CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 07-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2019 |
07-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9122 |
0.9120 |
-0.0002 |
0.0% |
0.9166 |
| High |
0.9156 |
0.9150 |
-0.0006 |
-0.1% |
0.9249 |
| Low |
0.9115 |
0.9109 |
-0.0006 |
-0.1% |
0.9145 |
| Close |
0.9121 |
0.9130 |
0.0009 |
0.1% |
0.9162 |
| Range |
0.0041 |
0.0041 |
0.0000 |
0.0% |
0.0104 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
101,774 |
119,960 |
18,186 |
17.9% |
536,142 |
|
| Daily Pivots for day following 07-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9253 |
0.9232 |
0.9153 |
|
| R3 |
0.9212 |
0.9191 |
0.9141 |
|
| R2 |
0.9171 |
0.9171 |
0.9138 |
|
| R1 |
0.9150 |
0.9150 |
0.9134 |
0.9161 |
| PP |
0.9130 |
0.9130 |
0.9130 |
0.9135 |
| S1 |
0.9109 |
0.9109 |
0.9126 |
0.9120 |
| S2 |
0.9089 |
0.9089 |
0.9122 |
|
| S3 |
0.9048 |
0.9068 |
0.9119 |
|
| S4 |
0.9007 |
0.9027 |
0.9107 |
|
|
| 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 |
0.9228 |
0.9107 |
0.0121 |
1.3% |
0.0047 |
0.5% |
19% |
False |
False |
103,791 |
| 10 |
0.9249 |
0.9107 |
0.0142 |
1.6% |
0.0048 |
0.5% |
16% |
False |
False |
104,455 |
| 20 |
0.9326 |
0.9107 |
0.0219 |
2.4% |
0.0051 |
0.6% |
11% |
False |
False |
106,104 |
| 40 |
0.9459 |
0.8865 |
0.0594 |
6.5% |
0.0062 |
0.7% |
45% |
False |
False |
121,855 |
| 60 |
0.9459 |
0.8845 |
0.0614 |
6.7% |
0.0056 |
0.6% |
46% |
False |
False |
83,458 |
| 80 |
0.9459 |
0.8845 |
0.0614 |
6.7% |
0.0053 |
0.6% |
46% |
False |
False |
62,680 |
| 100 |
0.9459 |
0.8845 |
0.0614 |
6.7% |
0.0050 |
0.5% |
46% |
False |
False |
50,160 |
| 120 |
0.9459 |
0.8845 |
0.0614 |
6.7% |
0.0042 |
0.5% |
46% |
False |
False |
41,801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9324 |
|
2.618 |
0.9257 |
|
1.618 |
0.9216 |
|
1.000 |
0.9191 |
|
0.618 |
0.9175 |
|
HIGH |
0.9150 |
|
0.618 |
0.9134 |
|
0.500 |
0.9130 |
|
0.382 |
0.9125 |
|
LOW |
0.9109 |
|
0.618 |
0.9084 |
|
1.000 |
0.9068 |
|
1.618 |
0.9043 |
|
2.618 |
0.9002 |
|
4.250 |
0.8935 |
|
|
| Fisher Pivots for day following 07-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9130 |
0.9132 |
| PP |
0.9130 |
0.9132 |
| S1 |
0.9130 |
0.9131 |
|