CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 22-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2019 |
22-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9038 |
0.9048 |
0.0010 |
0.1% |
0.9070 |
| High |
0.9060 |
0.9061 |
0.0001 |
0.0% |
0.9073 |
| Low |
0.9036 |
0.9031 |
-0.0005 |
-0.1% |
0.9031 |
| Close |
0.9052 |
0.9049 |
-0.0003 |
0.0% |
0.9049 |
| Range |
0.0024 |
0.0030 |
0.0006 |
22.9% |
0.0042 |
| ATR |
0.0046 |
0.0045 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
89,167 |
78,317 |
-10,850 |
-12.2% |
370,770 |
|
| Daily Pivots for day following 22-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9135 |
0.9122 |
0.9065 |
|
| R3 |
0.9106 |
0.9092 |
0.9057 |
|
| R2 |
0.9076 |
0.9076 |
0.9054 |
|
| R1 |
0.9063 |
0.9063 |
0.9052 |
0.9070 |
| PP |
0.9047 |
0.9047 |
0.9047 |
0.9050 |
| S1 |
0.9033 |
0.9033 |
0.9046 |
0.9040 |
| S2 |
0.9017 |
0.9017 |
0.9044 |
|
| S3 |
0.8988 |
0.9004 |
0.9041 |
|
| S4 |
0.8958 |
0.8974 |
0.9033 |
|
|
| Weekly Pivots for week ending 22-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9177 |
0.9155 |
0.9072 |
|
| R3 |
0.9135 |
0.9113 |
0.9061 |
|
| R2 |
0.9093 |
0.9093 |
0.9057 |
|
| R1 |
0.9071 |
0.9071 |
0.9053 |
0.9061 |
| PP |
0.9051 |
0.9051 |
0.9051 |
0.9046 |
| S1 |
0.9029 |
0.9029 |
0.9045 |
0.9019 |
| S2 |
0.9009 |
0.9009 |
0.9041 |
|
| S3 |
0.8967 |
0.8987 |
0.9037 |
|
| S4 |
0.8925 |
0.8945 |
0.9026 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9090 |
0.9031 |
0.0060 |
0.7% |
0.0030 |
0.3% |
31% |
False |
False |
96,017 |
| 10 |
0.9146 |
0.9018 |
0.0128 |
1.4% |
0.0036 |
0.4% |
24% |
False |
False |
100,841 |
| 20 |
0.9249 |
0.9018 |
0.0231 |
2.6% |
0.0042 |
0.5% |
13% |
False |
False |
102,648 |
| 40 |
0.9459 |
0.9018 |
0.0441 |
4.9% |
0.0057 |
0.6% |
7% |
False |
False |
115,901 |
| 60 |
0.9459 |
0.8856 |
0.0603 |
6.7% |
0.0055 |
0.6% |
32% |
False |
False |
100,101 |
| 80 |
0.9459 |
0.8845 |
0.0614 |
6.8% |
0.0052 |
0.6% |
33% |
False |
False |
75,245 |
| 100 |
0.9459 |
0.8845 |
0.0614 |
6.8% |
0.0050 |
0.6% |
33% |
False |
False |
60,239 |
| 120 |
0.9459 |
0.8845 |
0.0614 |
6.8% |
0.0045 |
0.5% |
33% |
False |
False |
50,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9186 |
|
2.618 |
0.9138 |
|
1.618 |
0.9108 |
|
1.000 |
0.9090 |
|
0.618 |
0.9079 |
|
HIGH |
0.9061 |
|
0.618 |
0.9049 |
|
0.500 |
0.9046 |
|
0.382 |
0.9042 |
|
LOW |
0.9031 |
|
0.618 |
0.9013 |
|
1.000 |
0.9002 |
|
1.618 |
0.8983 |
|
2.618 |
0.8954 |
|
4.250 |
0.8906 |
|
|
| Fisher Pivots for day following 22-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9048 |
0.9048 |
| PP |
0.9047 |
0.9047 |
| S1 |
0.9046 |
0.9046 |
|