CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 01-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2019 |
01-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9202 |
0.9219 |
0.0017 |
0.2% |
0.9166 |
| High |
0.9249 |
0.9228 |
-0.0021 |
-0.2% |
0.9249 |
| Low |
0.9201 |
0.9157 |
-0.0045 |
-0.5% |
0.9145 |
| Close |
0.9216 |
0.9162 |
-0.0054 |
-0.6% |
0.9162 |
| Range |
0.0048 |
0.0072 |
0.0024 |
49.0% |
0.0104 |
| ATR |
0.0060 |
0.0061 |
0.0001 |
1.3% |
0.0000 |
| Volume |
117,924 |
113,565 |
-4,359 |
-3.7% |
536,142 |
|
| Daily Pivots for day following 01-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9397 |
0.9351 |
0.9201 |
|
| R3 |
0.9325 |
0.9279 |
0.9181 |
|
| R2 |
0.9254 |
0.9254 |
0.9175 |
|
| R1 |
0.9208 |
0.9208 |
0.9168 |
0.9195 |
| PP |
0.9182 |
0.9182 |
0.9182 |
0.9176 |
| S1 |
0.9136 |
0.9136 |
0.9155 |
0.9123 |
| S2 |
0.9111 |
0.9111 |
0.9148 |
|
| S3 |
0.9039 |
0.9065 |
0.9142 |
|
| S4 |
0.8968 |
0.8993 |
0.9122 |
|
|
| Weekly Pivots for week ending 01-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9497 |
0.9433 |
0.9219 |
|
| R3 |
0.9393 |
0.9329 |
0.9190 |
|
| R2 |
0.9289 |
0.9289 |
0.9181 |
|
| R1 |
0.9225 |
0.9225 |
0.9171 |
0.9205 |
| PP |
0.9185 |
0.9185 |
0.9185 |
0.9175 |
| S1 |
0.9121 |
0.9121 |
0.9152 |
0.9101 |
| S2 |
0.9081 |
0.9081 |
0.9142 |
|
| S3 |
0.8977 |
0.9017 |
0.9133 |
|
| S4 |
0.8873 |
0.8913 |
0.9104 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9249 |
0.9145 |
0.0104 |
1.1% |
0.0054 |
0.6% |
16% |
False |
False |
107,228 |
| 10 |
0.9249 |
0.9130 |
0.0120 |
1.3% |
0.0052 |
0.6% |
27% |
False |
False |
107,130 |
| 20 |
0.9355 |
0.9130 |
0.0225 |
2.5% |
0.0058 |
0.6% |
14% |
False |
False |
116,564 |
| 40 |
0.9459 |
0.8865 |
0.0594 |
6.5% |
0.0064 |
0.7% |
50% |
False |
False |
114,157 |
| 60 |
0.9459 |
0.8845 |
0.0614 |
6.7% |
0.0056 |
0.6% |
52% |
False |
False |
76,724 |
| 80 |
0.9459 |
0.8845 |
0.0614 |
6.7% |
0.0053 |
0.6% |
52% |
False |
False |
57,616 |
| 100 |
0.9459 |
0.8845 |
0.0614 |
6.7% |
0.0048 |
0.5% |
52% |
False |
False |
46,107 |
| 120 |
0.9459 |
0.8845 |
0.0614 |
6.7% |
0.0041 |
0.5% |
52% |
False |
False |
38,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9532 |
|
2.618 |
0.9415 |
|
1.618 |
0.9344 |
|
1.000 |
0.9300 |
|
0.618 |
0.9272 |
|
HIGH |
0.9228 |
|
0.618 |
0.9201 |
|
0.500 |
0.9192 |
|
0.382 |
0.9184 |
|
LOW |
0.9157 |
|
0.618 |
0.9112 |
|
1.000 |
0.9085 |
|
1.618 |
0.9041 |
|
2.618 |
0.8969 |
|
4.250 |
0.8853 |
|
|
| Fisher Pivots for day following 01-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9192 |
0.9197 |
| PP |
0.9182 |
0.9185 |
| S1 |
0.9172 |
0.9173 |
|