CME Japanese Yen Future June 2019

Trading Metrics calculated at close of trading on 08-Mar-2019

Day Change Summary
	Previous	Current
	07-Mar-2019	08-Mar-2019	Change	Change %	Previous Week
Open	0.9020	0.9031	0.0011	0.1%	0.9008
High	0.9040	0.9108	0.0069	0.8%	0.9108
Low	0.9010	0.9027	0.0017	0.2%	0.8991
Close	0.9037	0.9073	0.0037	0.4%	0.9073
Range	0.0030	0.0082	0.0052	176.3%	0.0117
ATR	0.0040	0.0043	0.0003	7.6%	0.0000
Volume	5,540	10,226	4,686	84.6%	24,498

Daily Pivots for day following 08-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9314	0.9275	0.9118
R3	0.9232	0.9193	0.9095
R2	0.9151	0.9151	0.9088
R1	0.9112	0.9112	0.9080	0.9131
PP	0.9069	0.9069	0.9069	0.9079
S1	0.9030	0.9030	0.9066	0.9050
S2	0.8988	0.8988	0.9058
S3	0.8906	0.8949	0.9051
S4	0.8825	0.8867	0.9028

Weekly Pivots for week ending 08-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9408	0.9358	0.9137
R3	0.9291	0.9241	0.9105
R2	0.9174	0.9174	0.9094
R1	0.9124	0.9124	0.9084	0.9149
PP	0.9057	0.9057	0.9057	0.9070
S1	0.9007	0.9007	0.9062	0.9032
S2	0.8940	0.8940	0.9052
S3	0.8823	0.8890	0.9041
S4	0.8706	0.8773	0.9009

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9108	0.8991	0.0117	1.3%	0.0039	0.4%	70%	True	False	4,899
10	0.9141	0.8991	0.0150	1.6%	0.0046	0.5%	55%	False	False	3,142
20	0.9211	0.8991	0.0220	2.4%	0.0038	0.4%	37%	False	False	1,972
40	0.9390	0.8991	0.0399	4.4%	0.0039	0.4%	21%	False	False	1,047
60	0.9500	0.8939	0.0561	6.2%	0.0045	0.5%	24%	False	False	735
80	0.9500	0.8926	0.0574	6.3%	0.0037	0.4%	26%	False	False	554

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 44 trading days

Fibonacci Retracements and Extensions
4.250	0.9454
2.618	0.9321
1.618	0.9240
1.000	0.9190
0.618	0.9158
HIGH	0.9108
0.618	0.9077
0.500	0.9067
0.382	0.9058
LOW	0.9027
0.618	0.8976
1.000	0.8945
1.618	0.8895
2.618	0.8813
4.250	0.8680

Fisher Pivots for day following 08-Mar-2019
Pivot	1 day	3 day
R1	0.9071	0.9068
PP	0.9069	0.9063
S1	0.9067	0.9058

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols