CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 04-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2019 |
04-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.8987 |
0.8947 |
-0.0040 |
-0.5% |
0.9039 |
| High |
0.8992 |
0.8967 |
-0.0026 |
-0.3% |
0.9076 |
| Low |
0.8932 |
0.8937 |
0.0005 |
0.1% |
0.8932 |
| Close |
0.8938 |
0.8959 |
0.0021 |
0.2% |
0.8938 |
| Range |
0.0061 |
0.0030 |
-0.0031 |
-50.4% |
0.0145 |
| ATR |
0.0050 |
0.0048 |
-0.0001 |
-2.8% |
0.0000 |
| Volume |
127,579 |
99,533 |
-28,046 |
-22.0% |
574,678 |
|
| Daily Pivots for day following 04-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9044 |
0.9031 |
0.8975 |
|
| R3 |
0.9014 |
0.9001 |
0.8967 |
|
| R2 |
0.8984 |
0.8984 |
0.8964 |
|
| R1 |
0.8971 |
0.8971 |
0.8961 |
0.8978 |
| PP |
0.8954 |
0.8954 |
0.8954 |
0.8957 |
| S1 |
0.8941 |
0.8941 |
0.8956 |
0.8948 |
| S2 |
0.8924 |
0.8924 |
0.8953 |
|
| S3 |
0.8894 |
0.8911 |
0.8950 |
|
| S4 |
0.8864 |
0.8881 |
0.8942 |
|
|
| 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% |
0.0055 |
0.6% |
19% |
False |
False |
116,151 |
| 10 |
0.9076 |
0.8932 |
0.0145 |
1.6% |
0.0044 |
0.5% |
19% |
False |
False |
104,498 |
| 20 |
0.9168 |
0.8932 |
0.0237 |
2.6% |
0.0043 |
0.5% |
11% |
False |
False |
104,401 |
| 40 |
0.9355 |
0.8932 |
0.0423 |
4.7% |
0.0050 |
0.6% |
6% |
False |
False |
110,482 |
| 60 |
0.9459 |
0.8865 |
0.0594 |
6.6% |
0.0057 |
0.6% |
16% |
False |
False |
110,905 |
| 80 |
0.9459 |
0.8845 |
0.0614 |
6.8% |
0.0053 |
0.6% |
19% |
False |
False |
83,643 |
| 100 |
0.9459 |
0.8845 |
0.0614 |
6.8% |
0.0051 |
0.6% |
19% |
False |
False |
66,973 |
| 120 |
0.9459 |
0.8845 |
0.0614 |
6.8% |
0.0047 |
0.5% |
19% |
False |
False |
55,823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9094 |
|
2.618 |
0.9045 |
|
1.618 |
0.9015 |
|
1.000 |
0.8997 |
|
0.618 |
0.8985 |
|
HIGH |
0.8967 |
|
0.618 |
0.8955 |
|
0.500 |
0.8952 |
|
0.382 |
0.8948 |
|
LOW |
0.8937 |
|
0.618 |
0.8918 |
|
1.000 |
0.8907 |
|
1.618 |
0.8888 |
|
2.618 |
0.8858 |
|
4.250 |
0.8809 |
|
|
| Fisher Pivots for day following 04-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.8956 |
0.8990 |
| PP |
0.8954 |
0.8979 |
| S1 |
0.8952 |
0.8969 |
|