CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 04-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2019 |
04-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9404 |
0.9341 |
-0.0063 |
-0.7% |
0.9118 |
| High |
0.9459 |
0.9355 |
-0.0104 |
-1.1% |
0.9459 |
| Low |
0.9286 |
0.9261 |
-0.0025 |
-0.3% |
0.9104 |
| Close |
0.9335 |
0.9268 |
-0.0067 |
-0.7% |
0.9268 |
| Range |
0.0173 |
0.0094 |
-0.0079 |
-45.8% |
0.0355 |
| ATR |
0.0076 |
0.0077 |
0.0001 |
1.6% |
0.0000 |
| Volume |
255,480 |
211,606 |
-43,874 |
-17.2% |
712,805 |
|
| Daily Pivots for day following 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9575 |
0.9515 |
0.9319 |
|
| R3 |
0.9481 |
0.9421 |
0.9293 |
|
| R2 |
0.9388 |
0.9388 |
0.9285 |
|
| R1 |
0.9328 |
0.9328 |
0.9276 |
0.9311 |
| PP |
0.9294 |
0.9294 |
0.9294 |
0.9286 |
| S1 |
0.9234 |
0.9234 |
0.9259 |
0.9218 |
| S2 |
0.9201 |
0.9201 |
0.9250 |
|
| S3 |
0.9107 |
0.9141 |
0.9242 |
|
| S4 |
0.9014 |
0.9047 |
0.9216 |
|
|
| Weekly Pivots for week ending 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0340 |
1.0158 |
0.9462 |
|
| R3 |
0.9986 |
0.9804 |
0.9365 |
|
| R2 |
0.9631 |
0.9631 |
0.9332 |
|
| R1 |
0.9449 |
0.9449 |
0.9300 |
0.9540 |
| PP |
0.9277 |
0.9277 |
0.9277 |
0.9322 |
| S1 |
0.9095 |
0.9095 |
0.9235 |
0.9186 |
| S2 |
0.8922 |
0.8922 |
0.9203 |
|
| S3 |
0.8568 |
0.8740 |
0.9170 |
|
| S4 |
0.8213 |
0.8386 |
0.9073 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9459 |
0.9065 |
0.0394 |
4.2% |
0.0099 |
1.1% |
51% |
False |
False |
164,582 |
| 10 |
0.9459 |
0.8948 |
0.0511 |
5.5% |
0.0093 |
1.0% |
63% |
False |
False |
158,638 |
| 20 |
0.9459 |
0.8865 |
0.0594 |
6.4% |
0.0071 |
0.8% |
68% |
False |
False |
121,526 |
| 40 |
0.9459 |
0.8845 |
0.0614 |
6.6% |
0.0057 |
0.6% |
69% |
False |
False |
62,090 |
| 60 |
0.9459 |
0.8845 |
0.0614 |
6.6% |
0.0052 |
0.6% |
69% |
False |
False |
41,494 |
| 80 |
0.9459 |
0.8845 |
0.0614 |
6.6% |
0.0047 |
0.5% |
69% |
False |
False |
31,138 |
| 100 |
0.9459 |
0.8845 |
0.0614 |
6.6% |
0.0039 |
0.4% |
69% |
False |
False |
24,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9752 |
|
2.618 |
0.9599 |
|
1.618 |
0.9506 |
|
1.000 |
0.9448 |
|
0.618 |
0.9412 |
|
HIGH |
0.9355 |
|
0.618 |
0.9319 |
|
0.500 |
0.9308 |
|
0.382 |
0.9297 |
|
LOW |
0.9261 |
|
0.618 |
0.9203 |
|
1.000 |
0.9168 |
|
1.618 |
0.9110 |
|
2.618 |
0.9016 |
|
4.250 |
0.8864 |
|
|
| Fisher Pivots for day following 04-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9308 |
0.9312 |
| PP |
0.9294 |
0.9297 |
| S1 |
0.9281 |
0.9282 |
|