CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 07-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2019 |
07-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9341 |
0.9272 |
-0.0069 |
-0.7% |
0.9118 |
| High |
0.9355 |
0.9310 |
-0.0045 |
-0.5% |
0.9459 |
| Low |
0.9261 |
0.9247 |
-0.0015 |
-0.2% |
0.9104 |
| Close |
0.9268 |
0.9259 |
-0.0009 |
-0.1% |
0.9268 |
| Range |
0.0094 |
0.0064 |
-0.0030 |
-32.1% |
0.0355 |
| ATR |
0.0077 |
0.0076 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
211,606 |
141,414 |
-70,192 |
-33.2% |
712,805 |
|
| Daily Pivots for day following 07-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9462 |
0.9424 |
0.9294 |
|
| R3 |
0.9399 |
0.9361 |
0.9276 |
|
| R2 |
0.9335 |
0.9335 |
0.9271 |
|
| R1 |
0.9297 |
0.9297 |
0.9265 |
0.9285 |
| PP |
0.9272 |
0.9272 |
0.9272 |
0.9266 |
| S1 |
0.9234 |
0.9234 |
0.9253 |
0.9221 |
| S2 |
0.9208 |
0.9208 |
0.9247 |
|
| S3 |
0.9145 |
0.9170 |
0.9242 |
|
| S4 |
0.9081 |
0.9107 |
0.9224 |
|
|
| 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 |
0.9104 |
0.0355 |
3.8% |
0.0098 |
1.1% |
44% |
False |
False |
170,843 |
| 10 |
0.9459 |
0.9036 |
0.0423 |
4.6% |
0.0085 |
0.9% |
53% |
False |
False |
150,663 |
| 20 |
0.9459 |
0.8865 |
0.0594 |
6.4% |
0.0071 |
0.8% |
66% |
False |
False |
127,699 |
| 40 |
0.9459 |
0.8845 |
0.0614 |
6.6% |
0.0057 |
0.6% |
67% |
False |
False |
65,620 |
| 60 |
0.9459 |
0.8845 |
0.0614 |
6.6% |
0.0052 |
0.6% |
67% |
False |
False |
43,849 |
| 80 |
0.9459 |
0.8845 |
0.0614 |
6.6% |
0.0048 |
0.5% |
67% |
False |
False |
32,906 |
| 100 |
0.9459 |
0.8845 |
0.0614 |
6.6% |
0.0039 |
0.4% |
67% |
False |
False |
26,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9580 |
|
2.618 |
0.9476 |
|
1.618 |
0.9413 |
|
1.000 |
0.9374 |
|
0.618 |
0.9349 |
|
HIGH |
0.9310 |
|
0.618 |
0.9286 |
|
0.500 |
0.9278 |
|
0.382 |
0.9271 |
|
LOW |
0.9247 |
|
0.618 |
0.9207 |
|
1.000 |
0.9183 |
|
1.618 |
0.9144 |
|
2.618 |
0.9080 |
|
4.250 |
0.8977 |
|
|
| Fisher Pivots for day following 07-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9278 |
0.9353 |
| PP |
0.9272 |
0.9321 |
| S1 |
0.9265 |
0.9290 |
|