CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 18-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2019 |
18-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.8955 |
0.8969 |
0.0014 |
0.2% |
0.9001 |
| High |
0.8979 |
0.8973 |
-0.0006 |
-0.1% |
0.9023 |
| Low |
0.8937 |
0.8959 |
0.0023 |
0.3% |
0.8937 |
| Close |
0.8970 |
0.8966 |
-0.0004 |
0.0% |
0.8970 |
| Range |
0.0042 |
0.0014 |
-0.0028 |
-66.7% |
0.0087 |
| ATR |
0.0046 |
0.0044 |
-0.0002 |
-5.0% |
0.0000 |
| Volume |
38,035 |
769 |
-37,266 |
-98.0% |
538,949 |
|
| Daily Pivots for day following 18-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9008 |
0.9001 |
0.8974 |
|
| R3 |
0.8994 |
0.8987 |
0.8970 |
|
| R2 |
0.8980 |
0.8980 |
0.8969 |
|
| R1 |
0.8973 |
0.8973 |
0.8967 |
0.8969 |
| PP |
0.8966 |
0.8966 |
0.8966 |
0.8964 |
| S1 |
0.8959 |
0.8959 |
0.8965 |
0.8955 |
| S2 |
0.8952 |
0.8952 |
0.8963 |
|
| S3 |
0.8938 |
0.8945 |
0.8962 |
|
| S4 |
0.8924 |
0.8931 |
0.8958 |
|
|
| 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 |
0.9012 |
0.8937 |
0.0076 |
0.8% |
0.0036 |
0.4% |
39% |
False |
False |
85,728 |
| 10 |
0.9044 |
0.8926 |
0.0118 |
1.3% |
0.0038 |
0.4% |
34% |
False |
False |
100,334 |
| 20 |
0.9076 |
0.8926 |
0.0151 |
1.7% |
0.0041 |
0.5% |
27% |
False |
False |
102,416 |
| 40 |
0.9249 |
0.8926 |
0.0324 |
3.6% |
0.0044 |
0.5% |
13% |
False |
False |
104,066 |
| 60 |
0.9459 |
0.8926 |
0.0533 |
5.9% |
0.0055 |
0.6% |
8% |
False |
False |
115,833 |
| 80 |
0.9459 |
0.8856 |
0.0603 |
6.7% |
0.0052 |
0.6% |
18% |
False |
False |
96,068 |
| 100 |
0.9459 |
0.8845 |
0.0614 |
6.8% |
0.0051 |
0.6% |
20% |
False |
False |
76,989 |
| 120 |
0.9459 |
0.8845 |
0.0614 |
6.8% |
0.0049 |
0.5% |
20% |
False |
False |
64,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9033 |
|
2.618 |
0.9010 |
|
1.618 |
0.8996 |
|
1.000 |
0.8987 |
|
0.618 |
0.8982 |
|
HIGH |
0.8973 |
|
0.618 |
0.8968 |
|
0.500 |
0.8966 |
|
0.382 |
0.8964 |
|
LOW |
0.8959 |
|
0.618 |
0.8950 |
|
1.000 |
0.8945 |
|
1.618 |
0.8936 |
|
2.618 |
0.8922 |
|
4.250 |
0.8900 |
|
|
| Fisher Pivots for day following 18-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.8966 |
0.8968 |
| PP |
0.8966 |
0.8967 |
| S1 |
0.8966 |
0.8966 |
|