CME Japanese Yen Future June 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 |
0.9049 |
0.9053 |
0.0004 |
0.0% |
0.9008 |
| High |
0.9077 |
0.9063 |
-0.0014 |
-0.2% |
0.9108 |
| Low |
0.9039 |
0.9007 |
-0.0032 |
-0.4% |
0.8991 |
| Close |
0.9074 |
0.9015 |
-0.0059 |
-0.7% |
0.9073 |
| Range |
0.0038 |
0.0056 |
0.0018 |
48.0% |
0.0117 |
| ATR |
0.0041 |
0.0043 |
0.0002 |
4.5% |
0.0000 |
| Volume |
73,322 |
97,873 |
24,551 |
33.5% |
24,498 |
|
| Daily Pivots for day following 14-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9195 |
0.9160 |
0.9045 |
|
| R3 |
0.9139 |
0.9105 |
0.9030 |
|
| R2 |
0.9084 |
0.9084 |
0.9025 |
|
| R1 |
0.9049 |
0.9049 |
0.9020 |
0.9039 |
| PP |
0.9028 |
0.9028 |
0.9028 |
0.9023 |
| S1 |
0.8994 |
0.8994 |
0.9009 |
0.8983 |
| S2 |
0.8973 |
0.8973 |
0.9004 |
|
| S3 |
0.8917 |
0.8938 |
0.8999 |
|
| S4 |
0.8862 |
0.8883 |
0.8984 |
|
|
| Weekly Pivots for week ending 08-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9408 |
0.9358 |
0.9137 |
|
| R3 |
0.9291 |
0.9241 |
0.9105 |
|
| R2 |
0.9174 |
0.9174 |
0.9094 |
|
| R1 |
0.9124 |
0.9124 |
0.9084 |
0.9149 |
| PP |
0.9057 |
0.9057 |
0.9057 |
0.9070 |
| S1 |
0.9007 |
0.9007 |
0.9062 |
0.9032 |
| S2 |
0.8940 |
0.8940 |
0.9052 |
|
| S3 |
0.8823 |
0.8890 |
0.9041 |
|
| S4 |
0.8706 |
0.8773 |
0.9009 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9108 |
0.9007 |
0.0101 |
1.1% |
0.0048 |
0.5% |
7% |
False |
True |
52,821 |
| 10 |
0.9108 |
0.8991 |
0.0117 |
1.3% |
0.0041 |
0.5% |
20% |
False |
False |
27,932 |
| 20 |
0.9154 |
0.8991 |
0.0163 |
1.8% |
0.0040 |
0.4% |
14% |
False |
False |
14,611 |
| 40 |
0.9335 |
0.8991 |
0.0344 |
3.8% |
0.0040 |
0.4% |
7% |
False |
False |
7,389 |
| 60 |
0.9500 |
0.8951 |
0.0549 |
6.1% |
0.0046 |
0.5% |
12% |
False |
False |
4,963 |
| 80 |
0.9500 |
0.8939 |
0.0561 |
6.2% |
0.0038 |
0.4% |
13% |
False |
False |
3,727 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9298 |
|
2.618 |
0.9208 |
|
1.618 |
0.9152 |
|
1.000 |
0.9118 |
|
0.618 |
0.9097 |
|
HIGH |
0.9063 |
|
0.618 |
0.9041 |
|
0.500 |
0.9035 |
|
0.382 |
0.9028 |
|
LOW |
0.9007 |
|
0.618 |
0.8973 |
|
1.000 |
0.8952 |
|
1.618 |
0.8917 |
|
2.618 |
0.8862 |
|
4.250 |
0.8771 |
|
|
| Fisher Pivots for day following 14-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9035 |
0.9042 |
| PP |
0.9028 |
0.9033 |
| S1 |
0.9021 |
0.9024 |
|