CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 14-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2019 |
14-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9268 |
0.9263 |
-0.0005 |
-0.1% |
0.9272 |
| High |
0.9294 |
0.9307 |
0.0013 |
0.1% |
0.9326 |
| Low |
0.9254 |
0.9262 |
0.0008 |
0.1% |
0.9217 |
| Close |
0.9263 |
0.9288 |
0.0025 |
0.3% |
0.9263 |
| Range |
0.0040 |
0.0045 |
0.0006 |
13.9% |
0.0110 |
| ATR |
0.0073 |
0.0071 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
90,965 |
77,116 |
-13,849 |
-15.2% |
618,493 |
|
| Daily Pivots for day following 14-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9420 |
0.9399 |
0.9313 |
|
| R3 |
0.9375 |
0.9354 |
0.9300 |
|
| R2 |
0.9330 |
0.9330 |
0.9296 |
|
| R1 |
0.9309 |
0.9309 |
0.9292 |
0.9320 |
| PP |
0.9285 |
0.9285 |
0.9285 |
0.9291 |
| S1 |
0.9264 |
0.9264 |
0.9284 |
0.9275 |
| S2 |
0.9240 |
0.9240 |
0.9280 |
|
| S3 |
0.9195 |
0.9219 |
0.9276 |
|
| S4 |
0.9150 |
0.9174 |
0.9263 |
|
|
| 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% |
0.0059 |
0.6% |
65% |
False |
False |
110,839 |
| 10 |
0.9459 |
0.9104 |
0.0355 |
3.8% |
0.0079 |
0.8% |
52% |
False |
False |
140,841 |
| 20 |
0.9459 |
0.8868 |
0.0591 |
6.4% |
0.0074 |
0.8% |
71% |
False |
False |
140,336 |
| 40 |
0.9459 |
0.8856 |
0.0603 |
6.5% |
0.0059 |
0.6% |
72% |
False |
False |
79,406 |
| 60 |
0.9459 |
0.8845 |
0.0614 |
6.6% |
0.0054 |
0.6% |
72% |
False |
False |
53,074 |
| 80 |
0.9459 |
0.8845 |
0.0614 |
6.6% |
0.0050 |
0.5% |
72% |
False |
False |
39,831 |
| 100 |
0.9459 |
0.8845 |
0.0614 |
6.6% |
0.0042 |
0.5% |
72% |
False |
False |
31,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9498 |
|
2.618 |
0.9424 |
|
1.618 |
0.9379 |
|
1.000 |
0.9352 |
|
0.618 |
0.9334 |
|
HIGH |
0.9307 |
|
0.618 |
0.9289 |
|
0.500 |
0.9284 |
|
0.382 |
0.9279 |
|
LOW |
0.9262 |
|
0.618 |
0.9234 |
|
1.000 |
0.9217 |
|
1.618 |
0.9189 |
|
2.618 |
0.9144 |
|
4.250 |
0.9070 |
|
|
| Fisher Pivots for day following 14-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9287 |
0.9290 |
| PP |
0.9285 |
0.9289 |
| S1 |
0.9284 |
0.9289 |
|