CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 21-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2019 |
21-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9059 |
0.9038 |
-0.0021 |
-0.2% |
0.9132 |
| High |
0.9062 |
0.9060 |
-0.0002 |
0.0% |
0.9134 |
| Low |
0.9031 |
0.9036 |
0.0006 |
0.1% |
0.9018 |
| Close |
0.9040 |
0.9052 |
0.0012 |
0.1% |
0.9073 |
| Range |
0.0032 |
0.0024 |
-0.0008 |
-23.8% |
0.0116 |
| ATR |
0.0048 |
0.0046 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
87,058 |
89,167 |
2,109 |
2.4% |
548,937 |
|
| Daily Pivots for day following 21-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9121 |
0.9110 |
0.9065 |
|
| R3 |
0.9097 |
0.9086 |
0.9058 |
|
| R2 |
0.9073 |
0.9073 |
0.9056 |
|
| R1 |
0.9062 |
0.9062 |
0.9054 |
0.9068 |
| PP |
0.9049 |
0.9049 |
0.9049 |
0.9052 |
| S1 |
0.9038 |
0.9038 |
0.9049 |
0.9044 |
| S2 |
0.9025 |
0.9025 |
0.9047 |
|
| S3 |
0.9001 |
0.9014 |
0.9045 |
|
| S4 |
0.8977 |
0.8990 |
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% |
0.0035 |
0.4% |
47% |
False |
False |
108,301 |
| 10 |
0.9150 |
0.9018 |
0.0132 |
1.5% |
0.0037 |
0.4% |
25% |
False |
False |
105,006 |
| 20 |
0.9249 |
0.9018 |
0.0231 |
2.6% |
0.0042 |
0.5% |
15% |
False |
False |
103,039 |
| 40 |
0.9459 |
0.9018 |
0.0441 |
4.9% |
0.0058 |
0.6% |
8% |
False |
False |
116,158 |
| 60 |
0.9459 |
0.8856 |
0.0603 |
6.7% |
0.0056 |
0.6% |
32% |
False |
False |
98,807 |
| 80 |
0.9459 |
0.8845 |
0.0614 |
6.8% |
0.0052 |
0.6% |
34% |
False |
False |
74,269 |
| 100 |
0.9459 |
0.8845 |
0.0614 |
6.8% |
0.0050 |
0.6% |
34% |
False |
False |
59,457 |
| 120 |
0.9459 |
0.8845 |
0.0614 |
6.8% |
0.0045 |
0.5% |
34% |
False |
False |
49,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9162 |
|
2.618 |
0.9123 |
|
1.618 |
0.9099 |
|
1.000 |
0.9084 |
|
0.618 |
0.9075 |
|
HIGH |
0.9060 |
|
0.618 |
0.9051 |
|
0.500 |
0.9048 |
|
0.382 |
0.9045 |
|
LOW |
0.9036 |
|
0.618 |
0.9021 |
|
1.000 |
0.9012 |
|
1.618 |
0.8997 |
|
2.618 |
0.8973 |
|
4.250 |
0.8934 |
|
|
| Fisher Pivots for day following 21-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9050 |
0.9052 |
| PP |
0.9049 |
0.9052 |
| S1 |
0.9048 |
0.9052 |
|