CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 08-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2019 |
08-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9272 |
0.9252 |
-0.0020 |
-0.2% |
0.9118 |
| High |
0.9310 |
0.9272 |
-0.0039 |
-0.4% |
0.9459 |
| Low |
0.9247 |
0.9217 |
-0.0030 |
-0.3% |
0.9104 |
| Close |
0.9259 |
0.9255 |
-0.0005 |
0.0% |
0.9268 |
| Range |
0.0064 |
0.0055 |
-0.0009 |
-13.4% |
0.0355 |
| ATR |
0.0076 |
0.0075 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
141,414 |
122,041 |
-19,373 |
-13.7% |
712,805 |
|
| Daily Pivots for day following 08-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9413 |
0.9389 |
0.9285 |
|
| R3 |
0.9358 |
0.9334 |
0.9270 |
|
| R2 |
0.9303 |
0.9303 |
0.9265 |
|
| R1 |
0.9279 |
0.9279 |
0.9260 |
0.9291 |
| PP |
0.9248 |
0.9248 |
0.9248 |
0.9254 |
| S1 |
0.9224 |
0.9224 |
0.9249 |
0.9236 |
| S2 |
0.9193 |
0.9193 |
0.9244 |
|
| S3 |
0.9138 |
0.9169 |
0.9239 |
|
| S4 |
0.9083 |
0.9114 |
0.9224 |
|
|
| Weekly Pivots for week ending 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0340 |
1.0158 |
0.9462 |
|
| R3 |
0.9986 |
0.9804 |
0.9365 |
|
| R2 |
0.9631 |
0.9631 |
0.9332 |
|
| R1 |
0.9449 |
0.9449 |
0.9300 |
0.9540 |
| PP |
0.9277 |
0.9277 |
0.9277 |
0.9322 |
| S1 |
0.9095 |
0.9095 |
0.9235 |
0.9186 |
| S2 |
0.8922 |
0.8922 |
0.9203 |
|
| S3 |
0.8568 |
0.8740 |
0.9170 |
|
| S4 |
0.8213 |
0.8386 |
0.9073 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9459 |
0.9166 |
0.0293 |
3.2% |
0.0094 |
1.0% |
30% |
False |
False |
180,785 |
| 10 |
0.9459 |
0.9037 |
0.0422 |
4.6% |
0.0086 |
0.9% |
52% |
False |
False |
145,460 |
| 20 |
0.9459 |
0.8865 |
0.0594 |
6.4% |
0.0072 |
0.8% |
66% |
False |
False |
132,921 |
| 40 |
0.9459 |
0.8845 |
0.0614 |
6.6% |
0.0057 |
0.6% |
67% |
False |
False |
68,668 |
| 60 |
0.9459 |
0.8845 |
0.0614 |
6.6% |
0.0052 |
0.6% |
67% |
False |
False |
45,881 |
| 80 |
0.9459 |
0.8845 |
0.0614 |
6.6% |
0.0048 |
0.5% |
67% |
False |
False |
34,430 |
| 100 |
0.9459 |
0.8845 |
0.0614 |
6.6% |
0.0040 |
0.4% |
67% |
False |
False |
27,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9505 |
|
2.618 |
0.9415 |
|
1.618 |
0.9360 |
|
1.000 |
0.9327 |
|
0.618 |
0.9305 |
|
HIGH |
0.9272 |
|
0.618 |
0.9250 |
|
0.500 |
0.9244 |
|
0.382 |
0.9238 |
|
LOW |
0.9217 |
|
0.618 |
0.9183 |
|
1.000 |
0.9162 |
|
1.618 |
0.9128 |
|
2.618 |
0.9073 |
|
4.250 |
0.8983 |
|
|
| Fisher Pivots for day following 08-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9251 |
0.9286 |
| PP |
0.9248 |
0.9275 |
| S1 |
0.9244 |
0.9265 |
|