CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 25-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2019 |
25-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9048 |
0.9039 |
-0.0010 |
-0.1% |
0.9070 |
| High |
0.9061 |
0.9058 |
-0.0003 |
0.0% |
0.9073 |
| Low |
0.9031 |
0.9004 |
-0.0028 |
-0.3% |
0.9031 |
| Close |
0.9049 |
0.9013 |
-0.0037 |
-0.4% |
0.9049 |
| Range |
0.0030 |
0.0054 |
0.0025 |
83.1% |
0.0042 |
| ATR |
0.0045 |
0.0046 |
0.0001 |
1.4% |
0.0000 |
| Volume |
78,317 |
93,454 |
15,137 |
19.3% |
370,770 |
|
| Daily Pivots for day following 25-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9187 |
0.9154 |
0.9042 |
|
| R3 |
0.9133 |
0.9100 |
0.9027 |
|
| R2 |
0.9079 |
0.9079 |
0.9022 |
|
| R1 |
0.9046 |
0.9046 |
0.9017 |
0.9035 |
| PP |
0.9025 |
0.9025 |
0.9025 |
0.9019 |
| S1 |
0.8992 |
0.8992 |
0.9008 |
0.8981 |
| S2 |
0.8971 |
0.8971 |
0.9003 |
|
| S3 |
0.8917 |
0.8938 |
0.8998 |
|
| S4 |
0.8863 |
0.8884 |
0.8983 |
|
|
| 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 |
0.9073 |
0.9004 |
0.0069 |
0.8% |
0.0034 |
0.4% |
13% |
False |
True |
92,844 |
| 10 |
0.9134 |
0.9004 |
0.0131 |
1.4% |
0.0039 |
0.4% |
7% |
False |
True |
101,316 |
| 20 |
0.9249 |
0.9004 |
0.0246 |
2.7% |
0.0042 |
0.5% |
4% |
False |
True |
102,170 |
| 40 |
0.9459 |
0.9004 |
0.0455 |
5.0% |
0.0055 |
0.6% |
2% |
False |
True |
115,226 |
| 60 |
0.9459 |
0.8856 |
0.0603 |
6.7% |
0.0056 |
0.6% |
26% |
False |
False |
101,608 |
| 80 |
0.9459 |
0.8845 |
0.0614 |
6.8% |
0.0052 |
0.6% |
27% |
False |
False |
76,412 |
| 100 |
0.9459 |
0.8845 |
0.0614 |
6.8% |
0.0051 |
0.6% |
27% |
False |
False |
61,173 |
| 120 |
0.9459 |
0.8845 |
0.0614 |
6.8% |
0.0045 |
0.5% |
27% |
False |
False |
50,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9287 |
|
2.618 |
0.9199 |
|
1.618 |
0.9145 |
|
1.000 |
0.9112 |
|
0.618 |
0.9091 |
|
HIGH |
0.9058 |
|
0.618 |
0.9037 |
|
0.500 |
0.9031 |
|
0.382 |
0.9024 |
|
LOW |
0.9004 |
|
0.618 |
0.8970 |
|
1.000 |
0.8950 |
|
1.618 |
0.8916 |
|
2.618 |
0.8862 |
|
4.250 |
0.8774 |
|
|
| Fisher Pivots for day following 25-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9031 |
0.9032 |
| PP |
0.9025 |
0.9026 |
| S1 |
0.9019 |
0.9019 |
|