CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 27-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2018 |
27-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9140 |
0.9041 |
-0.0099 |
-1.1% |
0.8893 |
| High |
0.9140 |
0.9108 |
-0.0032 |
-0.4% |
0.9089 |
| Low |
0.9037 |
0.9039 |
0.0002 |
0.0% |
0.8879 |
| Close |
0.9041 |
0.9084 |
0.0042 |
0.5% |
0.9048 |
| Range |
0.0103 |
0.0069 |
-0.0034 |
-33.0% |
0.0210 |
| ATR |
0.0059 |
0.0059 |
0.0001 |
1.3% |
0.0000 |
| Volume |
120,463 |
159,190 |
38,727 |
32.1% |
801,002 |
|
| Daily Pivots for day following 27-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9284 |
0.9253 |
0.9121 |
|
| R3 |
0.9215 |
0.9184 |
0.9102 |
|
| R2 |
0.9146 |
0.9146 |
0.9096 |
|
| R1 |
0.9115 |
0.9115 |
0.9090 |
0.9130 |
| PP |
0.9077 |
0.9077 |
0.9077 |
0.9085 |
| S1 |
0.9046 |
0.9046 |
0.9077 |
0.9061 |
| S2 |
0.9008 |
0.9008 |
0.9071 |
|
| S3 |
0.8939 |
0.8977 |
0.9065 |
|
| S4 |
0.8870 |
0.8908 |
0.9046 |
|
|
| 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 |
0.8948 |
0.0193 |
2.1% |
0.0087 |
1.0% |
71% |
False |
False |
152,694 |
| 10 |
0.9140 |
0.8865 |
0.0276 |
3.0% |
0.0068 |
0.7% |
79% |
False |
False |
140,901 |
| 20 |
0.9140 |
0.8865 |
0.0276 |
3.0% |
0.0058 |
0.6% |
79% |
False |
False |
82,283 |
| 40 |
0.9140 |
0.8845 |
0.0295 |
3.2% |
0.0048 |
0.5% |
81% |
False |
False |
41,564 |
| 60 |
0.9140 |
0.8845 |
0.0295 |
3.2% |
0.0049 |
0.5% |
81% |
False |
False |
27,790 |
| 80 |
0.9159 |
0.8845 |
0.0314 |
3.5% |
0.0041 |
0.5% |
76% |
False |
False |
20,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9401 |
|
2.618 |
0.9289 |
|
1.618 |
0.9220 |
|
1.000 |
0.9177 |
|
0.618 |
0.9151 |
|
HIGH |
0.9108 |
|
0.618 |
0.9082 |
|
0.500 |
0.9074 |
|
0.382 |
0.9065 |
|
LOW |
0.9039 |
|
0.618 |
0.8996 |
|
1.000 |
0.8970 |
|
1.618 |
0.8927 |
|
2.618 |
0.8858 |
|
4.250 |
0.8746 |
|
|
| Fisher Pivots for day following 27-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9080 |
0.9089 |
| PP |
0.9077 |
0.9087 |
| S1 |
0.9074 |
0.9085 |
|