CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 13-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2019 |
13-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.8995 |
0.8983 |
-0.0012 |
-0.1% |
0.8947 |
| High |
0.9004 |
0.9012 |
0.0008 |
0.1% |
0.9044 |
| Low |
0.8975 |
0.8975 |
-0.0001 |
0.0% |
0.8926 |
| Close |
0.8991 |
0.9010 |
0.0019 |
0.2% |
0.9009 |
| Range |
0.0029 |
0.0038 |
0.0009 |
29.3% |
0.0118 |
| ATR |
0.0045 |
0.0045 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
119,986 |
135,105 |
15,119 |
12.6% |
563,163 |
|
| Daily Pivots for day following 13-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9111 |
0.9098 |
0.9030 |
|
| R3 |
0.9074 |
0.9060 |
0.9020 |
|
| R2 |
0.9036 |
0.9036 |
0.9016 |
|
| R1 |
0.9023 |
0.9023 |
0.9013 |
0.9030 |
| PP |
0.8999 |
0.8999 |
0.8999 |
0.9002 |
| S1 |
0.8985 |
0.8985 |
0.9006 |
0.8992 |
| S2 |
0.8961 |
0.8961 |
0.9003 |
|
| S3 |
0.8924 |
0.8948 |
0.8999 |
|
| S4 |
0.8886 |
0.8910 |
0.8989 |
|
|
| 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 |
0.8946 |
0.0098 |
1.1% |
0.0043 |
0.5% |
65% |
False |
False |
129,186 |
| 10 |
0.9048 |
0.8926 |
0.0122 |
1.4% |
0.0043 |
0.5% |
69% |
False |
False |
120,263 |
| 20 |
0.9090 |
0.8926 |
0.0165 |
1.8% |
0.0043 |
0.5% |
51% |
False |
False |
110,879 |
| 40 |
0.9293 |
0.8926 |
0.0368 |
4.1% |
0.0046 |
0.5% |
23% |
False |
False |
108,547 |
| 60 |
0.9459 |
0.8868 |
0.0591 |
6.6% |
0.0055 |
0.6% |
24% |
False |
False |
119,143 |
| 80 |
0.9459 |
0.8856 |
0.0603 |
6.7% |
0.0053 |
0.6% |
25% |
False |
False |
93,977 |
| 100 |
0.9459 |
0.8845 |
0.0614 |
6.8% |
0.0051 |
0.6% |
27% |
False |
False |
75,263 |
| 120 |
0.9459 |
0.8845 |
0.0614 |
6.8% |
0.0049 |
0.5% |
27% |
False |
False |
62,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9171 |
|
2.618 |
0.9110 |
|
1.618 |
0.9073 |
|
1.000 |
0.9050 |
|
0.618 |
0.9035 |
|
HIGH |
0.9012 |
|
0.618 |
0.8998 |
|
0.500 |
0.8993 |
|
0.382 |
0.8989 |
|
LOW |
0.8975 |
|
0.618 |
0.8951 |
|
1.000 |
0.8937 |
|
1.618 |
0.8914 |
|
2.618 |
0.8876 |
|
4.250 |
0.8815 |
|
|
| Fisher Pivots for day following 13-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9004 |
0.9006 |
| PP |
0.8999 |
0.9002 |
| S1 |
0.8993 |
0.8999 |
|