CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 09-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2019 |
09-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9252 |
0.9242 |
-0.0010 |
-0.1% |
0.9118 |
| High |
0.9272 |
0.9311 |
0.0040 |
0.4% |
0.9459 |
| Low |
0.9217 |
0.9223 |
0.0006 |
0.1% |
0.9104 |
| Close |
0.9255 |
0.9285 |
0.0031 |
0.3% |
0.9268 |
| Range |
0.0055 |
0.0089 |
0.0034 |
60.9% |
0.0355 |
| ATR |
0.0075 |
0.0076 |
0.0001 |
1.3% |
0.0000 |
| Volume |
122,041 |
139,528 |
17,487 |
14.3% |
712,805 |
|
| Daily Pivots for day following 09-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9538 |
0.9500 |
0.9334 |
|
| R3 |
0.9450 |
0.9412 |
0.9309 |
|
| R2 |
0.9361 |
0.9361 |
0.9301 |
|
| R1 |
0.9323 |
0.9323 |
0.9293 |
0.9342 |
| PP |
0.9273 |
0.9273 |
0.9273 |
0.9282 |
| S1 |
0.9235 |
0.9235 |
0.9277 |
0.9254 |
| S2 |
0.9184 |
0.9184 |
0.9269 |
|
| S3 |
0.9096 |
0.9146 |
0.9261 |
|
| S4 |
0.9007 |
0.9058 |
0.9236 |
|
|
| 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 |
0.9217 |
0.0242 |
2.6% |
0.0095 |
1.0% |
28% |
False |
False |
174,013 |
| 10 |
0.9459 |
0.9037 |
0.0422 |
4.5% |
0.0088 |
0.9% |
59% |
False |
False |
150,554 |
| 20 |
0.9459 |
0.8865 |
0.0594 |
6.4% |
0.0072 |
0.8% |
71% |
False |
False |
137,606 |
| 40 |
0.9459 |
0.8845 |
0.0614 |
6.6% |
0.0059 |
0.6% |
72% |
False |
False |
72,135 |
| 60 |
0.9459 |
0.8845 |
0.0614 |
6.6% |
0.0053 |
0.6% |
72% |
False |
False |
48,206 |
| 80 |
0.9459 |
0.8845 |
0.0614 |
6.6% |
0.0049 |
0.5% |
72% |
False |
False |
36,174 |
| 100 |
0.9459 |
0.8845 |
0.0614 |
6.6% |
0.0041 |
0.4% |
72% |
False |
False |
28,941 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9687 |
|
2.618 |
0.9543 |
|
1.618 |
0.9454 |
|
1.000 |
0.9400 |
|
0.618 |
0.9366 |
|
HIGH |
0.9311 |
|
0.618 |
0.9277 |
|
0.500 |
0.9267 |
|
0.382 |
0.9256 |
|
LOW |
0.9223 |
|
0.618 |
0.9168 |
|
1.000 |
0.9134 |
|
1.618 |
0.9079 |
|
2.618 |
0.8991 |
|
4.250 |
0.8846 |
|
|
| Fisher Pivots for day following 09-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9279 |
0.9278 |
| PP |
0.9273 |
0.9271 |
| S1 |
0.9267 |
0.9264 |
|