CME Japanese Yen Future June 2019

Trading Metrics calculated at close of trading on 28-Mar-2019

Day Change Summary
	Previous	Current
	27-Mar-2019	28-Mar-2019	Change	Change %	Previous Week
Open	0.9100	0.9109	0.0009	0.1%	0.9035
High	0.9130	0.9145	0.0015	0.2%	0.9174
Low	0.9091	0.9077	-0.0014	-0.1%	0.9014
Close	0.9118	0.9100	-0.0018	-0.2%	0.9146
Range	0.0040	0.0068	0.0029	72.2%	0.0160
ATR	0.0049	0.0050	0.0001	2.8%	0.0000
Volume	126,189	126,549	360	0.3%	596,885

Daily Pivots for day following 28-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9311	0.9273	0.9137
R3	0.9243	0.9205	0.9118
R2	0.9175	0.9175	0.9112
R1	0.9137	0.9137	0.9106	0.9122
PP	0.9107	0.9107	0.9107	0.9100
S1	0.9069	0.9069	0.9093	0.9054
S2	0.9039	0.9039	0.9087
S3	0.8971	0.9001	0.9081
S4	0.8903	0.8933	0.9062

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	0.9077	0.0104	1.1%	0.0062	0.7%	22%	False	True	138,005
10	0.9181	0.9001	0.0181	2.0%	0.0056	0.6%	55%	False	False	121,955
20	0.9181	0.8991	0.0190	2.1%	0.0048	0.5%	57%	False	False	74,944
40	0.9314	0.8991	0.0323	3.6%	0.0043	0.5%	34%	False	False	37,850
60	0.9500	0.8991	0.0509	5.6%	0.0046	0.5%	21%	False	False	25,276
80	0.9500	0.8939	0.0561	6.2%	0.0044	0.5%	29%	False	False	18,971
100	0.9500	0.8926	0.0574	6.3%	0.0037	0.4%	30%	False	False	15,178

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9434
2.618	0.9323
1.618	0.9255
1.000	0.9213
0.618	0.9187
HIGH	0.9145
0.618	0.9119
0.500	0.9111
0.382	0.9103
LOW	0.9077
0.618	0.9035
1.000	0.9009
1.618	0.8967
2.618	0.8899
4.250	0.8788

Fisher Pivots for day following 28-Mar-2019
Pivot	1 day	3 day
R1	0.9111	0.9116
PP	0.9107	0.9110
S1	0.9103	0.9105

Download as Excel Spreadsheet

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

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