CME Japanese Yen Future June 2019

Trading Metrics calculated at close of trading on 15-Mar-2019

Day Change Summary
	Previous	Current
	14-Mar-2019	15-Mar-2019	Change	Change %	Previous Week
Open	0.9053	0.9021	-0.0032	-0.4%	0.9066
High	0.9063	0.9044	-0.0019	-0.2%	0.9088
Low	0.9007	0.9001	-0.0007	-0.1%	0.9001
Close	0.9015	0.9035	0.0020	0.2%	0.9035
Range	0.0056	0.0044	-0.0012	-21.6%	0.0088
ATR	0.0043	0.0043	0.0000	0.1%	0.0000
Volume	97,873	117,812	19,939	20.4%	371,694

Daily Pivots for day following 15-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9157	0.9139	0.9058
R3	0.9113	0.9096	0.9046
R2	0.9070	0.9070	0.9042
R1	0.9052	0.9052	0.9038	0.9061
PP	0.9026	0.9026	0.9026	0.9031
S1	0.9009	0.9009	0.9031	0.9018
S2	0.8983	0.8983	0.9027
S3	0.8939	0.8965	0.9023
S4	0.8896	0.8922	0.9011

Weekly Pivots for week ending 15-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9304	0.9257	0.9083
R3	0.9216	0.9169	0.9059
R2	0.9129	0.9129	0.9051
R1	0.9082	0.9082	0.9043	0.9061
PP	0.9041	0.9041	0.9041	0.9031
S1	0.8994	0.8994	0.9026	0.8974
S2	0.8954	0.8954	0.9018
S3	0.8866	0.8907	0.9010
S4	0.8779	0.8819	0.8986

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9088	0.9001	0.0088	1.0%	0.0040	0.4%	39%	False	True	74,338
10	0.9108	0.8991	0.0117	1.3%	0.0040	0.4%	37%	False	False	39,619
20	0.9154	0.8991	0.0163	1.8%	0.0039	0.4%	27%	False	False	20,483
40	0.9314	0.8991	0.0323	3.6%	0.0039	0.4%	13%	False	False	10,334
60	0.9500	0.8991	0.0509	5.6%	0.0046	0.5%	9%	False	False	6,924
80	0.9500	0.8939	0.0561	6.2%	0.0038	0.4%	17%	False	False	5,200

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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9229
2.618	0.9158
1.618	0.9114
1.000	0.9088
0.618	0.9071
HIGH	0.9044
0.618	0.9027
0.500	0.9022
0.382	0.9017
LOW	0.9001
0.618	0.8974
1.000	0.8957
1.618	0.8930
2.618	0.8887
4.250	0.8816

Fisher Pivots for day following 15-Mar-2019
Pivot	1 day	3 day
R1	0.9030	0.9039
PP	0.9026	0.9037
S1	0.9022	0.9036

Download as Excel Spreadsheet

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

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