CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 31-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2019 |
31-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9177 |
0.9202 |
0.0025 |
0.3% |
0.9153 |
| High |
0.9225 |
0.9249 |
0.0025 |
0.3% |
0.9203 |
| Low |
0.9145 |
0.9201 |
0.0056 |
0.6% |
0.9130 |
| Close |
0.9214 |
0.9216 |
0.0002 |
0.0% |
0.9157 |
| Range |
0.0080 |
0.0048 |
-0.0032 |
-39.6% |
0.0073 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
141,020 |
117,924 |
-23,096 |
-16.4% |
422,235 |
|
| Daily Pivots for day following 31-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9366 |
0.9339 |
0.9242 |
|
| R3 |
0.9318 |
0.9291 |
0.9229 |
|
| R2 |
0.9270 |
0.9270 |
0.9224 |
|
| R1 |
0.9243 |
0.9243 |
0.9220 |
0.9256 |
| PP |
0.9222 |
0.9222 |
0.9222 |
0.9229 |
| S1 |
0.9195 |
0.9195 |
0.9211 |
0.9208 |
| S2 |
0.9174 |
0.9174 |
0.9207 |
|
| S3 |
0.9126 |
0.9147 |
0.9202 |
|
| S4 |
0.9078 |
0.9099 |
0.9189 |
|
|
| 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 |
0.9249 |
0.9130 |
0.0119 |
1.3% |
0.0048 |
0.5% |
72% |
True |
False |
105,119 |
| 10 |
0.9249 |
0.9130 |
0.0120 |
1.3% |
0.0051 |
0.6% |
72% |
True |
False |
108,500 |
| 20 |
0.9459 |
0.9130 |
0.0329 |
3.6% |
0.0063 |
0.7% |
26% |
False |
False |
123,660 |
| 40 |
0.9459 |
0.8865 |
0.0594 |
6.4% |
0.0064 |
0.7% |
59% |
False |
False |
111,558 |
| 60 |
0.9459 |
0.8845 |
0.0614 |
6.7% |
0.0055 |
0.6% |
60% |
False |
False |
74,840 |
| 80 |
0.9459 |
0.8845 |
0.0614 |
6.7% |
0.0053 |
0.6% |
60% |
False |
False |
56,197 |
| 100 |
0.9459 |
0.8845 |
0.0614 |
6.7% |
0.0048 |
0.5% |
60% |
False |
False |
44,972 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9453 |
|
2.618 |
0.9375 |
|
1.618 |
0.9327 |
|
1.000 |
0.9297 |
|
0.618 |
0.9279 |
|
HIGH |
0.9249 |
|
0.618 |
0.9231 |
|
0.500 |
0.9225 |
|
0.382 |
0.9219 |
|
LOW |
0.9201 |
|
0.618 |
0.9171 |
|
1.000 |
0.9153 |
|
1.618 |
0.9123 |
|
2.618 |
0.9075 |
|
4.250 |
0.8997 |
|
|
| Fisher Pivots for day following 31-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9225 |
0.9209 |
| PP |
0.9222 |
0.9203 |
| S1 |
0.9219 |
0.9197 |
|