CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 02-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2018 |
02-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9118 |
0.9172 |
0.0055 |
0.6% |
0.9070 |
| High |
0.9182 |
0.9251 |
0.0069 |
0.7% |
0.9140 |
| Low |
0.9104 |
0.9166 |
0.0062 |
0.7% |
0.9037 |
| Close |
0.9171 |
0.9211 |
0.0040 |
0.4% |
0.9111 |
| Range |
0.0078 |
0.0085 |
0.0007 |
8.3% |
0.0103 |
| ATR |
0.0061 |
0.0063 |
0.0002 |
2.7% |
0.0000 |
| Volume |
72,333 |
173,386 |
101,053 |
139.7% |
478,345 |
|
| Daily Pivots for day following 02-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9463 |
0.9421 |
0.9257 |
|
| R3 |
0.9378 |
0.9337 |
0.9234 |
|
| R2 |
0.9294 |
0.9294 |
0.9226 |
|
| R1 |
0.9252 |
0.9252 |
0.9218 |
0.9273 |
| PP |
0.9209 |
0.9209 |
0.9209 |
0.9219 |
| S1 |
0.9168 |
0.9168 |
0.9203 |
0.9188 |
| S2 |
0.9125 |
0.9125 |
0.9195 |
|
| S3 |
0.9040 |
0.9083 |
0.9187 |
|
| S4 |
0.8956 |
0.8999 |
0.9164 |
|
|
| 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 |
0.9251 |
0.9037 |
0.0214 |
2.3% |
0.0080 |
0.9% |
81% |
True |
False |
127,095 |
| 10 |
0.9251 |
0.8932 |
0.0319 |
3.5% |
0.0076 |
0.8% |
87% |
True |
False |
140,075 |
| 20 |
0.9251 |
0.8865 |
0.0386 |
4.2% |
0.0065 |
0.7% |
90% |
True |
False |
99,456 |
| 40 |
0.9251 |
0.8845 |
0.0406 |
4.4% |
0.0051 |
0.6% |
90% |
True |
False |
50,430 |
| 60 |
0.9251 |
0.8845 |
0.0406 |
4.4% |
0.0050 |
0.5% |
90% |
True |
False |
33,710 |
| 80 |
0.9251 |
0.8845 |
0.0406 |
4.4% |
0.0044 |
0.5% |
90% |
True |
False |
25,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9610 |
|
2.618 |
0.9472 |
|
1.618 |
0.9387 |
|
1.000 |
0.9335 |
|
0.618 |
0.9303 |
|
HIGH |
0.9251 |
|
0.618 |
0.9218 |
|
0.500 |
0.9208 |
|
0.382 |
0.9198 |
|
LOW |
0.9166 |
|
0.618 |
0.9114 |
|
1.000 |
0.9082 |
|
1.618 |
0.9029 |
|
2.618 |
0.8945 |
|
4.250 |
0.8807 |
|
|
| Fisher Pivots for day following 02-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9210 |
0.9193 |
| PP |
0.9209 |
0.9175 |
| S1 |
0.9208 |
0.9158 |
|