CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 31-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2018 |
31-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9066 |
0.9118 |
0.0052 |
0.6% |
0.9070 |
| High |
0.9133 |
0.9182 |
0.0050 |
0.5% |
0.9140 |
| Low |
0.9065 |
0.9104 |
0.0039 |
0.4% |
0.9037 |
| Close |
0.9111 |
0.9171 |
0.0061 |
0.7% |
0.9111 |
| Range |
0.0068 |
0.0078 |
0.0011 |
15.6% |
0.0103 |
| ATR |
0.0060 |
0.0061 |
0.0001 |
2.1% |
0.0000 |
| Volume |
110,107 |
72,333 |
-37,774 |
-34.3% |
478,345 |
|
| Daily Pivots for day following 31-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9386 |
0.9357 |
0.9214 |
|
| R3 |
0.9308 |
0.9279 |
0.9192 |
|
| R2 |
0.9230 |
0.9230 |
0.9185 |
|
| R1 |
0.9201 |
0.9201 |
0.9178 |
0.9216 |
| PP |
0.9152 |
0.9152 |
0.9152 |
0.9160 |
| S1 |
0.9123 |
0.9123 |
0.9164 |
0.9138 |
| S2 |
0.9074 |
0.9074 |
0.9157 |
|
| S3 |
0.8996 |
0.9045 |
0.9150 |
|
| S4 |
0.8918 |
0.8967 |
0.9128 |
|
|
| 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 |
0.9182 |
0.9037 |
0.0145 |
1.6% |
0.0079 |
0.9% |
92% |
True |
False |
110,135 |
| 10 |
0.9182 |
0.8879 |
0.0303 |
3.3% |
0.0074 |
0.8% |
96% |
True |
False |
135,168 |
| 20 |
0.9182 |
0.8865 |
0.0318 |
3.5% |
0.0062 |
0.7% |
97% |
True |
False |
90,855 |
| 40 |
0.9182 |
0.8845 |
0.0337 |
3.7% |
0.0050 |
0.5% |
97% |
True |
False |
46,113 |
| 60 |
0.9182 |
0.8845 |
0.0337 |
3.7% |
0.0049 |
0.5% |
97% |
True |
False |
30,824 |
| 80 |
0.9182 |
0.8845 |
0.0337 |
3.7% |
0.0043 |
0.5% |
97% |
True |
False |
23,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9514 |
|
2.618 |
0.9386 |
|
1.618 |
0.9308 |
|
1.000 |
0.9260 |
|
0.618 |
0.9230 |
|
HIGH |
0.9182 |
|
0.618 |
0.9152 |
|
0.500 |
0.9143 |
|
0.382 |
0.9134 |
|
LOW |
0.9104 |
|
0.618 |
0.9056 |
|
1.000 |
0.9026 |
|
1.618 |
0.8978 |
|
2.618 |
0.8900 |
|
4.250 |
0.8773 |
|
|
| Fisher Pivots for day following 31-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9162 |
0.9151 |
| PP |
0.9152 |
0.9131 |
| S1 |
0.9143 |
0.9111 |
|