CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 28-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2019 |
28-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9058 |
0.9025 |
-0.0034 |
-0.4% |
0.9070 |
| High |
0.9076 |
0.9048 |
-0.0029 |
-0.3% |
0.9073 |
| Low |
0.9016 |
0.8980 |
-0.0036 |
-0.4% |
0.9031 |
| Close |
0.9019 |
0.8987 |
-0.0032 |
-0.3% |
0.9049 |
| Range |
0.0061 |
0.0068 |
0.0008 |
12.4% |
0.0042 |
| ATR |
0.0048 |
0.0049 |
0.0001 |
3.1% |
0.0000 |
| Volume |
100,966 |
145,727 |
44,761 |
44.3% |
370,770 |
|
| Daily Pivots for day following 28-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9209 |
0.9166 |
0.9025 |
|
| R3 |
0.9141 |
0.9098 |
0.9006 |
|
| R2 |
0.9073 |
0.9073 |
0.9000 |
|
| R1 |
0.9030 |
0.9030 |
0.8994 |
0.9017 |
| PP |
0.9005 |
0.9005 |
0.9005 |
0.8998 |
| S1 |
0.8962 |
0.8962 |
0.8981 |
0.8949 |
| S2 |
0.8937 |
0.8937 |
0.8975 |
|
| S3 |
0.8869 |
0.8894 |
0.8969 |
|
| S4 |
0.8801 |
0.8826 |
0.8950 |
|
|
| 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 |
0.9076 |
0.8980 |
0.0097 |
1.1% |
0.0053 |
0.6% |
8% |
False |
True |
105,083 |
| 10 |
0.9090 |
0.8980 |
0.0111 |
1.2% |
0.0044 |
0.5% |
7% |
False |
True |
106,692 |
| 20 |
0.9249 |
0.8980 |
0.0270 |
3.0% |
0.0044 |
0.5% |
3% |
False |
True |
104,619 |
| 40 |
0.9459 |
0.8980 |
0.0479 |
5.3% |
0.0055 |
0.6% |
2% |
False |
True |
115,526 |
| 60 |
0.9459 |
0.8865 |
0.0594 |
6.6% |
0.0057 |
0.6% |
21% |
False |
False |
107,302 |
| 80 |
0.9459 |
0.8845 |
0.0614 |
6.8% |
0.0052 |
0.6% |
23% |
False |
False |
80,820 |
| 100 |
0.9459 |
0.8845 |
0.0614 |
6.8% |
0.0051 |
0.6% |
23% |
False |
False |
64,705 |
| 120 |
0.9459 |
0.8845 |
0.0614 |
6.8% |
0.0047 |
0.5% |
23% |
False |
False |
53,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9337 |
|
2.618 |
0.9226 |
|
1.618 |
0.9158 |
|
1.000 |
0.9116 |
|
0.618 |
0.9090 |
|
HIGH |
0.9048 |
|
0.618 |
0.9022 |
|
0.500 |
0.9014 |
|
0.382 |
0.9005 |
|
LOW |
0.8980 |
|
0.618 |
0.8937 |
|
1.000 |
0.8912 |
|
1.618 |
0.8869 |
|
2.618 |
0.8801 |
|
4.250 |
0.8691 |
|
|
| Fisher Pivots for day following 28-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9014 |
0.9028 |
| PP |
0.9005 |
0.9014 |
| S1 |
0.8996 |
0.9001 |
|