CME Japanese Yen Future June 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	0.9060	0.9049	-0.0011	-0.1%	0.9008
High	0.9069	0.9077	0.0008	0.1%	0.9108
Low	0.9039	0.9039	0.0000	0.0%	0.8991
Close	0.9055	0.9074	0.0019	0.2%	0.9073
Range	0.0030	0.0038	0.0008	27.1%	0.0117
ATR	0.0041	0.0041	0.0000	-0.6%	0.0000
Volume	43,702	73,322	29,620	67.8%	24,498

Daily Pivots for day following 13-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9176	0.9162	0.9094
R3	0.9138	0.9125	0.9084
R2	0.9101	0.9101	0.9080
R1	0.9087	0.9087	0.9077	0.9094
PP	0.9063	0.9063	0.9063	0.9066
S1	0.9050	0.9050	0.9070	0.9056
S2	0.9026	0.9026	0.9067
S3	0.8988	0.9012	0.9063
S4	0.8951	0.8975	0.9053

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	0.9010	0.0098	1.1%	0.0043	0.5%	65%	False	False	34,355
10	0.9108	0.8991	0.0117	1.3%	0.0042	0.5%	71%	False	False	18,453
20	0.9154	0.8991	0.0163	1.8%	0.0039	0.4%	51%	False	False	9,731
40	0.9344	0.8991	0.0353	3.9%	0.0039	0.4%	23%	False	False	4,944
60	0.9500	0.8946	0.0554	6.1%	0.0045	0.5%	23%	False	False	3,333
80	0.9500	0.8939	0.0561	6.2%	0.0037	0.4%	24%	False	False	2,504

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0007
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9236
2.618	0.9175
1.618	0.9137
1.000	0.9114
0.618	0.9100
HIGH	0.9077
0.618	0.9062
0.500	0.9058
0.382	0.9053
LOW	0.9039
0.618	0.9016
1.000	0.9002
1.618	0.8978
2.618	0.8941
4.250	0.8880

Fisher Pivots for day following 13-Mar-2019
Pivot	1 day	3 day
R1	0.9068	0.9070
PP	0.9063	0.9067
S1	0.9058	0.9064

Download as Excel Spreadsheet

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

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