CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 13-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2019 |
13-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9082 |
0.9075 |
-0.0008 |
-0.1% |
0.9165 |
| High |
0.9086 |
0.9078 |
-0.0008 |
-0.1% |
0.9168 |
| Low |
0.9061 |
0.9027 |
-0.0035 |
-0.4% |
0.9107 |
| Close |
0.9073 |
0.9032 |
-0.0041 |
-0.4% |
0.9134 |
| Range |
0.0025 |
0.0052 |
0.0027 |
106.0% |
0.0061 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
0.0% |
0.0000 |
| Volume |
100,070 |
93,747 |
-6,323 |
-6.3% |
494,103 |
|
| Daily Pivots for day following 13-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9200 |
0.9168 |
0.9060 |
|
| R3 |
0.9149 |
0.9116 |
0.9046 |
|
| R2 |
0.9097 |
0.9097 |
0.9041 |
|
| R1 |
0.9065 |
0.9065 |
0.9037 |
0.9055 |
| PP |
0.9046 |
0.9046 |
0.9046 |
0.9041 |
| S1 |
0.9013 |
0.9013 |
0.9027 |
0.9004 |
| S2 |
0.8994 |
0.8994 |
0.9023 |
|
| S3 |
0.8943 |
0.8962 |
0.9018 |
|
| S4 |
0.8891 |
0.8910 |
0.9004 |
|
|
| 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 |
0.9150 |
0.9027 |
0.0124 |
1.4% |
0.0039 |
0.4% |
4% |
False |
True |
101,711 |
| 10 |
0.9249 |
0.9027 |
0.0223 |
2.5% |
0.0044 |
0.5% |
2% |
False |
True |
102,547 |
| 20 |
0.9273 |
0.9027 |
0.0247 |
2.7% |
0.0049 |
0.5% |
2% |
False |
True |
104,795 |
| 40 |
0.9459 |
0.8879 |
0.0580 |
6.4% |
0.0062 |
0.7% |
26% |
False |
False |
122,645 |
| 60 |
0.9459 |
0.8856 |
0.0603 |
6.7% |
0.0056 |
0.6% |
29% |
False |
False |
89,874 |
| 80 |
0.9459 |
0.8845 |
0.0614 |
6.8% |
0.0052 |
0.6% |
30% |
False |
False |
67,523 |
| 100 |
0.9459 |
0.8845 |
0.0614 |
6.8% |
0.0050 |
0.6% |
30% |
False |
False |
54,045 |
| 120 |
0.9459 |
0.8845 |
0.0614 |
6.8% |
0.0044 |
0.5% |
30% |
False |
False |
45,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9297 |
|
2.618 |
0.9213 |
|
1.618 |
0.9161 |
|
1.000 |
0.9130 |
|
0.618 |
0.9110 |
|
HIGH |
0.9078 |
|
0.618 |
0.9058 |
|
0.500 |
0.9052 |
|
0.382 |
0.9046 |
|
LOW |
0.9027 |
|
0.618 |
0.8995 |
|
1.000 |
0.8975 |
|
1.618 |
0.8943 |
|
2.618 |
0.8892 |
|
4.250 |
0.8808 |
|
|
| Fisher Pivots for day following 13-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9052 |
0.9080 |
| PP |
0.9046 |
0.9064 |
| S1 |
0.9039 |
0.9048 |
|