CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 26-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2018 |
26-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9070 |
0.9140 |
0.0070 |
0.8% |
0.8893 |
| High |
0.9134 |
0.9140 |
0.0007 |
0.1% |
0.9089 |
| Low |
0.9057 |
0.9037 |
-0.0020 |
-0.2% |
0.8879 |
| Close |
0.9123 |
0.9041 |
-0.0082 |
-0.9% |
0.9048 |
| Range |
0.0077 |
0.0103 |
0.0026 |
33.8% |
0.0210 |
| ATR |
0.0055 |
0.0059 |
0.0003 |
6.2% |
0.0000 |
| Volume |
88,585 |
120,463 |
31,878 |
36.0% |
801,002 |
|
| Daily Pivots for day following 26-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9382 |
0.9315 |
0.9098 |
|
| R3 |
0.9279 |
0.9212 |
0.9070 |
|
| R2 |
0.9176 |
0.9176 |
0.9060 |
|
| R1 |
0.9109 |
0.9109 |
0.9051 |
0.9091 |
| PP |
0.9073 |
0.9073 |
0.9073 |
0.9064 |
| S1 |
0.9006 |
0.9006 |
0.9032 |
0.8988 |
| S2 |
0.8970 |
0.8970 |
0.9023 |
|
| S3 |
0.8867 |
0.8903 |
0.9013 |
|
| S4 |
0.8764 |
0.8800 |
0.8985 |
|
|
| 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 |
0.9140 |
0.8946 |
0.0195 |
2.2% |
0.0083 |
0.9% |
49% |
True |
False |
151,365 |
| 10 |
0.9140 |
0.8865 |
0.0276 |
3.0% |
0.0064 |
0.7% |
64% |
True |
False |
132,649 |
| 20 |
0.9140 |
0.8856 |
0.0284 |
3.1% |
0.0056 |
0.6% |
65% |
True |
False |
74,371 |
| 40 |
0.9140 |
0.8845 |
0.0295 |
3.3% |
0.0048 |
0.5% |
67% |
True |
False |
37,599 |
| 60 |
0.9140 |
0.8845 |
0.0295 |
3.3% |
0.0048 |
0.5% |
67% |
True |
False |
25,137 |
| 80 |
0.9159 |
0.8845 |
0.0314 |
3.5% |
0.0040 |
0.4% |
63% |
False |
False |
18,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9578 |
|
2.618 |
0.9410 |
|
1.618 |
0.9307 |
|
1.000 |
0.9243 |
|
0.618 |
0.9204 |
|
HIGH |
0.9140 |
|
0.618 |
0.9101 |
|
0.500 |
0.9089 |
|
0.382 |
0.9076 |
|
LOW |
0.9037 |
|
0.618 |
0.8973 |
|
1.000 |
0.8934 |
|
1.618 |
0.8870 |
|
2.618 |
0.8767 |
|
4.250 |
0.8599 |
|
|
| Fisher Pivots for day following 26-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9089 |
0.9088 |
| PP |
0.9073 |
0.9072 |
| S1 |
0.9057 |
0.9057 |
|