CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 22-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2019 |
22-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9198 |
0.9153 |
-0.0046 |
-0.5% |
0.9263 |
| High |
0.9212 |
0.9203 |
-0.0009 |
-0.1% |
0.9307 |
| Low |
0.9141 |
0.9151 |
0.0011 |
0.1% |
0.9141 |
| Close |
0.9150 |
0.9191 |
0.0041 |
0.4% |
0.9150 |
| Range |
0.0071 |
0.0052 |
-0.0019 |
-26.8% |
0.0166 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
112,930 |
129,417 |
16,487 |
14.6% |
542,821 |
|
| Daily Pivots for day following 22-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9337 |
0.9316 |
0.9219 |
|
| R3 |
0.9285 |
0.9264 |
0.9205 |
|
| R2 |
0.9233 |
0.9233 |
0.9200 |
|
| R1 |
0.9212 |
0.9212 |
0.9195 |
0.9223 |
| PP |
0.9181 |
0.9181 |
0.9181 |
0.9187 |
| S1 |
0.9160 |
0.9160 |
0.9186 |
0.9171 |
| S2 |
0.9130 |
0.9130 |
0.9181 |
|
| S3 |
0.9078 |
0.9108 |
0.9176 |
|
| S4 |
0.9026 |
0.9056 |
0.9162 |
|
|
| 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 |
0.9293 |
0.9141 |
0.0153 |
1.7% |
0.0062 |
0.7% |
33% |
False |
False |
119,024 |
| 10 |
0.9326 |
0.9141 |
0.0186 |
2.0% |
0.0060 |
0.7% |
27% |
False |
False |
114,931 |
| 20 |
0.9459 |
0.9036 |
0.0423 |
4.6% |
0.0073 |
0.8% |
37% |
False |
False |
132,797 |
| 40 |
0.9459 |
0.8856 |
0.0603 |
6.6% |
0.0062 |
0.7% |
56% |
False |
False |
94,108 |
| 60 |
0.9459 |
0.8845 |
0.0614 |
6.7% |
0.0056 |
0.6% |
56% |
False |
False |
62,970 |
| 80 |
0.9459 |
0.8845 |
0.0614 |
6.7% |
0.0053 |
0.6% |
56% |
False |
False |
47,268 |
| 100 |
0.9459 |
0.8845 |
0.0614 |
6.7% |
0.0045 |
0.5% |
56% |
False |
False |
37,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9424 |
|
2.618 |
0.9339 |
|
1.618 |
0.9287 |
|
1.000 |
0.9255 |
|
0.618 |
0.9235 |
|
HIGH |
0.9203 |
|
0.618 |
0.9183 |
|
0.500 |
0.9177 |
|
0.382 |
0.9171 |
|
LOW |
0.9151 |
|
0.618 |
0.9119 |
|
1.000 |
0.9099 |
|
1.618 |
0.9067 |
|
2.618 |
0.9015 |
|
4.250 |
0.8930 |
|
|
| Fisher Pivots for day following 22-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9186 |
0.9192 |
| PP |
0.9181 |
0.9191 |
| S1 |
0.9177 |
0.9191 |
|