CME Japanese Yen Future June 2019
| Trading Metrics calculated at close of trading on 28-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2019 |
28-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9120 |
0.9094 |
-0.0026 |
-0.3% |
0.9137 |
| High |
0.9141 |
0.9108 |
-0.0033 |
-0.4% |
0.9138 |
| Low |
0.9084 |
0.9046 |
-0.0039 |
-0.4% |
0.9098 |
| Close |
0.9084 |
0.9052 |
-0.0032 |
-0.4% |
0.9116 |
| Range |
0.0057 |
0.0063 |
0.0006 |
10.6% |
0.0040 |
| ATR |
0.0041 |
0.0042 |
0.0002 |
3.8% |
0.0000 |
| Volume |
1,740 |
3,077 |
1,337 |
76.8% |
6,441 |
|
| Daily Pivots for day following 28-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9256 |
0.9217 |
0.9086 |
|
| R3 |
0.9194 |
0.9154 |
0.9069 |
|
| R2 |
0.9131 |
0.9131 |
0.9063 |
|
| R1 |
0.9092 |
0.9092 |
0.9058 |
0.9080 |
| PP |
0.9069 |
0.9069 |
0.9069 |
0.9063 |
| S1 |
0.9029 |
0.9029 |
0.9046 |
0.9018 |
| S2 |
0.9006 |
0.9006 |
0.9041 |
|
| S3 |
0.8944 |
0.8967 |
0.9035 |
|
| S4 |
0.8881 |
0.8904 |
0.9018 |
|
|
| Weekly Pivots for week ending 22-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9237 |
0.9216 |
0.9138 |
|
| R3 |
0.9197 |
0.9176 |
0.9127 |
|
| R2 |
0.9157 |
0.9157 |
0.9123 |
|
| R1 |
0.9136 |
0.9136 |
0.9119 |
0.9127 |
| PP |
0.9117 |
0.9117 |
0.9117 |
0.9112 |
| S1 |
0.9096 |
0.9096 |
0.9112 |
0.9087 |
| S2 |
0.9077 |
0.9077 |
0.9108 |
|
| S3 |
0.9037 |
0.9056 |
0.9105 |
|
| S4 |
0.8997 |
0.9016 |
0.9094 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9141 |
0.9046 |
0.0095 |
1.0% |
0.0046 |
0.5% |
7% |
False |
True |
1,332 |
| 10 |
0.9154 |
0.9046 |
0.0108 |
1.2% |
0.0039 |
0.4% |
6% |
False |
True |
1,290 |
| 20 |
0.9314 |
0.9046 |
0.0269 |
3.0% |
0.0038 |
0.4% |
2% |
False |
True |
757 |
| 40 |
0.9500 |
0.9046 |
0.0454 |
5.0% |
0.0044 |
0.5% |
1% |
False |
True |
442 |
| 60 |
0.9500 |
0.8939 |
0.0561 |
6.2% |
0.0042 |
0.5% |
20% |
False |
False |
314 |
| 80 |
0.9500 |
0.8926 |
0.0574 |
6.3% |
0.0034 |
0.4% |
22% |
False |
False |
236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9374 |
|
2.618 |
0.9272 |
|
1.618 |
0.9209 |
|
1.000 |
0.9171 |
|
0.618 |
0.9147 |
|
HIGH |
0.9108 |
|
0.618 |
0.9084 |
|
0.500 |
0.9077 |
|
0.382 |
0.9069 |
|
LOW |
0.9046 |
|
0.618 |
0.9007 |
|
1.000 |
0.8983 |
|
1.618 |
0.8944 |
|
2.618 |
0.8882 |
|
4.250 |
0.8780 |
|
|
| Fisher Pivots for day following 28-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9077 |
0.9093 |
| PP |
0.9069 |
0.9079 |
| S1 |
0.9060 |
0.9066 |
|