CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 06-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2019 |
06-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.8956 |
0.8944 |
-0.0011 |
-0.1% |
0.9039 |
| High |
0.8959 |
0.8967 |
0.0008 |
0.1% |
0.9076 |
| Low |
0.8926 |
0.8942 |
0.0017 |
0.2% |
0.8932 |
| Close |
0.8946 |
0.8952 |
0.0007 |
0.1% |
0.8938 |
| Range |
0.0034 |
0.0025 |
-0.0009 |
-25.4% |
0.0145 |
| ATR |
0.0047 |
0.0046 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
94,946 |
88,920 |
-6,026 |
-6.3% |
574,678 |
|
| Daily Pivots for day following 06-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9029 |
0.9015 |
0.8966 |
|
| R3 |
0.9004 |
0.8990 |
0.8959 |
|
| R2 |
0.8979 |
0.8979 |
0.8957 |
|
| R1 |
0.8965 |
0.8965 |
0.8954 |
0.8972 |
| PP |
0.8954 |
0.8954 |
0.8954 |
0.8957 |
| S1 |
0.8940 |
0.8940 |
0.8950 |
0.8947 |
| S2 |
0.8929 |
0.8929 |
0.8947 |
|
| S3 |
0.8904 |
0.8915 |
0.8945 |
|
| S4 |
0.8879 |
0.8890 |
0.8938 |
|
|
| 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 |
0.9048 |
0.8926 |
0.0122 |
1.4% |
0.0043 |
0.5% |
22% |
False |
False |
111,341 |
| 10 |
0.9076 |
0.8926 |
0.0151 |
1.7% |
0.0044 |
0.5% |
18% |
False |
False |
102,556 |
| 20 |
0.9156 |
0.8926 |
0.0230 |
2.6% |
0.0041 |
0.5% |
12% |
False |
False |
104,411 |
| 40 |
0.9326 |
0.8926 |
0.0401 |
4.5% |
0.0048 |
0.5% |
7% |
False |
False |
106,254 |
| 60 |
0.9459 |
0.8865 |
0.0594 |
6.6% |
0.0056 |
0.6% |
15% |
False |
False |
113,402 |
| 80 |
0.9459 |
0.8845 |
0.0614 |
6.9% |
0.0052 |
0.6% |
17% |
False |
False |
85,937 |
| 100 |
0.9459 |
0.8845 |
0.0614 |
6.9% |
0.0050 |
0.6% |
17% |
False |
False |
68,811 |
| 120 |
0.9459 |
0.8845 |
0.0614 |
6.9% |
0.0048 |
0.5% |
17% |
False |
False |
57,355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9073 |
|
2.618 |
0.9032 |
|
1.618 |
0.9007 |
|
1.000 |
0.8992 |
|
0.618 |
0.8982 |
|
HIGH |
0.8967 |
|
0.618 |
0.8957 |
|
0.500 |
0.8955 |
|
0.382 |
0.8952 |
|
LOW |
0.8942 |
|
0.618 |
0.8927 |
|
1.000 |
0.8917 |
|
1.618 |
0.8902 |
|
2.618 |
0.8877 |
|
4.250 |
0.8836 |
|
|
| Fisher Pivots for day following 06-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.8955 |
0.8950 |
| PP |
0.8954 |
0.8948 |
| S1 |
0.8953 |
0.8946 |
|