CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 28-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2018 |
28-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9041 |
0.9066 |
0.0025 |
0.3% |
0.9070 |
| High |
0.9108 |
0.9133 |
0.0025 |
0.3% |
0.9140 |
| Low |
0.9039 |
0.9065 |
0.0026 |
0.3% |
0.9037 |
| Close |
0.9084 |
0.9111 |
0.0027 |
0.3% |
0.9111 |
| Range |
0.0069 |
0.0068 |
-0.0002 |
-2.2% |
0.0103 |
| ATR |
0.0059 |
0.0060 |
0.0001 |
1.0% |
0.0000 |
| Volume |
159,190 |
110,107 |
-49,083 |
-30.8% |
478,345 |
|
| Daily Pivots for day following 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9305 |
0.9275 |
0.9148 |
|
| R3 |
0.9238 |
0.9208 |
0.9129 |
|
| R2 |
0.9170 |
0.9170 |
0.9123 |
|
| R1 |
0.9140 |
0.9140 |
0.9117 |
0.9155 |
| PP |
0.9103 |
0.9103 |
0.9103 |
0.9110 |
| S1 |
0.9073 |
0.9073 |
0.9104 |
0.9088 |
| S2 |
0.9035 |
0.9035 |
0.9098 |
|
| S3 |
0.8968 |
0.9005 |
0.9092 |
|
| S4 |
0.8900 |
0.8938 |
0.9073 |
|
|
| Weekly Pivots for week ending 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9405 |
0.9361 |
0.9167 |
|
| R3 |
0.9302 |
0.9258 |
0.9139 |
|
| R2 |
0.9199 |
0.9199 |
0.9129 |
|
| R1 |
0.9155 |
0.9155 |
0.9120 |
0.9177 |
| PP |
0.9096 |
0.9096 |
0.9096 |
0.9107 |
| S1 |
0.9052 |
0.9052 |
0.9101 |
0.9074 |
| S2 |
0.8993 |
0.8993 |
0.9092 |
|
| S3 |
0.8890 |
0.8949 |
0.9082 |
|
| S4 |
0.8787 |
0.8846 |
0.9054 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9140 |
0.9036 |
0.0105 |
1.1% |
0.0072 |
0.8% |
72% |
False |
False |
130,482 |
| 10 |
0.9140 |
0.8868 |
0.0273 |
3.0% |
0.0070 |
0.8% |
89% |
False |
False |
139,832 |
| 20 |
0.9140 |
0.8865 |
0.0276 |
3.0% |
0.0060 |
0.7% |
89% |
False |
False |
87,676 |
| 40 |
0.9140 |
0.8845 |
0.0295 |
3.2% |
0.0049 |
0.5% |
90% |
False |
False |
44,306 |
| 60 |
0.9140 |
0.8845 |
0.0295 |
3.2% |
0.0049 |
0.5% |
90% |
False |
False |
29,624 |
| 80 |
0.9159 |
0.8845 |
0.0314 |
3.4% |
0.0042 |
0.5% |
85% |
False |
False |
22,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9419 |
|
2.618 |
0.9309 |
|
1.618 |
0.9242 |
|
1.000 |
0.9200 |
|
0.618 |
0.9174 |
|
HIGH |
0.9133 |
|
0.618 |
0.9107 |
|
0.500 |
0.9099 |
|
0.382 |
0.9091 |
|
LOW |
0.9065 |
|
0.618 |
0.9023 |
|
1.000 |
0.8998 |
|
1.618 |
0.8956 |
|
2.618 |
0.8888 |
|
4.250 |
0.8778 |
|
|
| Fisher Pivots for day following 28-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9107 |
0.9103 |
| PP |
0.9103 |
0.9096 |
| S1 |
0.9099 |
0.9089 |
|