CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 25-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2019 |
25-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9162 |
0.9161 |
-0.0001 |
0.0% |
0.9153 |
| High |
0.9177 |
0.9173 |
-0.0005 |
0.0% |
0.9203 |
| Low |
0.9144 |
0.9130 |
-0.0014 |
-0.2% |
0.9130 |
| Close |
0.9153 |
0.9157 |
0.0004 |
0.0% |
0.9157 |
| Range |
0.0033 |
0.0043 |
0.0010 |
28.8% |
0.0073 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
86,139 |
103,022 |
16,883 |
19.6% |
422,235 |
|
| Daily Pivots for day following 25-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9281 |
0.9261 |
0.9180 |
|
| R3 |
0.9238 |
0.9219 |
0.9169 |
|
| R2 |
0.9196 |
0.9196 |
0.9165 |
|
| R1 |
0.9176 |
0.9176 |
0.9161 |
0.9165 |
| PP |
0.9153 |
0.9153 |
0.9153 |
0.9147 |
| S1 |
0.9134 |
0.9134 |
0.9153 |
0.9122 |
| S2 |
0.9111 |
0.9111 |
0.9149 |
|
| S3 |
0.9068 |
0.9091 |
0.9145 |
|
| S4 |
0.9026 |
0.9049 |
0.9134 |
|
|
| Weekly Pivots for week ending 25-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9384 |
0.9344 |
0.9197 |
|
| R3 |
0.9310 |
0.9270 |
0.9177 |
|
| R2 |
0.9237 |
0.9237 |
0.9170 |
|
| R1 |
0.9197 |
0.9197 |
0.9164 |
0.9217 |
| PP |
0.9163 |
0.9163 |
0.9163 |
0.9173 |
| S1 |
0.9123 |
0.9123 |
0.9150 |
0.9143 |
| S2 |
0.9090 |
0.9090 |
0.9144 |
|
| S3 |
0.9016 |
0.9050 |
0.9137 |
|
| S4 |
0.8943 |
0.8976 |
0.9117 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9212 |
0.9130 |
0.0082 |
0.9% |
0.0051 |
0.6% |
34% |
False |
False |
107,033 |
| 10 |
0.9307 |
0.9130 |
0.0177 |
1.9% |
0.0053 |
0.6% |
16% |
False |
False |
105,602 |
| 20 |
0.9459 |
0.9039 |
0.0420 |
4.6% |
0.0068 |
0.7% |
28% |
False |
False |
128,282 |
| 40 |
0.9459 |
0.8856 |
0.0603 |
6.6% |
0.0062 |
0.7% |
50% |
False |
False |
101,327 |
| 60 |
0.9459 |
0.8845 |
0.0614 |
6.7% |
0.0055 |
0.6% |
51% |
False |
False |
67,827 |
| 80 |
0.9459 |
0.8845 |
0.0614 |
6.7% |
0.0053 |
0.6% |
51% |
False |
False |
50,924 |
| 100 |
0.9459 |
0.8845 |
0.0614 |
6.7% |
0.0046 |
0.5% |
51% |
False |
False |
40,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9353 |
|
2.618 |
0.9284 |
|
1.618 |
0.9241 |
|
1.000 |
0.9215 |
|
0.618 |
0.9199 |
|
HIGH |
0.9173 |
|
0.618 |
0.9156 |
|
0.500 |
0.9151 |
|
0.382 |
0.9146 |
|
LOW |
0.9130 |
|
0.618 |
0.9104 |
|
1.000 |
0.9088 |
|
1.618 |
0.9061 |
|
2.618 |
0.9019 |
|
4.250 |
0.8949 |
|
|
| Fisher Pivots for day following 25-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9155 |
0.9158 |
| PP |
0.9153 |
0.9158 |
| S1 |
0.9151 |
0.9157 |
|