CME Japanese Yen Future June 2019

Trading Metrics calculated at close of trading on 01-Apr-2019

Day Change Summary
	Previous	Current
	29-Mar-2019	01-Apr-2019	Change	Change %	Previous Week
Open	0.9092	0.9065	-0.0027	-0.3%	0.9153
High	0.9102	0.9080	-0.0022	-0.2%	0.9181
Low	0.9067	0.9026	-0.0041	-0.5%	0.9067
Close	0.9079	0.9031	-0.0048	-0.5%	0.9079
Range	0.0035	0.0055	0.0020	55.7%	0.0115
ATR	0.0049	0.0050	0.0000	0.8%	0.0000
Volume	128,152	107,405	-20,747	-16.2%	633,014

Daily Pivots for day following 01-Apr-2019
	Classic	Woodie	Camarilla	DeMark
R4	0.9209	0.9175	0.9061
R3	0.9155	0.9120	0.9046
R2	0.9100	0.9100	0.9041
R1	0.9066	0.9066	0.9036	0.9056
PP	0.9046	0.9046	0.9046	0.9041
S1	0.9011	0.9011	0.9026	0.9001
S2	0.8991	0.8991	0.9021
S3	0.8937	0.8957	0.9016
S4	0.8882	0.8902	0.9001

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	0.9154	0.9026	0.0129	1.4%	0.0051	0.6%	4%	False	True	121,944
10	0.9181	0.9014	0.0168	1.9%	0.0058	0.6%	10%	False	False	126,494
20	0.9181	0.8991	0.0190	2.1%	0.0049	0.5%	21%	False	False	86,621
40	0.9233	0.8991	0.0242	2.7%	0.0043	0.5%	17%	False	False	43,731
60	0.9414	0.8991	0.0423	4.7%	0.0044	0.5%	9%	False	False	29,195
80	0.9500	0.8939	0.0561	6.2%	0.0045	0.5%	16%	False	False	21,916
100	0.9500	0.8926	0.0574	6.4%	0.0038	0.4%	18%	False	False	17,533

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9312
2.618	0.9223
1.618	0.9168
1.000	0.9135
0.618	0.9114
HIGH	0.9080
0.618	0.9059
0.500	0.9053
0.382	0.9046
LOW	0.9026
0.618	0.8992
1.000	0.8971
1.618	0.8937
2.618	0.8883
4.250	0.8794

Fisher Pivots for day following 01-Apr-2019
Pivot	1 day	3 day
R1	0.9053	0.9085
PP	0.9046	0.9067
S1	0.9038	0.9049

Download as Excel Spreadsheet

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

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