CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 16-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2019 |
16-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9290 |
0.9248 |
-0.0042 |
-0.5% |
0.9272 |
| High |
0.9293 |
0.9273 |
-0.0020 |
-0.2% |
0.9326 |
| Low |
0.9237 |
0.9203 |
-0.0035 |
-0.4% |
0.9217 |
| Close |
0.9256 |
0.9227 |
-0.0029 |
-0.3% |
0.9263 |
| Range |
0.0056 |
0.0071 |
0.0015 |
25.9% |
0.0110 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
0.1% |
0.0000 |
| Volume |
122,161 |
103,355 |
-18,806 |
-15.4% |
618,493 |
|
| Daily Pivots for day following 16-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9446 |
0.9407 |
0.9265 |
|
| R3 |
0.9375 |
0.9336 |
0.9246 |
|
| R2 |
0.9305 |
0.9305 |
0.9239 |
|
| R1 |
0.9266 |
0.9266 |
0.9233 |
0.9250 |
| PP |
0.9234 |
0.9234 |
0.9234 |
0.9226 |
| S1 |
0.9195 |
0.9195 |
0.9220 |
0.9179 |
| S2 |
0.9164 |
0.9164 |
0.9214 |
|
| S3 |
0.9093 |
0.9125 |
0.9207 |
|
| S4 |
0.9023 |
0.9054 |
0.9188 |
|
|
| 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 |
0.9203 |
0.0124 |
1.3% |
0.0055 |
0.6% |
19% |
False |
True |
103,628 |
| 10 |
0.9459 |
0.9203 |
0.0256 |
2.8% |
0.0075 |
0.8% |
9% |
False |
True |
138,821 |
| 20 |
0.9459 |
0.8932 |
0.0527 |
5.7% |
0.0075 |
0.8% |
56% |
False |
False |
139,448 |
| 40 |
0.9459 |
0.8856 |
0.0603 |
6.5% |
0.0060 |
0.7% |
61% |
False |
False |
84,919 |
| 60 |
0.9459 |
0.8845 |
0.0614 |
6.6% |
0.0054 |
0.6% |
62% |
False |
False |
56,820 |
| 80 |
0.9459 |
0.8845 |
0.0614 |
6.6% |
0.0051 |
0.6% |
62% |
False |
False |
42,649 |
| 100 |
0.9459 |
0.8845 |
0.0614 |
6.6% |
0.0043 |
0.5% |
62% |
False |
False |
34,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9573 |
|
2.618 |
0.9458 |
|
1.618 |
0.9387 |
|
1.000 |
0.9344 |
|
0.618 |
0.9317 |
|
HIGH |
0.9273 |
|
0.618 |
0.9246 |
|
0.500 |
0.9238 |
|
0.382 |
0.9229 |
|
LOW |
0.9203 |
|
0.618 |
0.9159 |
|
1.000 |
0.9132 |
|
1.618 |
0.9088 |
|
2.618 |
0.9018 |
|
4.250 |
0.8903 |
|
|
| Fisher Pivots for day following 16-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9238 |
0.9255 |
| PP |
0.9234 |
0.9245 |
| S1 |
0.9230 |
0.9236 |
|