CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 18-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2019 |
18-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9207 |
0.9198 |
-0.0009 |
-0.1% |
0.9263 |
| High |
0.9243 |
0.9212 |
-0.0032 |
-0.3% |
0.9307 |
| Low |
0.9181 |
0.9141 |
-0.0040 |
-0.4% |
0.9141 |
| Close |
0.9195 |
0.9150 |
-0.0045 |
-0.5% |
0.9150 |
| Range |
0.0063 |
0.0071 |
0.0009 |
13.6% |
0.0166 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
0.2% |
0.0000 |
| Volume |
127,259 |
112,930 |
-14,329 |
-11.3% |
542,821 |
|
| Daily Pivots for day following 18-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9380 |
0.9336 |
0.9189 |
|
| R3 |
0.9309 |
0.9265 |
0.9170 |
|
| R2 |
0.9238 |
0.9238 |
0.9163 |
|
| R1 |
0.9194 |
0.9194 |
0.9157 |
0.9181 |
| PP |
0.9167 |
0.9167 |
0.9167 |
0.9161 |
| S1 |
0.9123 |
0.9123 |
0.9143 |
0.9110 |
| S2 |
0.9096 |
0.9096 |
0.9137 |
|
| S3 |
0.9025 |
0.9052 |
0.9130 |
|
| S4 |
0.8954 |
0.8981 |
0.9111 |
|
|
| Weekly Pivots for week ending 18-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9697 |
0.9590 |
0.9241 |
|
| R3 |
0.9531 |
0.9424 |
0.9196 |
|
| R2 |
0.9365 |
0.9365 |
0.9180 |
|
| R1 |
0.9258 |
0.9258 |
0.9165 |
0.9228 |
| PP |
0.9199 |
0.9199 |
0.9199 |
0.9184 |
| S1 |
0.9092 |
0.9092 |
0.9135 |
0.9062 |
| S2 |
0.9033 |
0.9033 |
0.9120 |
|
| S3 |
0.8867 |
0.8926 |
0.9104 |
|
| S4 |
0.8701 |
0.8760 |
0.9059 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9307 |
0.9141 |
0.0166 |
1.8% |
0.0061 |
0.7% |
6% |
False |
True |
108,564 |
| 10 |
0.9326 |
0.9141 |
0.0186 |
2.0% |
0.0062 |
0.7% |
5% |
False |
True |
116,131 |
| 20 |
0.9459 |
0.8948 |
0.0511 |
5.6% |
0.0077 |
0.8% |
40% |
False |
False |
137,385 |
| 40 |
0.9459 |
0.8856 |
0.0603 |
6.6% |
0.0062 |
0.7% |
49% |
False |
False |
90,877 |
| 60 |
0.9459 |
0.8845 |
0.0614 |
6.7% |
0.0055 |
0.6% |
50% |
False |
False |
60,818 |
| 80 |
0.9459 |
0.8845 |
0.0614 |
6.7% |
0.0052 |
0.6% |
50% |
False |
False |
45,651 |
| 100 |
0.9459 |
0.8845 |
0.0614 |
6.7% |
0.0044 |
0.5% |
50% |
False |
False |
36,524 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9513 |
|
2.618 |
0.9397 |
|
1.618 |
0.9326 |
|
1.000 |
0.9283 |
|
0.618 |
0.9255 |
|
HIGH |
0.9212 |
|
0.618 |
0.9184 |
|
0.500 |
0.9176 |
|
0.382 |
0.9168 |
|
LOW |
0.9141 |
|
0.618 |
0.9097 |
|
1.000 |
0.9070 |
|
1.618 |
0.9026 |
|
2.618 |
0.8955 |
|
4.250 |
0.8839 |
|
|
| Fisher Pivots for day following 18-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9176 |
0.9207 |
| PP |
0.9167 |
0.9188 |
| S1 |
0.9159 |
0.9169 |
|