CME Japanese Yen Future June 2019
| Trading Metrics calculated at close of trading on 01-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2019 |
01-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9094 |
0.9052 |
-0.0042 |
-0.5% |
0.9108 |
| High |
0.9108 |
0.9052 |
-0.0056 |
-0.6% |
0.9141 |
| Low |
0.9046 |
0.8998 |
-0.0048 |
-0.5% |
0.8998 |
| Close |
0.9052 |
0.9002 |
-0.0050 |
-0.6% |
0.9002 |
| Range |
0.0063 |
0.0054 |
-0.0009 |
-13.6% |
0.0143 |
| ATR |
0.0042 |
0.0043 |
0.0001 |
1.9% |
0.0000 |
| Volume |
3,077 |
949 |
-2,128 |
-69.2% |
6,925 |
|
| Daily Pivots for day following 01-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9179 |
0.9145 |
0.9032 |
|
| R3 |
0.9125 |
0.9091 |
0.9017 |
|
| R2 |
0.9071 |
0.9071 |
0.9012 |
|
| R1 |
0.9037 |
0.9037 |
0.9007 |
0.9027 |
| PP |
0.9017 |
0.9017 |
0.9017 |
0.9012 |
| S1 |
0.8983 |
0.8983 |
0.8997 |
0.8973 |
| S2 |
0.8963 |
0.8963 |
0.8992 |
|
| S3 |
0.8909 |
0.8929 |
0.8987 |
|
| S4 |
0.8855 |
0.8875 |
0.8972 |
|
|
| Weekly Pivots for week ending 01-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9474 |
0.9381 |
0.9080 |
|
| R3 |
0.9332 |
0.9238 |
0.9041 |
|
| R2 |
0.9189 |
0.9189 |
0.9028 |
|
| R1 |
0.9096 |
0.9096 |
0.9015 |
0.9071 |
| PP |
0.9047 |
0.9047 |
0.9047 |
0.9035 |
| S1 |
0.8953 |
0.8953 |
0.8989 |
0.8929 |
| S2 |
0.8904 |
0.8904 |
0.8976 |
|
| S3 |
0.8762 |
0.8811 |
0.8963 |
|
| S4 |
0.8619 |
0.8668 |
0.8924 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9141 |
0.8998 |
0.0143 |
1.6% |
0.0053 |
0.6% |
3% |
False |
True |
1,385 |
| 10 |
0.9154 |
0.8998 |
0.0156 |
1.7% |
0.0039 |
0.4% |
3% |
False |
True |
1,348 |
| 20 |
0.9291 |
0.8998 |
0.0293 |
3.3% |
0.0039 |
0.4% |
1% |
False |
True |
801 |
| 40 |
0.9500 |
0.8998 |
0.0502 |
5.6% |
0.0044 |
0.5% |
1% |
False |
True |
462 |
| 60 |
0.9500 |
0.8939 |
0.0561 |
6.2% |
0.0043 |
0.5% |
11% |
False |
False |
329 |
| 80 |
0.9500 |
0.8926 |
0.0574 |
6.4% |
0.0034 |
0.4% |
13% |
False |
False |
248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9282 |
|
2.618 |
0.9193 |
|
1.618 |
0.9139 |
|
1.000 |
0.9106 |
|
0.618 |
0.9085 |
|
HIGH |
0.9052 |
|
0.618 |
0.9031 |
|
0.500 |
0.9025 |
|
0.382 |
0.9019 |
|
LOW |
0.8998 |
|
0.618 |
0.8965 |
|
1.000 |
0.8944 |
|
1.618 |
0.8911 |
|
2.618 |
0.8857 |
|
4.250 |
0.8769 |
|
|
| Fisher Pivots for day following 01-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9025 |
0.9069 |
| PP |
0.9017 |
0.9047 |
| S1 |
0.9010 |
0.9024 |
|