CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 11-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2019 |
11-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9133 |
0.9132 |
-0.0001 |
0.0% |
0.9165 |
| High |
0.9146 |
0.9134 |
-0.0012 |
-0.1% |
0.9168 |
| Low |
0.9124 |
0.9077 |
-0.0047 |
-0.5% |
0.9107 |
| Close |
0.9134 |
0.9083 |
-0.0052 |
-0.6% |
0.9134 |
| Range |
0.0022 |
0.0057 |
0.0035 |
165.1% |
0.0061 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
0.5% |
0.0000 |
| Volume |
88,712 |
106,066 |
17,354 |
19.6% |
494,103 |
|
| Daily Pivots for day following 11-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9269 |
0.9233 |
0.9114 |
|
| R3 |
0.9212 |
0.9176 |
0.9098 |
|
| R2 |
0.9155 |
0.9155 |
0.9093 |
|
| R1 |
0.9119 |
0.9119 |
0.9088 |
0.9108 |
| PP |
0.9098 |
0.9098 |
0.9098 |
0.9093 |
| S1 |
0.9062 |
0.9062 |
0.9077 |
0.9051 |
| S2 |
0.9041 |
0.9041 |
0.9072 |
|
| S3 |
0.8984 |
0.9005 |
0.9067 |
|
| S4 |
0.8927 |
0.8948 |
0.9051 |
|
|
| 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 |
0.9156 |
0.9077 |
0.0079 |
0.9% |
0.0037 |
0.4% |
7% |
False |
True |
100,390 |
| 10 |
0.9249 |
0.9077 |
0.0172 |
1.9% |
0.0048 |
0.5% |
3% |
False |
True |
105,295 |
| 20 |
0.9307 |
0.9077 |
0.0230 |
2.5% |
0.0050 |
0.6% |
2% |
False |
True |
105,068 |
| 40 |
0.9459 |
0.8865 |
0.0594 |
6.5% |
0.0062 |
0.7% |
37% |
False |
False |
123,794 |
| 60 |
0.9459 |
0.8856 |
0.0603 |
6.6% |
0.0056 |
0.6% |
38% |
False |
False |
86,687 |
| 80 |
0.9459 |
0.8845 |
0.0614 |
6.8% |
0.0053 |
0.6% |
39% |
False |
False |
65,111 |
| 100 |
0.9459 |
0.8845 |
0.0614 |
6.8% |
0.0050 |
0.5% |
39% |
False |
False |
52,107 |
| 120 |
0.9459 |
0.8845 |
0.0614 |
6.8% |
0.0043 |
0.5% |
39% |
False |
False |
43,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9376 |
|
2.618 |
0.9283 |
|
1.618 |
0.9226 |
|
1.000 |
0.9191 |
|
0.618 |
0.9169 |
|
HIGH |
0.9134 |
|
0.618 |
0.9112 |
|
0.500 |
0.9106 |
|
0.382 |
0.9099 |
|
LOW |
0.9077 |
|
0.618 |
0.9042 |
|
1.000 |
0.9020 |
|
1.618 |
0.8985 |
|
2.618 |
0.8928 |
|
4.250 |
0.8835 |
|
|
| Fisher Pivots for day following 11-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9106 |
0.9114 |
| PP |
0.9098 |
0.9103 |
| S1 |
0.9090 |
0.9093 |
|