CME Japanese Yen Future June 2019

Trading Metrics calculated at close of trading on 27-Mar-2019

Day Change Summary
	Previous	Current
	26-Mar-2019	27-Mar-2019	Change	Change %	Previous Week
Open	0.9153	0.9100	-0.0053	-0.6%	0.9035
High	0.9154	0.9130	-0.0024	-0.3%	0.9174
Low	0.9094	0.9091	-0.0004	0.0%	0.9014
Close	0.9108	0.9118	0.0010	0.1%	0.9146
Range	0.0060	0.0040	-0.0021	-34.2%	0.0160
ATR	0.0050	0.0049	-0.0001	-1.5%	0.0000
Volume	121,427	126,189	4,762	3.9%	596,885

Daily Pivots for day following 27-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9231	0.9214	0.9139
R3	0.9192	0.9174	0.9128
R2	0.9152	0.9152	0.9125
R1	0.9135	0.9135	0.9121	0.9144
PP	0.9113	0.9113	0.9113	0.9117
S1	0.9095	0.9095	0.9114	0.9104
S2	0.9073	0.9073	0.9110
S3	0.9034	0.9056	0.9107
S4	0.8994	0.9016	0.9096

Weekly Pivots for week ending 22-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9591	0.9529	0.9234
R3	0.9431	0.9369	0.9190
R2	0.9271	0.9271	0.9175
R1	0.9209	0.9209	0.9161	0.9240
PP	0.9111	0.9111	0.9111	0.9127
S1	0.9049	0.9049	0.9131	0.9080
S2	0.8951	0.8951	0.9117
S3	0.8791	0.8889	0.9102
S4	0.8631	0.8729	0.9058

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9181	0.9075	0.0107	1.2%	0.0060	0.7%	40%	False	False	136,451
10	0.9181	0.9001	0.0181	2.0%	0.0055	0.6%	65%	False	False	119,088
20	0.9181	0.8991	0.0190	2.1%	0.0048	0.5%	66%	False	False	68,770
40	0.9314	0.8991	0.0323	3.5%	0.0043	0.5%	39%	False	False	34,688
60	0.9500	0.8991	0.0509	5.6%	0.0046	0.5%	25%	False	False	23,168
80	0.9500	0.8939	0.0561	6.1%	0.0043	0.5%	32%	False	False	17,389
100	0.9500	0.8926	0.0574	6.3%	0.0036	0.4%	33%	False	False	13,912

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9298
2.618	0.9233
1.618	0.9194
1.000	0.9170
0.618	0.9154
HIGH	0.9130
0.618	0.9115
0.500	0.9110
0.382	0.9106
LOW	0.9091
0.618	0.9066
1.000	0.9051
1.618	0.9027
2.618	0.8987
4.250	0.8923

Fisher Pivots for day following 27-Mar-2019
Pivot	1 day	3 day
R1	0.9115	0.9136
PP	0.9113	0.9130
S1	0.9110	0.9124

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

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