CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 26-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2019 |
26-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9039 |
0.9016 |
-0.0023 |
-0.2% |
0.9070 |
| High |
0.9058 |
0.9071 |
0.0013 |
0.1% |
0.9073 |
| Low |
0.9004 |
0.9016 |
0.0013 |
0.1% |
0.9031 |
| Close |
0.9013 |
0.9063 |
0.0050 |
0.6% |
0.9049 |
| Range |
0.0054 |
0.0055 |
0.0001 |
0.9% |
0.0042 |
| ATR |
0.0046 |
0.0047 |
0.0001 |
1.9% |
0.0000 |
| Volume |
93,454 |
106,952 |
13,498 |
14.4% |
370,770 |
|
| Daily Pivots for day following 26-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9213 |
0.9193 |
0.9093 |
|
| R3 |
0.9159 |
0.9138 |
0.9078 |
|
| R2 |
0.9104 |
0.9104 |
0.9073 |
|
| R1 |
0.9084 |
0.9084 |
0.9068 |
0.9094 |
| PP |
0.9050 |
0.9050 |
0.9050 |
0.9055 |
| S1 |
0.9029 |
0.9029 |
0.9058 |
0.9039 |
| S2 |
0.8995 |
0.8995 |
0.9053 |
|
| S3 |
0.8941 |
0.8975 |
0.9048 |
|
| S4 |
0.8886 |
0.8920 |
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 |
0.9071 |
0.9004 |
0.0067 |
0.7% |
0.0039 |
0.4% |
89% |
True |
False |
90,989 |
| 10 |
0.9090 |
0.9004 |
0.0087 |
1.0% |
0.0039 |
0.4% |
69% |
False |
False |
101,404 |
| 20 |
0.9249 |
0.9004 |
0.0246 |
2.7% |
0.0043 |
0.5% |
24% |
False |
False |
103,350 |
| 40 |
0.9459 |
0.9004 |
0.0455 |
5.0% |
0.0055 |
0.6% |
13% |
False |
False |
113,920 |
| 60 |
0.9459 |
0.8865 |
0.0594 |
6.6% |
0.0056 |
0.6% |
33% |
False |
False |
103,374 |
| 80 |
0.9459 |
0.8845 |
0.0614 |
6.8% |
0.0052 |
0.6% |
36% |
False |
False |
77,742 |
| 100 |
0.9459 |
0.8845 |
0.0614 |
6.8% |
0.0051 |
0.6% |
36% |
False |
False |
62,242 |
| 120 |
0.9459 |
0.8845 |
0.0614 |
6.8% |
0.0046 |
0.5% |
36% |
False |
False |
51,875 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9302 |
|
2.618 |
0.9213 |
|
1.618 |
0.9159 |
|
1.000 |
0.9125 |
|
0.618 |
0.9104 |
|
HIGH |
0.9071 |
|
0.618 |
0.9050 |
|
0.500 |
0.9043 |
|
0.382 |
0.9037 |
|
LOW |
0.9016 |
|
0.618 |
0.8982 |
|
1.000 |
0.8962 |
|
1.618 |
0.8928 |
|
2.618 |
0.8873 |
|
4.250 |
0.8784 |
|
|
| Fisher Pivots for day following 26-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9056 |
0.9054 |
| PP |
0.9050 |
0.9046 |
| S1 |
0.9043 |
0.9037 |
|