CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 07-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2019 |
07-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.8944 |
0.8955 |
0.0010 |
0.1% |
0.9039 |
| High |
0.8967 |
0.8976 |
0.0009 |
0.1% |
0.9076 |
| Low |
0.8942 |
0.8946 |
0.0004 |
0.0% |
0.8932 |
| Close |
0.8952 |
0.8972 |
0.0020 |
0.2% |
0.8938 |
| Range |
0.0025 |
0.0030 |
0.0005 |
20.0% |
0.0145 |
| ATR |
0.0046 |
0.0045 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
88,920 |
124,402 |
35,482 |
39.9% |
574,678 |
|
| Daily Pivots for day following 07-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9054 |
0.9043 |
0.8989 |
|
| R3 |
0.9024 |
0.9013 |
0.8980 |
|
| R2 |
0.8994 |
0.8994 |
0.8978 |
|
| R1 |
0.8983 |
0.8983 |
0.8975 |
0.8989 |
| PP |
0.8964 |
0.8964 |
0.8964 |
0.8967 |
| S1 |
0.8953 |
0.8953 |
0.8969 |
0.8959 |
| S2 |
0.8934 |
0.8934 |
0.8967 |
|
| S3 |
0.8904 |
0.8923 |
0.8964 |
|
| S4 |
0.8874 |
0.8893 |
0.8956 |
|
|
| 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 |
0.8992 |
0.8926 |
0.0067 |
0.7% |
0.0036 |
0.4% |
70% |
False |
False |
107,076 |
| 10 |
0.9076 |
0.8926 |
0.0151 |
1.7% |
0.0045 |
0.5% |
31% |
False |
False |
106,079 |
| 20 |
0.9150 |
0.8926 |
0.0225 |
2.5% |
0.0041 |
0.5% |
21% |
False |
False |
105,542 |
| 40 |
0.9326 |
0.8926 |
0.0401 |
4.5% |
0.0047 |
0.5% |
12% |
False |
False |
106,313 |
| 60 |
0.9459 |
0.8865 |
0.0594 |
6.6% |
0.0056 |
0.6% |
18% |
False |
False |
115,182 |
| 80 |
0.9459 |
0.8845 |
0.0614 |
6.8% |
0.0052 |
0.6% |
21% |
False |
False |
87,490 |
| 100 |
0.9459 |
0.8845 |
0.0614 |
6.8% |
0.0050 |
0.6% |
21% |
False |
False |
70,054 |
| 120 |
0.9459 |
0.8845 |
0.0614 |
6.8% |
0.0048 |
0.5% |
21% |
False |
False |
58,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9103 |
|
2.618 |
0.9054 |
|
1.618 |
0.9024 |
|
1.000 |
0.9006 |
|
0.618 |
0.8994 |
|
HIGH |
0.8976 |
|
0.618 |
0.8964 |
|
0.500 |
0.8961 |
|
0.382 |
0.8957 |
|
LOW |
0.8946 |
|
0.618 |
0.8927 |
|
1.000 |
0.8916 |
|
1.618 |
0.8897 |
|
2.618 |
0.8867 |
|
4.250 |
0.8818 |
|
|
| Fisher Pivots for day following 07-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.8968 |
0.8965 |
| PP |
0.8964 |
0.8958 |
| S1 |
0.8961 |
0.8951 |
|