CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 28-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2019 |
28-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9161 |
0.9166 |
0.0005 |
0.0% |
0.9153 |
| High |
0.9173 |
0.9197 |
0.0024 |
0.3% |
0.9203 |
| Low |
0.9130 |
0.9163 |
0.0033 |
0.4% |
0.9130 |
| Close |
0.9157 |
0.9180 |
0.0023 |
0.3% |
0.9157 |
| Range |
0.0043 |
0.0034 |
-0.0009 |
-20.0% |
0.0073 |
| ATR |
0.0063 |
0.0062 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
103,022 |
83,352 |
-19,670 |
-19.1% |
422,235 |
|
| Daily Pivots for day following 28-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9282 |
0.9265 |
0.9199 |
|
| R3 |
0.9248 |
0.9231 |
0.9189 |
|
| R2 |
0.9214 |
0.9214 |
0.9186 |
|
| R1 |
0.9197 |
0.9197 |
0.9183 |
0.9205 |
| PP |
0.9180 |
0.9180 |
0.9180 |
0.9184 |
| S1 |
0.9163 |
0.9163 |
0.9177 |
0.9171 |
| S2 |
0.9146 |
0.9146 |
0.9174 |
|
| S3 |
0.9112 |
0.9129 |
0.9171 |
|
| S4 |
0.9078 |
0.9095 |
0.9161 |
|
|
| 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 |
0.9203 |
0.9130 |
0.0073 |
0.8% |
0.0044 |
0.5% |
69% |
False |
False |
101,117 |
| 10 |
0.9307 |
0.9130 |
0.0177 |
1.9% |
0.0052 |
0.6% |
29% |
False |
False |
104,840 |
| 20 |
0.9459 |
0.9065 |
0.0394 |
4.3% |
0.0067 |
0.7% |
29% |
False |
False |
124,490 |
| 40 |
0.9459 |
0.8865 |
0.0594 |
6.5% |
0.0062 |
0.7% |
53% |
False |
False |
103,386 |
| 60 |
0.9459 |
0.8845 |
0.0614 |
6.7% |
0.0054 |
0.6% |
55% |
False |
False |
69,206 |
| 80 |
0.9459 |
0.8845 |
0.0614 |
6.7% |
0.0053 |
0.6% |
55% |
False |
False |
51,965 |
| 100 |
0.9459 |
0.8845 |
0.0614 |
6.7% |
0.0046 |
0.5% |
55% |
False |
False |
41,580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9341 |
|
2.618 |
0.9286 |
|
1.618 |
0.9252 |
|
1.000 |
0.9231 |
|
0.618 |
0.9218 |
|
HIGH |
0.9197 |
|
0.618 |
0.9184 |
|
0.500 |
0.9180 |
|
0.382 |
0.9175 |
|
LOW |
0.9163 |
|
0.618 |
0.9141 |
|
1.000 |
0.9129 |
|
1.618 |
0.9107 |
|
2.618 |
0.9073 |
|
4.250 |
0.9018 |
|
|
| Fisher Pivots for day following 28-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9180 |
0.9174 |
| PP |
0.9180 |
0.9169 |
| S1 |
0.9180 |
0.9163 |
|