CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 24-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2019 |
24-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9184 |
0.9162 |
-0.0022 |
-0.2% |
0.9263 |
| High |
0.9186 |
0.9177 |
-0.0009 |
-0.1% |
0.9307 |
| Low |
0.9130 |
0.9144 |
0.0015 |
0.2% |
0.9141 |
| Close |
0.9163 |
0.9153 |
-0.0010 |
-0.1% |
0.9150 |
| Range |
0.0057 |
0.0033 |
-0.0024 |
-41.6% |
0.0166 |
| ATR |
0.0068 |
0.0065 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
103,657 |
86,139 |
-17,518 |
-16.9% |
542,821 |
|
| Daily Pivots for day following 24-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9257 |
0.9238 |
0.9171 |
|
| R3 |
0.9224 |
0.9205 |
0.9162 |
|
| R2 |
0.9191 |
0.9191 |
0.9159 |
|
| R1 |
0.9172 |
0.9172 |
0.9156 |
0.9165 |
| PP |
0.9158 |
0.9158 |
0.9158 |
0.9155 |
| S1 |
0.9139 |
0.9139 |
0.9150 |
0.9132 |
| S2 |
0.9125 |
0.9125 |
0.9147 |
|
| S3 |
0.9092 |
0.9106 |
0.9144 |
|
| S4 |
0.9059 |
0.9073 |
0.9135 |
|
|
| 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 |
0.9243 |
0.9130 |
0.0114 |
1.2% |
0.0055 |
0.6% |
21% |
False |
False |
111,880 |
| 10 |
0.9326 |
0.9130 |
0.0197 |
2.1% |
0.0055 |
0.6% |
12% |
False |
False |
107,754 |
| 20 |
0.9459 |
0.9037 |
0.0422 |
4.6% |
0.0071 |
0.8% |
28% |
False |
False |
129,154 |
| 40 |
0.9459 |
0.8856 |
0.0603 |
6.6% |
0.0062 |
0.7% |
49% |
False |
False |
98,827 |
| 60 |
0.9459 |
0.8845 |
0.0614 |
6.7% |
0.0055 |
0.6% |
50% |
False |
False |
66,110 |
| 80 |
0.9459 |
0.8845 |
0.0614 |
6.7% |
0.0053 |
0.6% |
50% |
False |
False |
49,636 |
| 100 |
0.9459 |
0.8845 |
0.0614 |
6.7% |
0.0046 |
0.5% |
50% |
False |
False |
39,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9317 |
|
2.618 |
0.9263 |
|
1.618 |
0.9230 |
|
1.000 |
0.9210 |
|
0.618 |
0.9197 |
|
HIGH |
0.9177 |
|
0.618 |
0.9164 |
|
0.500 |
0.9161 |
|
0.382 |
0.9157 |
|
LOW |
0.9144 |
|
0.618 |
0.9124 |
|
1.000 |
0.9111 |
|
1.618 |
0.9091 |
|
2.618 |
0.9058 |
|
4.250 |
0.9004 |
|
|
| Fisher Pivots for day following 24-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9161 |
0.9166 |
| PP |
0.9158 |
0.9162 |
| S1 |
0.9156 |
0.9157 |
|