CME Japanese Yen Future June 2019

Trading Metrics calculated at close of trading on 21-Mar-2019

Day Change Summary
	Previous	Current
	20-Mar-2019	21-Mar-2019	Change	Change %	Previous Week
Open	0.9037	0.9100	0.0063	0.7%	0.9066
High	0.9109	0.9129	0.0020	0.2%	0.9088
Low	0.9014	0.9075	0.0061	0.7%	0.9001
Close	0.9102	0.9089	-0.0013	-0.1%	0.9035
Range	0.0096	0.0055	-0.0041	-42.9%	0.0088
ATR	0.0044	0.0045	0.0001	1.6%	0.0000
Volume	134,345	118,775	-15,570	-11.6%	371,694

Daily Pivots for day following 21-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9261	0.9230	0.9119
R3	0.9207	0.9175	0.9104
R2	0.9152	0.9152	0.9099
R1	0.9121	0.9121	0.9094	0.9109
PP	0.9098	0.9098	0.9098	0.9092
S1	0.9066	0.9066	0.9084	0.9055
S2	0.9043	0.9043	0.9079
S3	0.8989	0.9012	0.9074
S4	0.8934	0.8957	0.9059

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	0.9129	0.9001	0.0129	1.4%	0.0050	0.5%	69%	True	False	105,906
10	0.9129	0.9001	0.0129	1.4%	0.0049	0.5%	69%	True	False	79,363
20	0.9141	0.8991	0.0150	1.6%	0.0044	0.5%	66%	False	False	40,776
40	0.9314	0.8991	0.0323	3.6%	0.0040	0.4%	30%	False	False	20,613
60	0.9500	0.8991	0.0509	5.6%	0.0046	0.5%	19%	False	False	13,779
80	0.9500	0.8939	0.0561	6.2%	0.0040	0.4%	27%	False	False	10,346

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	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9361
2.618	0.9272
1.618	0.9217
1.000	0.9184
0.618	0.9163
HIGH	0.9129
0.618	0.9108
0.500	0.9102
0.382	0.9095
LOW	0.9075
0.618	0.9041
1.000	0.9020
1.618	0.8986
2.618	0.8932
4.250	0.8843

Fisher Pivots for day following 21-Mar-2019
Pivot	1 day	3 day
R1	0.9102	0.9083
PP	0.9098	0.9077
S1	0.9093	0.9071

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