CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 08-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2019 |
08-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.8955 |
0.8966 |
0.0011 |
0.1% |
0.8947 |
| High |
0.8976 |
0.9044 |
0.0068 |
0.8% |
0.9044 |
| Low |
0.8946 |
0.8962 |
0.0016 |
0.2% |
0.8926 |
| Close |
0.8972 |
0.9009 |
0.0037 |
0.4% |
0.9009 |
| Range |
0.0030 |
0.0082 |
0.0052 |
173.3% |
0.0118 |
| ATR |
0.0045 |
0.0047 |
0.0003 |
6.0% |
0.0000 |
| Volume |
124,402 |
155,362 |
30,960 |
24.9% |
563,163 |
|
| Daily Pivots for day following 08-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9251 |
0.9212 |
0.9054 |
|
| R3 |
0.9169 |
0.9130 |
0.9031 |
|
| R2 |
0.9087 |
0.9087 |
0.9024 |
|
| R1 |
0.9048 |
0.9048 |
0.9016 |
0.9067 |
| PP |
0.9005 |
0.9005 |
0.9005 |
0.9014 |
| S1 |
0.8966 |
0.8966 |
0.9001 |
0.8985 |
| S2 |
0.8923 |
0.8923 |
0.8993 |
|
| S3 |
0.8841 |
0.8884 |
0.8986 |
|
| S4 |
0.8759 |
0.8802 |
0.8963 |
|
|
| Weekly Pivots for week ending 08-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9347 |
0.9296 |
0.9073 |
|
| R3 |
0.9229 |
0.9178 |
0.9041 |
|
| R2 |
0.9111 |
0.9111 |
0.9030 |
|
| R1 |
0.9060 |
0.9060 |
0.9019 |
0.9085 |
| PP |
0.8993 |
0.8993 |
0.8993 |
0.9005 |
| S1 |
0.8942 |
0.8942 |
0.8998 |
0.8967 |
| S2 |
0.8875 |
0.8875 |
0.8987 |
|
| S3 |
0.8757 |
0.8824 |
0.8976 |
|
| S4 |
0.8639 |
0.8706 |
0.8944 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9044 |
0.8926 |
0.0118 |
1.3% |
0.0040 |
0.4% |
70% |
True |
False |
112,632 |
| 10 |
0.9076 |
0.8926 |
0.0151 |
1.7% |
0.0050 |
0.6% |
55% |
False |
False |
113,784 |
| 20 |
0.9146 |
0.8926 |
0.0220 |
2.4% |
0.0043 |
0.5% |
38% |
False |
False |
107,313 |
| 40 |
0.9326 |
0.8926 |
0.0401 |
4.4% |
0.0047 |
0.5% |
21% |
False |
False |
106,708 |
| 60 |
0.9459 |
0.8865 |
0.0594 |
6.6% |
0.0056 |
0.6% |
24% |
False |
False |
117,008 |
| 80 |
0.9459 |
0.8845 |
0.0614 |
6.8% |
0.0053 |
0.6% |
27% |
False |
False |
89,422 |
| 100 |
0.9459 |
0.8845 |
0.0614 |
6.8% |
0.0051 |
0.6% |
27% |
False |
False |
71,607 |
| 120 |
0.9459 |
0.8845 |
0.0614 |
6.8% |
0.0049 |
0.5% |
27% |
False |
False |
59,685 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9392 |
|
2.618 |
0.9258 |
|
1.618 |
0.9176 |
|
1.000 |
0.9126 |
|
0.618 |
0.9094 |
|
HIGH |
0.9044 |
|
0.618 |
0.9012 |
|
0.500 |
0.9003 |
|
0.382 |
0.8993 |
|
LOW |
0.8962 |
|
0.618 |
0.8911 |
|
1.000 |
0.8880 |
|
1.618 |
0.8829 |
|
2.618 |
0.8747 |
|
4.250 |
0.8613 |
|
|
| Fisher Pivots for day following 08-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9007 |
0.9003 |
| PP |
0.9005 |
0.8998 |
| S1 |
0.9003 |
0.8993 |
|