CME Japanese Yen Future March 2019
Trading Metrics calculated at close of trading on 11-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2019 |
11-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
0.9293 |
0.9268 |
-0.0025 |
-0.3% |
0.9272 |
High |
0.9326 |
0.9294 |
-0.0033 |
-0.3% |
0.9326 |
Low |
0.9261 |
0.9254 |
-0.0007 |
-0.1% |
0.9217 |
Close |
0.9270 |
0.9263 |
-0.0007 |
-0.1% |
0.9263 |
Range |
0.0065 |
0.0040 |
-0.0026 |
-39.2% |
0.0110 |
ATR |
0.0075 |
0.0073 |
-0.0003 |
-3.4% |
0.0000 |
Volume |
124,545 |
90,965 |
-33,580 |
-27.0% |
618,493 |
|
Daily Pivots for day following 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9389 |
0.9365 |
0.9285 |
|
R3 |
0.9349 |
0.9326 |
0.9274 |
|
R2 |
0.9310 |
0.9310 |
0.9270 |
|
R1 |
0.9286 |
0.9286 |
0.9267 |
0.9278 |
PP |
0.9270 |
0.9270 |
0.9270 |
0.9266 |
S1 |
0.9247 |
0.9247 |
0.9259 |
0.9239 |
S2 |
0.9231 |
0.9231 |
0.9256 |
|
S3 |
0.9191 |
0.9207 |
0.9252 |
|
S4 |
0.9152 |
0.9168 |
0.9241 |
|
|
Weekly Pivots for week ending 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9597 |
0.9540 |
0.9323 |
|
R3 |
0.9488 |
0.9430 |
0.9293 |
|
R2 |
0.9378 |
0.9378 |
0.9283 |
|
R1 |
0.9321 |
0.9321 |
0.9273 |
0.9295 |
PP |
0.9269 |
0.9269 |
0.9269 |
0.9256 |
S1 |
0.9211 |
0.9211 |
0.9253 |
0.9185 |
S2 |
0.9159 |
0.9159 |
0.9243 |
|
S3 |
0.9050 |
0.9102 |
0.9233 |
|
S4 |
0.8940 |
0.8992 |
0.9203 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9326 |
0.9217 |
0.0110 |
1.2% |
0.0062 |
0.7% |
42% |
False |
False |
123,698 |
10 |
0.9459 |
0.9065 |
0.0394 |
4.2% |
0.0081 |
0.9% |
50% |
False |
False |
144,140 |
20 |
0.9459 |
0.8865 |
0.0594 |
6.4% |
0.0074 |
0.8% |
67% |
False |
False |
142,520 |
40 |
0.9459 |
0.8856 |
0.0603 |
6.5% |
0.0059 |
0.6% |
68% |
False |
False |
77,497 |
60 |
0.9459 |
0.8845 |
0.0614 |
6.6% |
0.0053 |
0.6% |
68% |
False |
False |
51,792 |
80 |
0.9459 |
0.8845 |
0.0614 |
6.6% |
0.0050 |
0.5% |
68% |
False |
False |
38,867 |
100 |
0.9459 |
0.8845 |
0.0614 |
6.6% |
0.0042 |
0.4% |
68% |
False |
False |
31,096 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9461 |
2.618 |
0.9397 |
1.618 |
0.9357 |
1.000 |
0.9333 |
0.618 |
0.9318 |
HIGH |
0.9294 |
0.618 |
0.9278 |
0.500 |
0.9274 |
0.382 |
0.9269 |
LOW |
0.9254 |
0.618 |
0.9230 |
1.000 |
0.9215 |
1.618 |
0.9190 |
2.618 |
0.9151 |
4.250 |
0.9086 |
|
|
Fisher Pivots for day following 11-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
0.9274 |
0.9274 |
PP |
0.9270 |
0.9271 |
S1 |
0.9267 |
0.9267 |
|