CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 20-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2018 |
20-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8960 |
0.8962 |
0.0002 |
0.0% |
0.8956 |
| High |
0.8994 |
0.9089 |
0.0095 |
1.1% |
0.8987 |
| Low |
0.8946 |
0.8948 |
0.0002 |
0.0% |
0.8865 |
| Close |
0.8970 |
0.9065 |
0.0095 |
1.1% |
0.8898 |
| Range |
0.0049 |
0.0142 |
0.0093 |
191.8% |
0.0122 |
| ATR |
0.0047 |
0.0054 |
0.0007 |
14.4% |
0.0000 |
| Volume |
152,544 |
221,167 |
68,623 |
45.0% |
402,817 |
|
| Daily Pivots for day following 20-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9458 |
0.9403 |
0.9142 |
|
| R3 |
0.9317 |
0.9261 |
0.9103 |
|
| R2 |
0.9175 |
0.9175 |
0.9090 |
|
| R1 |
0.9120 |
0.9120 |
0.9077 |
0.9148 |
| PP |
0.9034 |
0.9034 |
0.9034 |
0.9048 |
| S1 |
0.8978 |
0.8978 |
0.9052 |
0.9006 |
| S2 |
0.8892 |
0.8892 |
0.9039 |
|
| S3 |
0.8751 |
0.8837 |
0.9026 |
|
| S4 |
0.8609 |
0.8695 |
0.8987 |
|
|
| 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 |
0.9089 |
0.8868 |
0.0222 |
2.4% |
0.0068 |
0.8% |
89% |
True |
False |
149,181 |
| 10 |
0.9089 |
0.8865 |
0.0225 |
2.5% |
0.0057 |
0.6% |
89% |
True |
False |
104,735 |
| 20 |
0.9089 |
0.8856 |
0.0233 |
2.6% |
0.0051 |
0.6% |
89% |
True |
False |
55,419 |
| 40 |
0.9089 |
0.8845 |
0.0244 |
2.7% |
0.0047 |
0.5% |
90% |
True |
False |
28,057 |
| 60 |
0.9089 |
0.8845 |
0.0244 |
2.7% |
0.0046 |
0.5% |
90% |
True |
False |
18,759 |
| 80 |
0.9167 |
0.8845 |
0.0322 |
3.6% |
0.0038 |
0.4% |
68% |
False |
False |
14,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9690 |
|
2.618 |
0.9459 |
|
1.618 |
0.9318 |
|
1.000 |
0.9231 |
|
0.618 |
0.9176 |
|
HIGH |
0.9089 |
|
0.618 |
0.9035 |
|
0.500 |
0.9018 |
|
0.382 |
0.9002 |
|
LOW |
0.8948 |
|
0.618 |
0.8860 |
|
1.000 |
0.8806 |
|
1.618 |
0.8719 |
|
2.618 |
0.8577 |
|
4.250 |
0.8346 |
|
|
| Fisher Pivots for day following 20-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9049 |
0.9047 |
| PP |
0.9034 |
0.9029 |
| S1 |
0.9018 |
0.9011 |
|