CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 15-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2019 |
15-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9027 |
0.9069 |
0.0042 |
0.5% |
0.9132 |
| High |
0.9074 |
0.9090 |
0.0016 |
0.2% |
0.9134 |
| Low |
0.9018 |
0.9058 |
0.0040 |
0.4% |
0.9018 |
| Close |
0.9071 |
0.9073 |
0.0002 |
0.0% |
0.9073 |
| Range |
0.0056 |
0.0033 |
-0.0024 |
-42.0% |
0.0116 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
139,735 |
109,319 |
-30,416 |
-21.8% |
548,937 |
|
| Daily Pivots for day following 15-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9171 |
0.9155 |
0.9091 |
|
| R3 |
0.9139 |
0.9122 |
0.9082 |
|
| R2 |
0.9106 |
0.9106 |
0.9079 |
|
| R1 |
0.9090 |
0.9090 |
0.9076 |
0.9098 |
| PP |
0.9074 |
0.9074 |
0.9074 |
0.9078 |
| S1 |
0.9057 |
0.9057 |
0.9070 |
0.9065 |
| S2 |
0.9041 |
0.9041 |
0.9067 |
|
| S3 |
0.9009 |
0.9025 |
0.9064 |
|
| S4 |
0.8976 |
0.8992 |
0.9055 |
|
|
| Weekly Pivots for week ending 15-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9423 |
0.9364 |
0.9137 |
|
| R3 |
0.9307 |
0.9248 |
0.9105 |
|
| R2 |
0.9191 |
0.9191 |
0.9094 |
|
| R1 |
0.9132 |
0.9132 |
0.9084 |
0.9104 |
| PP |
0.9075 |
0.9075 |
0.9075 |
0.9061 |
| S1 |
0.9016 |
0.9016 |
0.9062 |
0.8988 |
| S2 |
0.8959 |
0.8959 |
0.9052 |
|
| S3 |
0.8843 |
0.8900 |
0.9041 |
|
| S4 |
0.8727 |
0.8784 |
0.9009 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9134 |
0.9018 |
0.0116 |
1.3% |
0.0044 |
0.5% |
47% |
False |
False |
109,787 |
| 10 |
0.9168 |
0.9018 |
0.0150 |
1.7% |
0.0041 |
0.5% |
37% |
False |
False |
104,304 |
| 20 |
0.9249 |
0.9018 |
0.0231 |
2.5% |
0.0047 |
0.5% |
24% |
False |
False |
105,717 |
| 40 |
0.9459 |
0.8946 |
0.0513 |
5.7% |
0.0061 |
0.7% |
25% |
False |
False |
122,541 |
| 60 |
0.9459 |
0.8856 |
0.0603 |
6.6% |
0.0056 |
0.6% |
36% |
False |
False |
93,952 |
| 80 |
0.9459 |
0.8845 |
0.0614 |
6.8% |
0.0053 |
0.6% |
37% |
False |
False |
70,633 |
| 100 |
0.9459 |
0.8845 |
0.0614 |
6.8% |
0.0050 |
0.6% |
37% |
False |
False |
56,535 |
| 120 |
0.9459 |
0.8845 |
0.0614 |
6.8% |
0.0044 |
0.5% |
37% |
False |
False |
47,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9228 |
|
2.618 |
0.9175 |
|
1.618 |
0.9143 |
|
1.000 |
0.9123 |
|
0.618 |
0.9110 |
|
HIGH |
0.9090 |
|
0.618 |
0.9078 |
|
0.500 |
0.9074 |
|
0.382 |
0.9070 |
|
LOW |
0.9058 |
|
0.618 |
0.9037 |
|
1.000 |
0.9025 |
|
1.618 |
0.9005 |
|
2.618 |
0.8972 |
|
4.250 |
0.8919 |
|
|
| Fisher Pivots for day following 15-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9074 |
0.9067 |
| PP |
0.9074 |
0.9060 |
| S1 |
0.9073 |
0.9054 |
|