CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 23-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2019 |
23-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9153 |
0.9184 |
0.0032 |
0.3% |
0.9263 |
| High |
0.9203 |
0.9186 |
-0.0017 |
-0.2% |
0.9307 |
| Low |
0.9151 |
0.9130 |
-0.0022 |
-0.2% |
0.9141 |
| Close |
0.9191 |
0.9163 |
-0.0027 |
-0.3% |
0.9150 |
| Range |
0.0052 |
0.0057 |
0.0005 |
8.7% |
0.0166 |
| ATR |
0.0068 |
0.0068 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
129,417 |
103,657 |
-25,760 |
-19.9% |
542,821 |
|
| Daily Pivots for day following 23-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9329 |
0.9303 |
0.9195 |
|
| R3 |
0.9273 |
0.9246 |
0.9179 |
|
| R2 |
0.9216 |
0.9216 |
0.9174 |
|
| R1 |
0.9190 |
0.9190 |
0.9169 |
0.9175 |
| PP |
0.9160 |
0.9160 |
0.9160 |
0.9152 |
| S1 |
0.9133 |
0.9133 |
0.9158 |
0.9118 |
| S2 |
0.9103 |
0.9103 |
0.9153 |
|
| S3 |
0.9047 |
0.9077 |
0.9148 |
|
| S4 |
0.8990 |
0.9020 |
0.9132 |
|
|
| 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 |
0.9273 |
0.9130 |
0.0144 |
1.6% |
0.0062 |
0.7% |
24% |
False |
True |
115,323 |
| 10 |
0.9326 |
0.9130 |
0.0197 |
2.1% |
0.0061 |
0.7% |
17% |
False |
True |
113,093 |
| 20 |
0.9459 |
0.9037 |
0.0422 |
4.6% |
0.0073 |
0.8% |
30% |
False |
False |
129,276 |
| 40 |
0.9459 |
0.8856 |
0.0603 |
6.6% |
0.0063 |
0.7% |
51% |
False |
False |
96,691 |
| 60 |
0.9459 |
0.8845 |
0.0614 |
6.7% |
0.0055 |
0.6% |
52% |
False |
False |
64,679 |
| 80 |
0.9459 |
0.8845 |
0.0614 |
6.7% |
0.0053 |
0.6% |
52% |
False |
False |
48,562 |
| 100 |
0.9459 |
0.8845 |
0.0614 |
6.7% |
0.0045 |
0.5% |
52% |
False |
False |
38,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9426 |
|
2.618 |
0.9334 |
|
1.618 |
0.9277 |
|
1.000 |
0.9243 |
|
0.618 |
0.9221 |
|
HIGH |
0.9186 |
|
0.618 |
0.9164 |
|
0.500 |
0.9158 |
|
0.382 |
0.9151 |
|
LOW |
0.9130 |
|
0.618 |
0.9095 |
|
1.000 |
0.9073 |
|
1.618 |
0.9038 |
|
2.618 |
0.8982 |
|
4.250 |
0.8889 |
|
|
| Fisher Pivots for day following 23-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9162 |
0.9171 |
| PP |
0.9160 |
0.9168 |
| S1 |
0.9158 |
0.9166 |
|