10	0.9314	0.9200	0.0114	1.2%	0.0040	0.4%	74%	True	False	115
20	0.9500	0.9200	0.0300	3.2%	0.0049	0.5%	28%	False	False	124
40	0.9500	0.8939	0.0561	6.0%	0.0045	0.5%	62%	False	False	94
60	0.9500	0.8926	0.0574	6.2%	0.0033	0.4%	63%	False	False	64

Crabel Price Patterns
NR	True
NR4	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9472
2.618	0.9411
1.618	0.9374
1.000	0.9351
0.618	0.9337
HIGH	0.9314
0.618	0.9300
0.500	0.9296
0.382	0.9292
LOW	0.9278
0.618	0.9255
1.000	0.9241
1.618	0.9218
2.618	0.9181
4.250	0.9120

Fisher Pivots for day following 31-Jan-2019
Pivot	1 day	3 day
R1	0.9296	0.9279
PP	0.9292	0.9273
S1	0.9289	0.9267

Download as Excel Spreadsheet

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

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