CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 12-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2019 |
12-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9132 |
0.9082 |
-0.0050 |
-0.5% |
0.9165 |
| High |
0.9134 |
0.9086 |
-0.0048 |
-0.5% |
0.9168 |
| Low |
0.9077 |
0.9061 |
-0.0016 |
-0.2% |
0.9107 |
| Close |
0.9083 |
0.9073 |
-0.0010 |
-0.1% |
0.9134 |
| Range |
0.0057 |
0.0025 |
-0.0032 |
-56.1% |
0.0061 |
| ATR |
0.0054 |
0.0052 |
-0.0002 |
-3.8% |
0.0000 |
| Volume |
106,066 |
100,070 |
-5,996 |
-5.7% |
494,103 |
|
| Daily Pivots for day following 12-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9148 |
0.9135 |
0.9086 |
|
| R3 |
0.9123 |
0.9110 |
0.9079 |
|
| R2 |
0.9098 |
0.9098 |
0.9077 |
|
| R1 |
0.9085 |
0.9085 |
0.9075 |
0.9079 |
| PP |
0.9073 |
0.9073 |
0.9073 |
0.9070 |
| S1 |
0.9060 |
0.9060 |
0.9070 |
0.9054 |
| S2 |
0.9048 |
0.9048 |
0.9068 |
|
| S3 |
0.9023 |
0.9035 |
0.9066 |
|
| S4 |
0.8998 |
0.9010 |
0.9059 |
|
|
| 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 |
0.9061 |
0.0095 |
1.0% |
0.0037 |
0.4% |
12% |
False |
True |
103,316 |
| 10 |
0.9249 |
0.9061 |
0.0188 |
2.1% |
0.0047 |
0.5% |
6% |
False |
True |
107,274 |
| 20 |
0.9293 |
0.9061 |
0.0232 |
2.6% |
0.0049 |
0.5% |
5% |
False |
True |
106,216 |
| 40 |
0.9459 |
0.8868 |
0.0591 |
6.5% |
0.0062 |
0.7% |
35% |
False |
False |
123,276 |
| 60 |
0.9459 |
0.8856 |
0.0603 |
6.6% |
0.0056 |
0.6% |
36% |
False |
False |
88,343 |
| 80 |
0.9459 |
0.8845 |
0.0614 |
6.8% |
0.0052 |
0.6% |
37% |
False |
False |
66,359 |
| 100 |
0.9459 |
0.8845 |
0.0614 |
6.8% |
0.0050 |
0.5% |
37% |
False |
False |
53,108 |
| 120 |
0.9459 |
0.8845 |
0.0614 |
6.8% |
0.0043 |
0.5% |
37% |
False |
False |
44,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9192 |
|
2.618 |
0.9151 |
|
1.618 |
0.9126 |
|
1.000 |
0.9111 |
|
0.618 |
0.9101 |
|
HIGH |
0.9086 |
|
0.618 |
0.9076 |
|
0.500 |
0.9074 |
|
0.382 |
0.9071 |
|
LOW |
0.9061 |
|
0.618 |
0.9046 |
|
1.000 |
0.9036 |
|
1.618 |
0.9021 |
|
2.618 |
0.8996 |
|
4.250 |
0.8955 |
|
|
| Fisher Pivots for day following 12-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9074 |
0.9103 |
| PP |
0.9073 |
0.9093 |
| S1 |
0.9073 |
0.9083 |
|