CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 24-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2018 |
24-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9052 |
0.9070 |
0.0019 |
0.2% |
0.8893 |
| High |
0.9079 |
0.9134 |
0.0055 |
0.6% |
0.9089 |
| Low |
0.9036 |
0.9057 |
0.0021 |
0.2% |
0.8879 |
| Close |
0.9048 |
0.9123 |
0.0076 |
0.8% |
0.9048 |
| Range |
0.0043 |
0.0077 |
0.0034 |
79.1% |
0.0210 |
| ATR |
0.0053 |
0.0055 |
0.0002 |
4.5% |
0.0000 |
| Volume |
174,069 |
88,585 |
-85,484 |
-49.1% |
801,002 |
|
| Daily Pivots for day following 24-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9335 |
0.9306 |
0.9165 |
|
| R3 |
0.9258 |
0.9229 |
0.9144 |
|
| R2 |
0.9181 |
0.9181 |
0.9137 |
|
| R1 |
0.9152 |
0.9152 |
0.9130 |
0.9167 |
| PP |
0.9104 |
0.9104 |
0.9104 |
0.9112 |
| S1 |
0.9075 |
0.9075 |
0.9116 |
0.9090 |
| S2 |
0.9027 |
0.9027 |
0.9109 |
|
| S3 |
0.8950 |
0.8998 |
0.9102 |
|
| S4 |
0.8873 |
0.8921 |
0.9081 |
|
|
| 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 |
0.9134 |
0.8932 |
0.0202 |
2.2% |
0.0071 |
0.8% |
95% |
True |
False |
153,055 |
| 10 |
0.9134 |
0.8865 |
0.0269 |
2.9% |
0.0057 |
0.6% |
96% |
True |
False |
124,657 |
| 20 |
0.9134 |
0.8856 |
0.0278 |
3.0% |
0.0053 |
0.6% |
96% |
True |
False |
68,501 |
| 40 |
0.9134 |
0.8845 |
0.0289 |
3.2% |
0.0047 |
0.5% |
96% |
True |
False |
34,589 |
| 60 |
0.9134 |
0.8845 |
0.0289 |
3.2% |
0.0046 |
0.5% |
96% |
True |
False |
23,131 |
| 80 |
0.9167 |
0.8845 |
0.0322 |
3.5% |
0.0039 |
0.4% |
86% |
False |
False |
17,357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9461 |
|
2.618 |
0.9335 |
|
1.618 |
0.9258 |
|
1.000 |
0.9211 |
|
0.618 |
0.9181 |
|
HIGH |
0.9134 |
|
0.618 |
0.9104 |
|
0.500 |
0.9095 |
|
0.382 |
0.9086 |
|
LOW |
0.9057 |
|
0.618 |
0.9009 |
|
1.000 |
0.8980 |
|
1.618 |
0.8932 |
|
2.618 |
0.8855 |
|
4.250 |
0.8729 |
|
|
| Fisher Pivots for day following 24-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9114 |
0.9096 |
| PP |
0.9104 |
0.9068 |
| S1 |
0.9095 |
0.9041 |
|