CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 14-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2019 |
14-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9075 |
0.9027 |
-0.0048 |
-0.5% |
0.9165 |
| High |
0.9078 |
0.9074 |
-0.0004 |
0.0% |
0.9168 |
| Low |
0.9027 |
0.9018 |
-0.0009 |
-0.1% |
0.9107 |
| Close |
0.9032 |
0.9071 |
0.0039 |
0.4% |
0.9134 |
| Range |
0.0052 |
0.0056 |
0.0005 |
8.7% |
0.0061 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
0.6% |
0.0000 |
| Volume |
93,747 |
139,735 |
45,988 |
49.1% |
494,103 |
|
| Daily Pivots for day following 14-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9222 |
0.9203 |
0.9102 |
|
| R3 |
0.9166 |
0.9147 |
0.9086 |
|
| R2 |
0.9110 |
0.9110 |
0.9081 |
|
| R1 |
0.9091 |
0.9091 |
0.9076 |
0.9101 |
| PP |
0.9054 |
0.9054 |
0.9054 |
0.9059 |
| S1 |
0.9035 |
0.9035 |
0.9066 |
0.9045 |
| S2 |
0.8998 |
0.8998 |
0.9061 |
|
| S3 |
0.8942 |
0.8979 |
0.9056 |
|
| S4 |
0.8886 |
0.8923 |
0.9040 |
|
|
| 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 |
0.9146 |
0.9018 |
0.0128 |
1.4% |
0.0042 |
0.5% |
42% |
False |
True |
105,666 |
| 10 |
0.9228 |
0.9018 |
0.0210 |
2.3% |
0.0045 |
0.5% |
25% |
False |
True |
104,728 |
| 20 |
0.9249 |
0.9018 |
0.0231 |
2.5% |
0.0048 |
0.5% |
23% |
False |
True |
106,614 |
| 40 |
0.9459 |
0.8932 |
0.0527 |
5.8% |
0.0062 |
0.7% |
26% |
False |
False |
123,031 |
| 60 |
0.9459 |
0.8856 |
0.0603 |
6.6% |
0.0056 |
0.6% |
36% |
False |
False |
92,150 |
| 80 |
0.9459 |
0.8845 |
0.0614 |
6.8% |
0.0053 |
0.6% |
37% |
False |
False |
69,269 |
| 100 |
0.9459 |
0.8845 |
0.0614 |
6.8% |
0.0050 |
0.6% |
37% |
False |
False |
55,442 |
| 120 |
0.9459 |
0.8845 |
0.0614 |
6.8% |
0.0044 |
0.5% |
37% |
False |
False |
46,204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9312 |
|
2.618 |
0.9221 |
|
1.618 |
0.9165 |
|
1.000 |
0.9130 |
|
0.618 |
0.9109 |
|
HIGH |
0.9074 |
|
0.618 |
0.9053 |
|
0.500 |
0.9046 |
|
0.382 |
0.9039 |
|
LOW |
0.9018 |
|
0.618 |
0.8983 |
|
1.000 |
0.8962 |
|
1.618 |
0.8927 |
|
2.618 |
0.8871 |
|
4.250 |
0.8780 |
|
|
| Fisher Pivots for day following 14-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9063 |
0.9065 |
| PP |
0.9054 |
0.9058 |
| S1 |
0.9046 |
0.9052 |
|