CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 05-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2019 |
05-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9165 |
0.9125 |
-0.0040 |
-0.4% |
0.9166 |
| High |
0.9168 |
0.9138 |
-0.0030 |
-0.3% |
0.9249 |
| Low |
0.9107 |
0.9116 |
0.0009 |
0.1% |
0.9145 |
| Close |
0.9127 |
0.9122 |
-0.0006 |
-0.1% |
0.9162 |
| Range |
0.0061 |
0.0022 |
-0.0039 |
-63.1% |
0.0104 |
| ATR |
0.0061 |
0.0058 |
-0.0003 |
-4.5% |
0.0000 |
| Volume |
98,216 |
85,441 |
-12,775 |
-13.0% |
536,142 |
|
| Daily Pivots for day following 05-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9193 |
0.9180 |
0.9134 |
|
| R3 |
0.9170 |
0.9157 |
0.9128 |
|
| R2 |
0.9148 |
0.9148 |
0.9126 |
|
| R1 |
0.9135 |
0.9135 |
0.9124 |
0.9130 |
| PP |
0.9125 |
0.9125 |
0.9125 |
0.9123 |
| S1 |
0.9112 |
0.9112 |
0.9119 |
0.9108 |
| S2 |
0.9103 |
0.9103 |
0.9117 |
|
| S3 |
0.9080 |
0.9090 |
0.9115 |
|
| S4 |
0.9058 |
0.9067 |
0.9109 |
|
|
| 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% |
0.0056 |
0.6% |
10% |
False |
False |
111,233 |
| 10 |
0.9249 |
0.9107 |
0.0142 |
1.6% |
0.0048 |
0.5% |
10% |
False |
False |
101,261 |
| 20 |
0.9326 |
0.9107 |
0.0219 |
2.4% |
0.0054 |
0.6% |
7% |
False |
False |
108,096 |
| 40 |
0.9459 |
0.8865 |
0.0594 |
6.5% |
0.0063 |
0.7% |
43% |
False |
False |
117,897 |
| 60 |
0.9459 |
0.8845 |
0.0614 |
6.7% |
0.0056 |
0.6% |
45% |
False |
False |
79,779 |
| 80 |
0.9459 |
0.8845 |
0.0614 |
6.7% |
0.0053 |
0.6% |
45% |
False |
False |
59,911 |
| 100 |
0.9459 |
0.8845 |
0.0614 |
6.7% |
0.0049 |
0.5% |
45% |
False |
False |
47,944 |
| 120 |
0.9459 |
0.8845 |
0.0614 |
6.7% |
0.0042 |
0.5% |
45% |
False |
False |
39,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9234 |
|
2.618 |
0.9197 |
|
1.618 |
0.9175 |
|
1.000 |
0.9161 |
|
0.618 |
0.9152 |
|
HIGH |
0.9138 |
|
0.618 |
0.9130 |
|
0.500 |
0.9127 |
|
0.382 |
0.9125 |
|
LOW |
0.9116 |
|
0.618 |
0.9102 |
|
1.000 |
0.9094 |
|
1.618 |
0.9080 |
|
2.618 |
0.9057 |
|
4.250 |
0.9020 |
|
|
| Fisher Pivots for day following 05-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9127 |
0.9168 |
| PP |
0.9125 |
0.9152 |
| S1 |
0.9123 |
0.9137 |
|