CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 15-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2019 |
15-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.8990 |
0.8955 |
-0.0035 |
-0.4% |
0.9001 |
| High |
0.8999 |
0.8979 |
-0.0020 |
-0.2% |
0.9023 |
| Low |
0.8943 |
0.8937 |
-0.0007 |
-0.1% |
0.8937 |
| Close |
0.8951 |
0.8970 |
0.0020 |
0.2% |
0.8970 |
| Range |
0.0056 |
0.0042 |
-0.0014 |
-24.3% |
0.0087 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
134,745 |
38,035 |
-96,710 |
-71.8% |
538,949 |
|
| Daily Pivots for day following 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9088 |
0.9071 |
0.8993 |
|
| R3 |
0.9046 |
0.9029 |
0.8982 |
|
| R2 |
0.9004 |
0.9004 |
0.8978 |
|
| R1 |
0.8987 |
0.8987 |
0.8974 |
0.8995 |
| PP |
0.8962 |
0.8962 |
0.8962 |
0.8966 |
| S1 |
0.8945 |
0.8945 |
0.8966 |
0.8953 |
| S2 |
0.8920 |
0.8920 |
0.8962 |
|
| S3 |
0.8878 |
0.8903 |
0.8958 |
|
| S4 |
0.8836 |
0.8861 |
0.8947 |
|
|
| Weekly Pivots for week ending 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9238 |
0.9191 |
0.9018 |
|
| R3 |
0.9151 |
0.9104 |
0.8994 |
|
| R2 |
0.9064 |
0.9064 |
0.8986 |
|
| R1 |
0.9017 |
0.9017 |
0.8978 |
0.8997 |
| PP |
0.8977 |
0.8977 |
0.8977 |
0.8967 |
| S1 |
0.8930 |
0.8930 |
0.8962 |
0.8910 |
| S2 |
0.8890 |
0.8890 |
0.8954 |
|
| S3 |
0.8803 |
0.8843 |
0.8946 |
|
| S4 |
0.8716 |
0.8756 |
0.8922 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9023 |
0.8937 |
0.0087 |
1.0% |
0.0040 |
0.4% |
39% |
False |
True |
107,789 |
| 10 |
0.9044 |
0.8926 |
0.0118 |
1.3% |
0.0040 |
0.4% |
38% |
False |
False |
110,211 |
| 20 |
0.9090 |
0.8926 |
0.0165 |
1.8% |
0.0042 |
0.5% |
27% |
False |
False |
107,843 |
| 40 |
0.9249 |
0.8926 |
0.0324 |
3.6% |
0.0045 |
0.5% |
14% |
False |
False |
107,229 |
| 60 |
0.9459 |
0.8926 |
0.0533 |
5.9% |
0.0055 |
0.6% |
8% |
False |
False |
117,968 |
| 80 |
0.9459 |
0.8856 |
0.0603 |
6.7% |
0.0053 |
0.6% |
19% |
False |
False |
96,074 |
| 100 |
0.9459 |
0.8845 |
0.0614 |
6.8% |
0.0051 |
0.6% |
20% |
False |
False |
76,984 |
| 120 |
0.9459 |
0.8845 |
0.0614 |
6.8% |
0.0049 |
0.5% |
20% |
False |
False |
64,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9157 |
|
2.618 |
0.9088 |
|
1.618 |
0.9046 |
|
1.000 |
0.9021 |
|
0.618 |
0.9004 |
|
HIGH |
0.8979 |
|
0.618 |
0.8962 |
|
0.500 |
0.8958 |
|
0.382 |
0.8953 |
|
LOW |
0.8937 |
|
0.618 |
0.8911 |
|
1.000 |
0.8895 |
|
1.618 |
0.8869 |
|
2.618 |
0.8827 |
|
4.250 |
0.8758 |
|
|
| Fisher Pivots for day following 15-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.8966 |
0.8974 |
| PP |
0.8962 |
0.8973 |
| S1 |
0.8958 |
0.8971 |
|