CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 04-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2019 |
04-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9219 |
0.9165 |
-0.0054 |
-0.6% |
0.9166 |
| High |
0.9228 |
0.9168 |
-0.0060 |
-0.7% |
0.9249 |
| Low |
0.9157 |
0.9107 |
-0.0050 |
-0.5% |
0.9145 |
| Close |
0.9162 |
0.9127 |
-0.0035 |
-0.4% |
0.9162 |
| Range |
0.0072 |
0.0061 |
-0.0011 |
-14.7% |
0.0104 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
0.0% |
0.0000 |
| Volume |
113,565 |
98,216 |
-15,349 |
-13.5% |
536,142 |
|
| Daily Pivots for day following 04-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9317 |
0.9283 |
0.9161 |
|
| R3 |
0.9256 |
0.9222 |
0.9144 |
|
| R2 |
0.9195 |
0.9195 |
0.9138 |
|
| R1 |
0.9161 |
0.9161 |
0.9133 |
0.9148 |
| PP |
0.9134 |
0.9134 |
0.9134 |
0.9127 |
| S1 |
0.9100 |
0.9100 |
0.9121 |
0.9087 |
| S2 |
0.9073 |
0.9073 |
0.9116 |
|
| S3 |
0.9012 |
0.9039 |
0.9110 |
|
| S4 |
0.8951 |
0.8978 |
0.9093 |
|
|
| 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 |
0.9107 |
0.0142 |
1.6% |
0.0059 |
0.6% |
14% |
False |
True |
110,201 |
| 10 |
0.9249 |
0.9107 |
0.0142 |
1.6% |
0.0051 |
0.6% |
14% |
False |
True |
105,659 |
| 20 |
0.9326 |
0.9107 |
0.0219 |
2.4% |
0.0057 |
0.6% |
9% |
False |
True |
110,895 |
| 40 |
0.9459 |
0.8865 |
0.0594 |
6.5% |
0.0064 |
0.7% |
44% |
False |
False |
116,210 |
| 60 |
0.9459 |
0.8845 |
0.0614 |
6.7% |
0.0057 |
0.6% |
46% |
False |
False |
78,358 |
| 80 |
0.9459 |
0.8845 |
0.0614 |
6.7% |
0.0053 |
0.6% |
46% |
False |
False |
58,844 |
| 100 |
0.9459 |
0.8845 |
0.0614 |
6.7% |
0.0049 |
0.5% |
46% |
False |
False |
47,090 |
| 120 |
0.9459 |
0.8845 |
0.0614 |
6.7% |
0.0042 |
0.5% |
46% |
False |
False |
39,242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9427 |
|
2.618 |
0.9328 |
|
1.618 |
0.9267 |
|
1.000 |
0.9229 |
|
0.618 |
0.9206 |
|
HIGH |
0.9168 |
|
0.618 |
0.9145 |
|
0.500 |
0.9138 |
|
0.382 |
0.9130 |
|
LOW |
0.9107 |
|
0.618 |
0.9069 |
|
1.000 |
0.9046 |
|
1.618 |
0.9008 |
|
2.618 |
0.8947 |
|
4.250 |
0.8848 |
|
|
| Fisher Pivots for day following 04-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9138 |
0.9178 |
| PP |
0.9134 |
0.9161 |
| S1 |
0.9131 |
0.9144 |
|