CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 19-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2018 |
19-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8935 |
0.8960 |
0.0025 |
0.3% |
0.8956 |
| High |
0.8979 |
0.8994 |
0.0015 |
0.2% |
0.8987 |
| Low |
0.8932 |
0.8946 |
0.0014 |
0.2% |
0.8865 |
| Close |
0.8957 |
0.8970 |
0.0013 |
0.1% |
0.8898 |
| Range |
0.0047 |
0.0049 |
0.0002 |
3.2% |
0.0122 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
0.3% |
0.0000 |
| Volume |
128,912 |
152,544 |
23,632 |
18.3% |
402,817 |
|
| Daily Pivots for day following 19-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9115 |
0.9091 |
0.8996 |
|
| R3 |
0.9067 |
0.9042 |
0.8983 |
|
| R2 |
0.9018 |
0.9018 |
0.8978 |
|
| R1 |
0.8994 |
0.8994 |
0.8974 |
0.9006 |
| PP |
0.8970 |
0.8970 |
0.8970 |
0.8976 |
| S1 |
0.8945 |
0.8945 |
0.8965 |
0.8958 |
| S2 |
0.8921 |
0.8921 |
0.8961 |
|
| S3 |
0.8873 |
0.8897 |
0.8956 |
|
| S4 |
0.8824 |
0.8848 |
0.8943 |
|
|
| Weekly Pivots for week ending 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9282 |
0.9212 |
0.8965 |
|
| R3 |
0.9160 |
0.9090 |
0.8932 |
|
| R2 |
0.9038 |
0.9038 |
0.8920 |
|
| R1 |
0.8968 |
0.8968 |
0.8909 |
0.8942 |
| PP |
0.8916 |
0.8916 |
0.8916 |
0.8903 |
| S1 |
0.8846 |
0.8846 |
0.8887 |
0.8820 |
| S2 |
0.8794 |
0.8794 |
0.8876 |
|
| S3 |
0.8672 |
0.8724 |
0.8864 |
|
| S4 |
0.8550 |
0.8602 |
0.8831 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8994 |
0.8865 |
0.0130 |
1.4% |
0.0048 |
0.5% |
81% |
True |
False |
129,108 |
| 10 |
0.8994 |
0.8865 |
0.0130 |
1.4% |
0.0050 |
0.6% |
81% |
True |
False |
84,414 |
| 20 |
0.8994 |
0.8856 |
0.0138 |
1.5% |
0.0046 |
0.5% |
82% |
True |
False |
44,370 |
| 40 |
0.9079 |
0.8845 |
0.0234 |
2.6% |
0.0044 |
0.5% |
53% |
False |
False |
22,535 |
| 60 |
0.9079 |
0.8845 |
0.0234 |
2.6% |
0.0044 |
0.5% |
53% |
False |
False |
15,073 |
| 80 |
0.9167 |
0.8845 |
0.0322 |
3.6% |
0.0036 |
0.4% |
39% |
False |
False |
11,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9200 |
|
2.618 |
0.9121 |
|
1.618 |
0.9072 |
|
1.000 |
0.9043 |
|
0.618 |
0.9024 |
|
HIGH |
0.8994 |
|
0.618 |
0.8975 |
|
0.500 |
0.8970 |
|
0.382 |
0.8964 |
|
LOW |
0.8946 |
|
0.618 |
0.8916 |
|
1.000 |
0.8897 |
|
1.618 |
0.8867 |
|
2.618 |
0.8819 |
|
4.250 |
0.8739 |
|
|
| Fisher Pivots for day following 19-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8970 |
0.8959 |
| PP |
0.8970 |
0.8948 |
| S1 |
0.8970 |
0.8937 |
|