CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 15-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2019 |
15-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9263 |
0.9290 |
0.0027 |
0.3% |
0.9272 |
| High |
0.9307 |
0.9293 |
-0.0014 |
-0.1% |
0.9326 |
| Low |
0.9262 |
0.9237 |
-0.0025 |
-0.3% |
0.9217 |
| Close |
0.9288 |
0.9256 |
-0.0033 |
-0.3% |
0.9263 |
| Range |
0.0045 |
0.0056 |
0.0011 |
24.4% |
0.0110 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
77,116 |
122,161 |
45,045 |
58.4% |
618,493 |
|
| Daily Pivots for day following 15-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9430 |
0.9399 |
0.9286 |
|
| R3 |
0.9374 |
0.9343 |
0.9271 |
|
| R2 |
0.9318 |
0.9318 |
0.9266 |
|
| R1 |
0.9287 |
0.9287 |
0.9261 |
0.9274 |
| PP |
0.9262 |
0.9262 |
0.9262 |
0.9256 |
| S1 |
0.9231 |
0.9231 |
0.9250 |
0.9218 |
| S2 |
0.9206 |
0.9206 |
0.9245 |
|
| S3 |
0.9150 |
0.9175 |
0.9240 |
|
| S4 |
0.9094 |
0.9119 |
0.9225 |
|
|
| 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 |
0.9223 |
0.0104 |
1.1% |
0.0059 |
0.6% |
32% |
False |
False |
110,863 |
| 10 |
0.9459 |
0.9166 |
0.0293 |
3.2% |
0.0076 |
0.8% |
31% |
False |
False |
145,824 |
| 20 |
0.9459 |
0.8879 |
0.0580 |
6.3% |
0.0075 |
0.8% |
65% |
False |
False |
140,496 |
| 40 |
0.9459 |
0.8856 |
0.0603 |
6.5% |
0.0060 |
0.6% |
66% |
False |
False |
82,413 |
| 60 |
0.9459 |
0.8845 |
0.0614 |
6.6% |
0.0054 |
0.6% |
67% |
False |
False |
55,099 |
| 80 |
0.9459 |
0.8845 |
0.0614 |
6.6% |
0.0050 |
0.5% |
67% |
False |
False |
41,357 |
| 100 |
0.9459 |
0.8845 |
0.0614 |
6.6% |
0.0042 |
0.5% |
67% |
False |
False |
33,089 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9531 |
|
2.618 |
0.9440 |
|
1.618 |
0.9384 |
|
1.000 |
0.9349 |
|
0.618 |
0.9328 |
|
HIGH |
0.9293 |
|
0.618 |
0.9272 |
|
0.500 |
0.9265 |
|
0.382 |
0.9258 |
|
LOW |
0.9237 |
|
0.618 |
0.9202 |
|
1.000 |
0.9181 |
|
1.618 |
0.9146 |
|
2.618 |
0.9090 |
|
4.250 |
0.8999 |
|
|
| Fisher Pivots for day following 15-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9265 |
0.9272 |
| PP |
0.9262 |
0.9266 |
| S1 |
0.9259 |
0.9261 |
|