CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 11-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2019 |
11-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.8966 |
0.9001 |
0.0035 |
0.4% |
0.8947 |
| High |
0.9044 |
0.9023 |
-0.0020 |
-0.2% |
0.9044 |
| Low |
0.8962 |
0.8989 |
0.0028 |
0.3% |
0.8926 |
| Close |
0.9009 |
0.8995 |
-0.0014 |
-0.1% |
0.9009 |
| Range |
0.0082 |
0.0034 |
-0.0048 |
-57.9% |
0.0118 |
| ATR |
0.0047 |
0.0046 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
155,362 |
111,078 |
-44,284 |
-28.5% |
563,163 |
|
| Daily Pivots for day following 11-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9106 |
0.9085 |
0.9014 |
|
| R3 |
0.9071 |
0.9050 |
0.9004 |
|
| R2 |
0.9037 |
0.9037 |
0.9001 |
|
| R1 |
0.9016 |
0.9016 |
0.8998 |
0.9009 |
| PP |
0.9002 |
0.9002 |
0.9002 |
0.8999 |
| S1 |
0.8982 |
0.8982 |
0.8992 |
0.8975 |
| S2 |
0.8968 |
0.8968 |
0.8989 |
|
| S3 |
0.8934 |
0.8947 |
0.8986 |
|
| S4 |
0.8899 |
0.8913 |
0.8976 |
|
|
| 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% |
0.0041 |
0.5% |
59% |
False |
False |
114,941 |
| 10 |
0.9076 |
0.8926 |
0.0151 |
1.7% |
0.0048 |
0.5% |
46% |
False |
False |
115,546 |
| 20 |
0.9134 |
0.8926 |
0.0209 |
2.3% |
0.0044 |
0.5% |
33% |
False |
False |
108,431 |
| 40 |
0.9307 |
0.8926 |
0.0381 |
4.2% |
0.0046 |
0.5% |
18% |
False |
False |
106,372 |
| 60 |
0.9459 |
0.8865 |
0.0594 |
6.6% |
0.0055 |
0.6% |
22% |
False |
False |
118,183 |
| 80 |
0.9459 |
0.8856 |
0.0603 |
6.7% |
0.0053 |
0.6% |
23% |
False |
False |
90,806 |
| 100 |
0.9459 |
0.8845 |
0.0614 |
6.8% |
0.0051 |
0.6% |
24% |
False |
False |
72,716 |
| 120 |
0.9459 |
0.8845 |
0.0614 |
6.8% |
0.0049 |
0.5% |
24% |
False |
False |
60,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9170 |
|
2.618 |
0.9114 |
|
1.618 |
0.9079 |
|
1.000 |
0.9058 |
|
0.618 |
0.9045 |
|
HIGH |
0.9023 |
|
0.618 |
0.9010 |
|
0.500 |
0.9006 |
|
0.382 |
0.9002 |
|
LOW |
0.8989 |
|
0.618 |
0.8968 |
|
1.000 |
0.8955 |
|
1.618 |
0.8933 |
|
2.618 |
0.8899 |
|
4.250 |
0.8842 |
|
|
| Fisher Pivots for day following 11-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9006 |
0.8995 |
| PP |
0.9002 |
0.8995 |
| S1 |
0.8999 |
0.8995 |
|