CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 19-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2019 |
19-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9069 |
0.9070 |
0.0001 |
0.0% |
0.9132 |
| High |
0.9090 |
0.9073 |
-0.0018 |
-0.2% |
0.9134 |
| Low |
0.9058 |
0.9041 |
-0.0016 |
-0.2% |
0.9018 |
| Close |
0.9073 |
0.9056 |
-0.0018 |
-0.2% |
0.9073 |
| Range |
0.0033 |
0.0031 |
-0.0001 |
-4.6% |
0.0116 |
| ATR |
0.0051 |
0.0049 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
109,319 |
116,228 |
6,909 |
6.3% |
548,937 |
|
| Daily Pivots for day following 19-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9150 |
0.9134 |
0.9073 |
|
| R3 |
0.9119 |
0.9103 |
0.9064 |
|
| R2 |
0.9088 |
0.9088 |
0.9061 |
|
| R1 |
0.9072 |
0.9072 |
0.9058 |
0.9064 |
| PP |
0.9056 |
0.9056 |
0.9056 |
0.9053 |
| S1 |
0.9040 |
0.9040 |
0.9053 |
0.9033 |
| S2 |
0.9025 |
0.9025 |
0.9050 |
|
| S3 |
0.8994 |
0.9009 |
0.9047 |
|
| S4 |
0.8963 |
0.8978 |
0.9038 |
|
|
| 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 |
0.9090 |
0.9018 |
0.0072 |
0.8% |
0.0039 |
0.4% |
52% |
False |
False |
111,819 |
| 10 |
0.9156 |
0.9018 |
0.0138 |
1.5% |
0.0038 |
0.4% |
27% |
False |
False |
106,105 |
| 20 |
0.9249 |
0.9018 |
0.0231 |
2.6% |
0.0045 |
0.5% |
16% |
False |
False |
105,882 |
| 40 |
0.9459 |
0.8948 |
0.0511 |
5.6% |
0.0061 |
0.7% |
21% |
False |
False |
121,633 |
| 60 |
0.9459 |
0.8856 |
0.0603 |
6.7% |
0.0056 |
0.6% |
33% |
False |
False |
95,879 |
| 80 |
0.9459 |
0.8845 |
0.0614 |
6.8% |
0.0053 |
0.6% |
34% |
False |
False |
72,084 |
| 100 |
0.9459 |
0.8845 |
0.0614 |
6.8% |
0.0051 |
0.6% |
34% |
False |
False |
57,697 |
| 120 |
0.9459 |
0.8845 |
0.0614 |
6.8% |
0.0044 |
0.5% |
34% |
False |
False |
48,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9204 |
|
2.618 |
0.9154 |
|
1.618 |
0.9123 |
|
1.000 |
0.9104 |
|
0.618 |
0.9092 |
|
HIGH |
0.9073 |
|
0.618 |
0.9061 |
|
0.500 |
0.9057 |
|
0.382 |
0.9053 |
|
LOW |
0.9041 |
|
0.618 |
0.9022 |
|
1.000 |
0.9010 |
|
1.618 |
0.8991 |
|
2.618 |
0.8960 |
|
4.250 |
0.8910 |
|
|
| Fisher Pivots for day following 19-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9057 |
0.9055 |
| PP |
0.9056 |
0.9055 |
| S1 |
0.9056 |
0.9054 |
|