CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 29-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2019 |
29-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9166 |
0.9184 |
0.0019 |
0.2% |
0.9153 |
| High |
0.9197 |
0.9198 |
0.0002 |
0.0% |
0.9203 |
| Low |
0.9163 |
0.9162 |
-0.0001 |
0.0% |
0.9130 |
| Close |
0.9180 |
0.9186 |
0.0006 |
0.1% |
0.9157 |
| Range |
0.0034 |
0.0036 |
0.0002 |
5.9% |
0.0073 |
| ATR |
0.0062 |
0.0060 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
83,352 |
80,281 |
-3,071 |
-3.7% |
422,235 |
|
| Daily Pivots for day following 29-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9290 |
0.9274 |
0.9205 |
|
| R3 |
0.9254 |
0.9238 |
0.9195 |
|
| R2 |
0.9218 |
0.9218 |
0.9192 |
|
| R1 |
0.9202 |
0.9202 |
0.9189 |
0.9210 |
| PP |
0.9182 |
0.9182 |
0.9182 |
0.9186 |
| S1 |
0.9166 |
0.9166 |
0.9182 |
0.9174 |
| S2 |
0.9146 |
0.9146 |
0.9179 |
|
| S3 |
0.9110 |
0.9130 |
0.9176 |
|
| S4 |
0.9074 |
0.9094 |
0.9166 |
|
|
| 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 |
0.9198 |
0.9130 |
0.0069 |
0.7% |
0.0040 |
0.4% |
82% |
True |
False |
91,290 |
| 10 |
0.9293 |
0.9130 |
0.0164 |
1.8% |
0.0051 |
0.6% |
34% |
False |
False |
105,157 |
| 20 |
0.9459 |
0.9104 |
0.0355 |
3.9% |
0.0065 |
0.7% |
23% |
False |
False |
122,999 |
| 40 |
0.9459 |
0.8865 |
0.0594 |
6.5% |
0.0062 |
0.7% |
54% |
False |
False |
105,337 |
| 60 |
0.9459 |
0.8845 |
0.0614 |
6.7% |
0.0054 |
0.6% |
56% |
False |
False |
70,537 |
| 80 |
0.9459 |
0.8845 |
0.0614 |
6.7% |
0.0053 |
0.6% |
56% |
False |
False |
52,968 |
| 100 |
0.9459 |
0.8845 |
0.0614 |
6.7% |
0.0046 |
0.5% |
56% |
False |
False |
42,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9351 |
|
2.618 |
0.9292 |
|
1.618 |
0.9256 |
|
1.000 |
0.9234 |
|
0.618 |
0.9220 |
|
HIGH |
0.9198 |
|
0.618 |
0.9184 |
|
0.500 |
0.9180 |
|
0.382 |
0.9176 |
|
LOW |
0.9162 |
|
0.618 |
0.9140 |
|
1.000 |
0.9126 |
|
1.618 |
0.9104 |
|
2.618 |
0.9068 |
|
4.250 |
0.9009 |
|
|
| Fisher Pivots for day following 29-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9184 |
0.9178 |
| PP |
0.9182 |
0.9171 |
| S1 |
0.9180 |
0.9164 |
|