CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 01-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2019 |
01-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9025 |
0.8987 |
-0.0037 |
-0.4% |
0.9039 |
| High |
0.9048 |
0.8992 |
-0.0056 |
-0.6% |
0.9076 |
| Low |
0.8980 |
0.8932 |
-0.0048 |
-0.5% |
0.8932 |
| Close |
0.8987 |
0.8938 |
-0.0049 |
-0.6% |
0.8938 |
| Range |
0.0068 |
0.0061 |
-0.0008 |
-11.0% |
0.0145 |
| ATR |
0.0049 |
0.0050 |
0.0001 |
1.7% |
0.0000 |
| Volume |
145,727 |
127,579 |
-18,148 |
-12.5% |
574,678 |
|
| Daily Pivots for day following 01-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9135 |
0.9097 |
0.8971 |
|
| R3 |
0.9075 |
0.9037 |
0.8955 |
|
| R2 |
0.9014 |
0.9014 |
0.8949 |
|
| R1 |
0.8976 |
0.8976 |
0.8944 |
0.8965 |
| PP |
0.8954 |
0.8954 |
0.8954 |
0.8948 |
| S1 |
0.8916 |
0.8916 |
0.8932 |
0.8905 |
| S2 |
0.8893 |
0.8893 |
0.8927 |
|
| S3 |
0.8833 |
0.8855 |
0.8921 |
|
| S4 |
0.8772 |
0.8795 |
0.8905 |
|
|
| Weekly Pivots for week ending 01-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9415 |
0.9321 |
0.9017 |
|
| R3 |
0.9271 |
0.9177 |
0.8978 |
|
| R2 |
0.9126 |
0.9126 |
0.8964 |
|
| R1 |
0.9032 |
0.9032 |
0.8951 |
0.9007 |
| PP |
0.8982 |
0.8982 |
0.8982 |
0.8969 |
| S1 |
0.8888 |
0.8888 |
0.8925 |
0.8863 |
| S2 |
0.8837 |
0.8837 |
0.8912 |
|
| S3 |
0.8693 |
0.8743 |
0.8898 |
|
| S4 |
0.8548 |
0.8599 |
0.8859 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9076 |
0.8932 |
0.0145 |
1.6% |
0.0060 |
0.7% |
4% |
False |
True |
114,935 |
| 10 |
0.9090 |
0.8932 |
0.0159 |
1.8% |
0.0045 |
0.5% |
4% |
False |
True |
105,476 |
| 20 |
0.9228 |
0.8932 |
0.0297 |
3.3% |
0.0045 |
0.5% |
2% |
False |
True |
105,102 |
| 40 |
0.9459 |
0.8932 |
0.0527 |
5.9% |
0.0054 |
0.6% |
1% |
False |
True |
114,381 |
| 60 |
0.9459 |
0.8865 |
0.0594 |
6.6% |
0.0058 |
0.6% |
12% |
False |
False |
109,406 |
| 80 |
0.9459 |
0.8845 |
0.0614 |
6.9% |
0.0053 |
0.6% |
15% |
False |
False |
82,405 |
| 100 |
0.9459 |
0.8845 |
0.0614 |
6.9% |
0.0051 |
0.6% |
15% |
False |
False |
65,978 |
| 120 |
0.9459 |
0.8845 |
0.0614 |
6.9% |
0.0047 |
0.5% |
15% |
False |
False |
54,994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9249 |
|
2.618 |
0.9150 |
|
1.618 |
0.9090 |
|
1.000 |
0.9053 |
|
0.618 |
0.9029 |
|
HIGH |
0.8992 |
|
0.618 |
0.8969 |
|
0.500 |
0.8962 |
|
0.382 |
0.8955 |
|
LOW |
0.8932 |
|
0.618 |
0.8894 |
|
1.000 |
0.8871 |
|
1.618 |
0.8834 |
|
2.618 |
0.8773 |
|
4.250 |
0.8674 |
|
|
| Fisher Pivots for day following 01-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.8962 |
0.9004 |
| PP |
0.8954 |
0.8982 |
| S1 |
0.8946 |
0.8960 |
|