CME Japanese Yen Future June 2019

Trading Metrics calculated at close of trading on 29-Mar-2019

Day Change Summary
	Previous	Current
	28-Mar-2019	29-Mar-2019	Change	Change %	Previous Week
Open	0.9109	0.9092	-0.0017	-0.2%	0.9153
High	0.9145	0.9102	-0.0044	-0.5%	0.9181
Low	0.9077	0.9067	-0.0011	-0.1%	0.9067
Close	0.9100	0.9079	-0.0021	-0.2%	0.9079
Range	0.0068	0.0035	-0.0033	-48.5%	0.0115
ATR	0.0050	0.0049	-0.0001	-2.2%	0.0000
Volume	126,549	128,152	1,603	1.3%	633,014

Daily Pivots for day following 29-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9187	0.9168	0.9098
R3	0.9152	0.9133	0.9088
R2	0.9117	0.9117	0.9085
R1	0.9098	0.9098	0.9082	0.9090
PP	0.9082	0.9082	0.9082	0.9078
S1	0.9063	0.9063	0.9075	0.9055
S2	0.9047	0.9047	0.9072
S3	0.9012	0.9028	0.9069
S4	0.8977	0.8993	0.9059

Weekly Pivots for week ending 29-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9454	0.9381	0.9142
R3	0.9339	0.9266	0.9110
R2	0.9224	0.9224	0.9100
R1	0.9151	0.9151	0.9089	0.9130
PP	0.9109	0.9109	0.9109	0.9098
S1	0.9036	0.9036	0.9068	0.9015
S2	0.8994	0.8994	0.9057
S3	0.8879	0.8921	0.9047
S4	0.8764	0.8806	0.9015

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9181	0.9067	0.0115	1.3%	0.0051	0.6%	10%	False	True	126,602
10	0.9181	0.9014	0.0168	1.9%	0.0055	0.6%	39%	False	False	122,989
20	0.9181	0.8991	0.0190	2.1%	0.0047	0.5%	46%	False	False	81,304
40	0.9291	0.8991	0.0300	3.3%	0.0043	0.5%	29%	False	False	41,052
60	0.9500	0.8991	0.0509	5.6%	0.0045	0.5%	17%	False	False	27,410
80	0.9500	0.8939	0.0561	6.2%	0.0044	0.5%	25%	False	False	20,573
100	0.9500	0.8926	0.0574	6.3%	0.0037	0.4%	27%	False	False	16,459

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0014
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.9250
2.618	0.9193
1.618	0.9158
1.000	0.9137
0.618	0.9123
HIGH	0.9102
0.618	0.9088
0.500	0.9084
0.382	0.9080
LOW	0.9067
0.618	0.9045
1.000	0.9032
1.618	0.9010
2.618	0.8975
4.250	0.8918

Fisher Pivots for day following 29-Mar-2019
Pivot	1 day	3 day
R1	0.9084	0.9106
PP	0.9082	0.9097
S1	0.9080	0.9088

Download as Excel Spreadsheet

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

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