CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 30-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2019 |
30-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9184 |
0.9177 |
-0.0007 |
-0.1% |
0.9153 |
| High |
0.9198 |
0.9225 |
0.0027 |
0.3% |
0.9203 |
| Low |
0.9162 |
0.9145 |
-0.0017 |
-0.2% |
0.9130 |
| Close |
0.9186 |
0.9214 |
0.0028 |
0.3% |
0.9157 |
| Range |
0.0036 |
0.0080 |
0.0044 |
120.8% |
0.0073 |
| ATR |
0.0060 |
0.0061 |
0.0001 |
2.3% |
0.0000 |
| Volume |
80,281 |
141,020 |
60,739 |
75.7% |
422,235 |
|
| Daily Pivots for day following 30-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9433 |
0.9403 |
0.9257 |
|
| R3 |
0.9353 |
0.9323 |
0.9235 |
|
| R2 |
0.9274 |
0.9274 |
0.9228 |
|
| R1 |
0.9244 |
0.9244 |
0.9221 |
0.9259 |
| PP |
0.9194 |
0.9194 |
0.9194 |
0.9202 |
| S1 |
0.9164 |
0.9164 |
0.9206 |
0.9179 |
| S2 |
0.9115 |
0.9115 |
0.9199 |
|
| S3 |
0.9035 |
0.9085 |
0.9192 |
|
| S4 |
0.8956 |
0.9005 |
0.9170 |
|
|
| 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 |
0.9225 |
0.9130 |
0.0095 |
1.0% |
0.0045 |
0.5% |
88% |
True |
False |
98,762 |
| 10 |
0.9273 |
0.9130 |
0.0144 |
1.6% |
0.0054 |
0.6% |
59% |
False |
False |
107,043 |
| 20 |
0.9459 |
0.9130 |
0.0329 |
3.6% |
0.0065 |
0.7% |
26% |
False |
False |
126,433 |
| 40 |
0.9459 |
0.8865 |
0.0594 |
6.4% |
0.0064 |
0.7% |
59% |
False |
False |
108,644 |
| 60 |
0.9459 |
0.8845 |
0.0614 |
6.7% |
0.0055 |
0.6% |
60% |
False |
False |
72,887 |
| 80 |
0.9459 |
0.8845 |
0.0614 |
6.7% |
0.0053 |
0.6% |
60% |
False |
False |
54,726 |
| 100 |
0.9459 |
0.8845 |
0.0614 |
6.7% |
0.0047 |
0.5% |
60% |
False |
False |
43,793 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9562 |
|
2.618 |
0.9433 |
|
1.618 |
0.9353 |
|
1.000 |
0.9304 |
|
0.618 |
0.9274 |
|
HIGH |
0.9225 |
|
0.618 |
0.9194 |
|
0.500 |
0.9185 |
|
0.382 |
0.9175 |
|
LOW |
0.9145 |
|
0.618 |
0.9096 |
|
1.000 |
0.9066 |
|
1.618 |
0.9016 |
|
2.618 |
0.8937 |
|
4.250 |
0.8807 |
|
|
| Fisher Pivots for day following 30-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9204 |
0.9204 |
| PP |
0.9194 |
0.9194 |
| S1 |
0.9185 |
0.9185 |
|