CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 05-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2019 |
05-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.8947 |
0.8956 |
0.0009 |
0.1% |
0.9039 |
| High |
0.8967 |
0.8959 |
-0.0008 |
-0.1% |
0.9076 |
| Low |
0.8937 |
0.8926 |
-0.0011 |
-0.1% |
0.8932 |
| Close |
0.8959 |
0.8946 |
-0.0013 |
-0.1% |
0.8938 |
| Range |
0.0030 |
0.0034 |
0.0004 |
11.7% |
0.0145 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
99,533 |
94,946 |
-4,587 |
-4.6% |
574,678 |
|
| Daily Pivots for day following 05-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9044 |
0.9028 |
0.8964 |
|
| R3 |
0.9010 |
0.8995 |
0.8955 |
|
| R2 |
0.8977 |
0.8977 |
0.8952 |
|
| R1 |
0.8961 |
0.8961 |
0.8949 |
0.8952 |
| PP |
0.8943 |
0.8943 |
0.8943 |
0.8939 |
| S1 |
0.8928 |
0.8928 |
0.8942 |
0.8919 |
| S2 |
0.8910 |
0.8910 |
0.8939 |
|
| S3 |
0.8876 |
0.8894 |
0.8936 |
|
| S4 |
0.8843 |
0.8861 |
0.8927 |
|
|
| 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 |
0.8926 |
0.0151 |
1.7% |
0.0051 |
0.6% |
13% |
False |
True |
113,750 |
| 10 |
0.9076 |
0.8926 |
0.0151 |
1.7% |
0.0045 |
0.5% |
13% |
False |
True |
102,369 |
| 20 |
0.9156 |
0.8926 |
0.0230 |
2.6% |
0.0041 |
0.5% |
9% |
False |
True |
104,237 |
| 40 |
0.9326 |
0.8926 |
0.0401 |
4.5% |
0.0049 |
0.5% |
5% |
False |
True |
107,566 |
| 60 |
0.9459 |
0.8865 |
0.0594 |
6.6% |
0.0056 |
0.6% |
14% |
False |
False |
112,219 |
| 80 |
0.9459 |
0.8845 |
0.0614 |
6.9% |
0.0053 |
0.6% |
16% |
False |
False |
84,828 |
| 100 |
0.9459 |
0.8845 |
0.0614 |
6.9% |
0.0051 |
0.6% |
16% |
False |
False |
67,923 |
| 120 |
0.9459 |
0.8845 |
0.0614 |
6.9% |
0.0048 |
0.5% |
16% |
False |
False |
56,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9101 |
|
2.618 |
0.9047 |
|
1.618 |
0.9013 |
|
1.000 |
0.8993 |
|
0.618 |
0.8980 |
|
HIGH |
0.8959 |
|
0.618 |
0.8946 |
|
0.500 |
0.8942 |
|
0.382 |
0.8938 |
|
LOW |
0.8926 |
|
0.618 |
0.8905 |
|
1.000 |
0.8892 |
|
1.618 |
0.8871 |
|
2.618 |
0.8838 |
|
4.250 |
0.8783 |
|
|
| Fisher Pivots for day following 05-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.8944 |
0.8959 |
| PP |
0.8943 |
0.8954 |
| S1 |
0.8942 |
0.8950 |
|