CME Japanese Yen Future June 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 |
0.9053 |
0.9021 |
-0.0032 |
-0.4% |
0.9066 |
| High |
0.9063 |
0.9044 |
-0.0019 |
-0.2% |
0.9088 |
| Low |
0.9007 |
0.9001 |
-0.0007 |
-0.1% |
0.9001 |
| Close |
0.9015 |
0.9035 |
0.0020 |
0.2% |
0.9035 |
| Range |
0.0056 |
0.0044 |
-0.0012 |
-21.6% |
0.0088 |
| ATR |
0.0043 |
0.0043 |
0.0000 |
0.1% |
0.0000 |
| Volume |
97,873 |
117,812 |
19,939 |
20.4% |
371,694 |
|
| Daily Pivots for day following 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9157 |
0.9139 |
0.9058 |
|
| R3 |
0.9113 |
0.9096 |
0.9046 |
|
| R2 |
0.9070 |
0.9070 |
0.9042 |
|
| R1 |
0.9052 |
0.9052 |
0.9038 |
0.9061 |
| PP |
0.9026 |
0.9026 |
0.9026 |
0.9031 |
| S1 |
0.9009 |
0.9009 |
0.9031 |
0.9018 |
| S2 |
0.8983 |
0.8983 |
0.9027 |
|
| S3 |
0.8939 |
0.8965 |
0.9023 |
|
| S4 |
0.8896 |
0.8922 |
0.9011 |
|
|
| Weekly Pivots for week ending 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9304 |
0.9257 |
0.9083 |
|
| R3 |
0.9216 |
0.9169 |
0.9059 |
|
| R2 |
0.9129 |
0.9129 |
0.9051 |
|
| R1 |
0.9082 |
0.9082 |
0.9043 |
0.9061 |
| PP |
0.9041 |
0.9041 |
0.9041 |
0.9031 |
| S1 |
0.8994 |
0.8994 |
0.9026 |
0.8974 |
| S2 |
0.8954 |
0.8954 |
0.9018 |
|
| S3 |
0.8866 |
0.8907 |
0.9010 |
|
| S4 |
0.8779 |
0.8819 |
0.8986 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9088 |
0.9001 |
0.0088 |
1.0% |
0.0040 |
0.4% |
39% |
False |
True |
74,338 |
| 10 |
0.9108 |
0.8991 |
0.0117 |
1.3% |
0.0040 |
0.4% |
37% |
False |
False |
39,619 |
| 20 |
0.9154 |
0.8991 |
0.0163 |
1.8% |
0.0039 |
0.4% |
27% |
False |
False |
20,483 |
| 40 |
0.9314 |
0.8991 |
0.0323 |
3.6% |
0.0039 |
0.4% |
13% |
False |
False |
10,334 |
| 60 |
0.9500 |
0.8991 |
0.0509 |
5.6% |
0.0046 |
0.5% |
9% |
False |
False |
6,924 |
| 80 |
0.9500 |
0.8939 |
0.0561 |
6.2% |
0.0038 |
0.4% |
17% |
False |
False |
5,200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9229 |
|
2.618 |
0.9158 |
|
1.618 |
0.9114 |
|
1.000 |
0.9088 |
|
0.618 |
0.9071 |
|
HIGH |
0.9044 |
|
0.618 |
0.9027 |
|
0.500 |
0.9022 |
|
0.382 |
0.9017 |
|
LOW |
0.9001 |
|
0.618 |
0.8974 |
|
1.000 |
0.8957 |
|
1.618 |
0.8930 |
|
2.618 |
0.8887 |
|
4.250 |
0.8816 |
|
|
| Fisher Pivots for day following 15-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9030 |
0.9039 |
| PP |
0.9026 |
0.9037 |
| S1 |
0.9022 |
0.9036 |
|