CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 10-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2019 |
10-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9242 |
0.9293 |
0.0051 |
0.6% |
0.9118 |
| High |
0.9311 |
0.9326 |
0.0015 |
0.2% |
0.9459 |
| Low |
0.9223 |
0.9261 |
0.0039 |
0.4% |
0.9104 |
| Close |
0.9285 |
0.9270 |
-0.0015 |
-0.2% |
0.9268 |
| Range |
0.0089 |
0.0065 |
-0.0024 |
-26.6% |
0.0355 |
| ATR |
0.0076 |
0.0075 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
139,528 |
124,545 |
-14,983 |
-10.7% |
712,805 |
|
| Daily Pivots for day following 10-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9481 |
0.9440 |
0.9306 |
|
| R3 |
0.9416 |
0.9375 |
0.9288 |
|
| R2 |
0.9351 |
0.9351 |
0.9282 |
|
| R1 |
0.9310 |
0.9310 |
0.9276 |
0.9298 |
| PP |
0.9286 |
0.9286 |
0.9286 |
0.9280 |
| S1 |
0.9245 |
0.9245 |
0.9264 |
0.9233 |
| S2 |
0.9221 |
0.9221 |
0.9258 |
|
| S3 |
0.9156 |
0.9180 |
0.9252 |
|
| S4 |
0.9091 |
0.9115 |
0.9234 |
|
|
| 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 |
0.9355 |
0.9217 |
0.0138 |
1.5% |
0.0073 |
0.8% |
39% |
False |
False |
147,826 |
| 10 |
0.9459 |
0.9039 |
0.0420 |
4.5% |
0.0084 |
0.9% |
55% |
False |
False |
150,963 |
| 20 |
0.9459 |
0.8865 |
0.0594 |
6.4% |
0.0074 |
0.8% |
68% |
False |
False |
141,806 |
| 40 |
0.9459 |
0.8856 |
0.0603 |
6.5% |
0.0059 |
0.6% |
69% |
False |
False |
75,241 |
| 60 |
0.9459 |
0.8845 |
0.0614 |
6.6% |
0.0054 |
0.6% |
69% |
False |
False |
50,279 |
| 80 |
0.9459 |
0.8845 |
0.0614 |
6.6% |
0.0050 |
0.5% |
69% |
False |
False |
37,730 |
| 100 |
0.9459 |
0.8845 |
0.0614 |
6.6% |
0.0041 |
0.4% |
69% |
False |
False |
30,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9602 |
|
2.618 |
0.9496 |
|
1.618 |
0.9431 |
|
1.000 |
0.9391 |
|
0.618 |
0.9366 |
|
HIGH |
0.9326 |
|
0.618 |
0.9301 |
|
0.500 |
0.9294 |
|
0.382 |
0.9286 |
|
LOW |
0.9261 |
|
0.618 |
0.9221 |
|
1.000 |
0.9196 |
|
1.618 |
0.9156 |
|
2.618 |
0.9091 |
|
4.250 |
0.8985 |
|
|
| Fisher Pivots for day following 10-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9294 |
0.9271 |
| PP |
0.9286 |
0.9271 |
| S1 |
0.9278 |
0.9270 |
|