CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 08-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2019 |
08-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9120 |
0.9133 |
0.0014 |
0.1% |
0.9165 |
| High |
0.9150 |
0.9146 |
-0.0005 |
0.0% |
0.9168 |
| Low |
0.9109 |
0.9124 |
0.0015 |
0.2% |
0.9107 |
| Close |
0.9130 |
0.9134 |
0.0004 |
0.0% |
0.9134 |
| Range |
0.0041 |
0.0022 |
-0.0019 |
-47.6% |
0.0061 |
| ATR |
0.0056 |
0.0054 |
-0.0002 |
-4.4% |
0.0000 |
| Volume |
119,960 |
88,712 |
-31,248 |
-26.0% |
494,103 |
|
| Daily Pivots for day following 08-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9199 |
0.9188 |
0.9146 |
|
| R3 |
0.9178 |
0.9167 |
0.9140 |
|
| R2 |
0.9156 |
0.9156 |
0.9138 |
|
| R1 |
0.9145 |
0.9145 |
0.9136 |
0.9151 |
| PP |
0.9134 |
0.9134 |
0.9134 |
0.9137 |
| S1 |
0.9123 |
0.9123 |
0.9132 |
0.9129 |
| S2 |
0.9113 |
0.9113 |
0.9130 |
|
| S3 |
0.9091 |
0.9102 |
0.9128 |
|
| S4 |
0.9070 |
0.9080 |
0.9122 |
|
|
| Weekly Pivots for week ending 08-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9319 |
0.9288 |
0.9168 |
|
| R3 |
0.9258 |
0.9227 |
0.9151 |
|
| R2 |
0.9197 |
0.9197 |
0.9145 |
|
| R1 |
0.9166 |
0.9166 |
0.9140 |
0.9151 |
| PP |
0.9136 |
0.9136 |
0.9136 |
0.9129 |
| S1 |
0.9105 |
0.9105 |
0.9128 |
0.9090 |
| S2 |
0.9075 |
0.9075 |
0.9123 |
|
| S3 |
0.9014 |
0.9044 |
0.9117 |
|
| S4 |
0.8953 |
0.8983 |
0.9100 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9168 |
0.9107 |
0.0061 |
0.7% |
0.0037 |
0.4% |
44% |
False |
False |
98,820 |
| 10 |
0.9249 |
0.9107 |
0.0142 |
1.6% |
0.0046 |
0.5% |
19% |
False |
False |
103,024 |
| 20 |
0.9307 |
0.9107 |
0.0200 |
2.2% |
0.0049 |
0.5% |
14% |
False |
False |
104,313 |
| 40 |
0.9459 |
0.8865 |
0.0594 |
6.5% |
0.0061 |
0.7% |
45% |
False |
False |
123,059 |
| 60 |
0.9459 |
0.8856 |
0.0603 |
6.6% |
0.0056 |
0.6% |
46% |
False |
False |
84,932 |
| 80 |
0.9459 |
0.8845 |
0.0614 |
6.7% |
0.0052 |
0.6% |
47% |
False |
False |
63,788 |
| 100 |
0.9459 |
0.8845 |
0.0614 |
6.7% |
0.0050 |
0.5% |
47% |
False |
False |
51,047 |
| 120 |
0.9459 |
0.8845 |
0.0614 |
6.7% |
0.0043 |
0.5% |
47% |
False |
False |
42,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9237 |
|
2.618 |
0.9202 |
|
1.618 |
0.9180 |
|
1.000 |
0.9167 |
|
0.618 |
0.9159 |
|
HIGH |
0.9146 |
|
0.618 |
0.9137 |
|
0.500 |
0.9135 |
|
0.382 |
0.9132 |
|
LOW |
0.9124 |
|
0.618 |
0.9111 |
|
1.000 |
0.9102 |
|
1.618 |
0.9089 |
|
2.618 |
0.9068 |
|
4.250 |
0.9033 |
|
|
| Fisher Pivots for day following 08-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9135 |
0.9133 |
| PP |
0.9134 |
0.9133 |
| S1 |
0.9134 |
0.9132 |
|