CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 17-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2019 |
17-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9248 |
0.9207 |
-0.0041 |
-0.4% |
0.9272 |
| High |
0.9273 |
0.9243 |
-0.0030 |
-0.3% |
0.9326 |
| Low |
0.9203 |
0.9181 |
-0.0022 |
-0.2% |
0.9217 |
| Close |
0.9227 |
0.9195 |
-0.0032 |
-0.3% |
0.9263 |
| Range |
0.0071 |
0.0063 |
-0.0008 |
-11.3% |
0.0110 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
103,355 |
127,259 |
23,904 |
23.1% |
618,493 |
|
| Daily Pivots for day following 17-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9394 |
0.9357 |
0.9229 |
|
| R3 |
0.9331 |
0.9294 |
0.9212 |
|
| R2 |
0.9269 |
0.9269 |
0.9206 |
|
| R1 |
0.9232 |
0.9232 |
0.9200 |
0.9219 |
| PP |
0.9206 |
0.9206 |
0.9206 |
0.9200 |
| S1 |
0.9169 |
0.9169 |
0.9189 |
0.9156 |
| S2 |
0.9144 |
0.9144 |
0.9183 |
|
| S3 |
0.9081 |
0.9107 |
0.9177 |
|
| S4 |
0.9019 |
0.9044 |
0.9160 |
|
|
| 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 |
0.9307 |
0.9181 |
0.0126 |
1.4% |
0.0055 |
0.6% |
11% |
False |
True |
104,171 |
| 10 |
0.9355 |
0.9181 |
0.0174 |
1.9% |
0.0064 |
0.7% |
8% |
False |
True |
125,999 |
| 20 |
0.9459 |
0.8946 |
0.0513 |
5.6% |
0.0076 |
0.8% |
49% |
False |
False |
139,365 |
| 40 |
0.9459 |
0.8856 |
0.0603 |
6.6% |
0.0061 |
0.7% |
56% |
False |
False |
88,070 |
| 60 |
0.9459 |
0.8845 |
0.0614 |
6.7% |
0.0055 |
0.6% |
57% |
False |
False |
58,938 |
| 80 |
0.9459 |
0.8845 |
0.0614 |
6.7% |
0.0051 |
0.6% |
57% |
False |
False |
44,240 |
| 100 |
0.9459 |
0.8845 |
0.0614 |
6.7% |
0.0043 |
0.5% |
57% |
False |
False |
35,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9509 |
|
2.618 |
0.9407 |
|
1.618 |
0.9344 |
|
1.000 |
0.9306 |
|
0.618 |
0.9282 |
|
HIGH |
0.9243 |
|
0.618 |
0.9219 |
|
0.500 |
0.9212 |
|
0.382 |
0.9204 |
|
LOW |
0.9181 |
|
0.618 |
0.9142 |
|
1.000 |
0.9118 |
|
1.618 |
0.9079 |
|
2.618 |
0.9017 |
|
4.250 |
0.8915 |
|
|
| Fisher Pivots for day following 17-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9212 |
0.9237 |
| PP |
0.9206 |
0.9223 |
| S1 |
0.9200 |
0.9209 |
|