CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 21-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2018 |
21-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8962 |
0.9052 |
0.0090 |
1.0% |
0.8893 |
| High |
0.9089 |
0.9079 |
-0.0011 |
-0.1% |
0.9089 |
| Low |
0.8948 |
0.9036 |
0.0088 |
1.0% |
0.8879 |
| Close |
0.9065 |
0.9048 |
-0.0017 |
-0.2% |
0.9048 |
| Range |
0.0142 |
0.0043 |
-0.0099 |
-69.6% |
0.0210 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
221,167 |
174,069 |
-47,098 |
-21.3% |
801,002 |
|
| Daily Pivots for day following 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9183 |
0.9158 |
0.9071 |
|
| R3 |
0.9140 |
0.9115 |
0.9059 |
|
| R2 |
0.9097 |
0.9097 |
0.9055 |
|
| R1 |
0.9072 |
0.9072 |
0.9051 |
0.9063 |
| PP |
0.9054 |
0.9054 |
0.9054 |
0.9049 |
| S1 |
0.9029 |
0.9029 |
0.9044 |
0.9020 |
| S2 |
0.9011 |
0.9011 |
0.9040 |
|
| S3 |
0.8968 |
0.8986 |
0.9036 |
|
| S4 |
0.8925 |
0.8943 |
0.9024 |
|
|
| Weekly Pivots for week ending 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9635 |
0.9551 |
0.9163 |
|
| R3 |
0.9425 |
0.9341 |
0.9105 |
|
| R2 |
0.9215 |
0.9215 |
0.9086 |
|
| R1 |
0.9131 |
0.9131 |
0.9067 |
0.9173 |
| PP |
0.9005 |
0.9005 |
0.9005 |
0.9026 |
| S1 |
0.8921 |
0.8921 |
0.9028 |
0.8963 |
| S2 |
0.8795 |
0.8795 |
0.9009 |
|
| S3 |
0.8585 |
0.8711 |
0.8990 |
|
| S4 |
0.8375 |
0.8501 |
0.8932 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9089 |
0.8879 |
0.0210 |
2.3% |
0.0069 |
0.8% |
80% |
False |
False |
160,200 |
| 10 |
0.9089 |
0.8865 |
0.0225 |
2.5% |
0.0058 |
0.6% |
82% |
False |
False |
120,381 |
| 20 |
0.9089 |
0.8856 |
0.0233 |
2.6% |
0.0052 |
0.6% |
82% |
False |
False |
64,105 |
| 40 |
0.9089 |
0.8845 |
0.0244 |
2.7% |
0.0046 |
0.5% |
83% |
False |
False |
32,381 |
| 60 |
0.9089 |
0.8845 |
0.0244 |
2.7% |
0.0046 |
0.5% |
83% |
False |
False |
21,657 |
| 80 |
0.9167 |
0.8845 |
0.0322 |
3.6% |
0.0038 |
0.4% |
63% |
False |
False |
16,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9261 |
|
2.618 |
0.9191 |
|
1.618 |
0.9148 |
|
1.000 |
0.9122 |
|
0.618 |
0.9105 |
|
HIGH |
0.9079 |
|
0.618 |
0.9062 |
|
0.500 |
0.9057 |
|
0.382 |
0.9052 |
|
LOW |
0.9036 |
|
0.618 |
0.9009 |
|
1.000 |
0.8993 |
|
1.618 |
0.8966 |
|
2.618 |
0.8923 |
|
4.250 |
0.8853 |
|
|
| Fisher Pivots for day following 21-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9057 |
0.9037 |
| PP |
0.9054 |
0.9027 |
| S1 |
0.9051 |
0.9017 |
|