CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 14-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2019 |
14-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.8983 |
0.8990 |
0.0007 |
0.1% |
0.8947 |
| High |
0.9012 |
0.8999 |
-0.0014 |
-0.1% |
0.9044 |
| Low |
0.8975 |
0.8943 |
-0.0032 |
-0.4% |
0.8926 |
| Close |
0.9010 |
0.8951 |
-0.0059 |
-0.7% |
0.9009 |
| Range |
0.0038 |
0.0056 |
0.0018 |
48.0% |
0.0118 |
| ATR |
0.0045 |
0.0046 |
0.0002 |
3.5% |
0.0000 |
| Volume |
135,105 |
134,745 |
-360 |
-0.3% |
563,163 |
|
| Daily Pivots for day following 14-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9131 |
0.9096 |
0.8981 |
|
| R3 |
0.9075 |
0.9041 |
0.8966 |
|
| R2 |
0.9020 |
0.9020 |
0.8961 |
|
| R1 |
0.8985 |
0.8985 |
0.8956 |
0.8975 |
| PP |
0.8964 |
0.8964 |
0.8964 |
0.8959 |
| S1 |
0.8930 |
0.8930 |
0.8945 |
0.8919 |
| S2 |
0.8909 |
0.8909 |
0.8940 |
|
| S3 |
0.8853 |
0.8874 |
0.8935 |
|
| S4 |
0.8798 |
0.8819 |
0.8920 |
|
|
| 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 |
0.8943 |
0.0101 |
1.1% |
0.0048 |
0.5% |
7% |
False |
True |
131,255 |
| 10 |
0.9044 |
0.8926 |
0.0118 |
1.3% |
0.0042 |
0.5% |
21% |
False |
False |
119,165 |
| 20 |
0.9090 |
0.8926 |
0.0165 |
1.8% |
0.0043 |
0.5% |
15% |
False |
False |
112,928 |
| 40 |
0.9273 |
0.8926 |
0.0348 |
3.9% |
0.0046 |
0.5% |
7% |
False |
False |
108,862 |
| 60 |
0.9459 |
0.8879 |
0.0580 |
6.5% |
0.0056 |
0.6% |
12% |
False |
False |
119,406 |
| 80 |
0.9459 |
0.8856 |
0.0603 |
6.7% |
0.0053 |
0.6% |
16% |
False |
False |
95,637 |
| 100 |
0.9459 |
0.8845 |
0.0614 |
6.9% |
0.0051 |
0.6% |
17% |
False |
False |
76,604 |
| 120 |
0.9459 |
0.8845 |
0.0614 |
6.9% |
0.0049 |
0.5% |
17% |
False |
False |
63,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9234 |
|
2.618 |
0.9144 |
|
1.618 |
0.9088 |
|
1.000 |
0.9054 |
|
0.618 |
0.9033 |
|
HIGH |
0.8999 |
|
0.618 |
0.8977 |
|
0.500 |
0.8971 |
|
0.382 |
0.8964 |
|
LOW |
0.8943 |
|
0.618 |
0.8909 |
|
1.000 |
0.8888 |
|
1.618 |
0.8853 |
|
2.618 |
0.8798 |
|
4.250 |
0.8707 |
|
|
| Fisher Pivots for day following 14-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.8971 |
0.8978 |
| PP |
0.8964 |
0.8969 |
| S1 |
0.8957 |
0.8960 |
|