CME Japanese Yen Future June 2019
| Trading Metrics calculated at close of trading on 21-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2019 |
21-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9037 |
0.9100 |
0.0063 |
0.7% |
0.9066 |
| High |
0.9109 |
0.9129 |
0.0020 |
0.2% |
0.9088 |
| Low |
0.9014 |
0.9075 |
0.0061 |
0.7% |
0.9001 |
| Close |
0.9102 |
0.9089 |
-0.0013 |
-0.1% |
0.9035 |
| Range |
0.0096 |
0.0055 |
-0.0041 |
-42.9% |
0.0088 |
| ATR |
0.0044 |
0.0045 |
0.0001 |
1.6% |
0.0000 |
| Volume |
134,345 |
118,775 |
-15,570 |
-11.6% |
371,694 |
|
| Daily Pivots for day following 21-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9261 |
0.9230 |
0.9119 |
|
| R3 |
0.9207 |
0.9175 |
0.9104 |
|
| R2 |
0.9152 |
0.9152 |
0.9099 |
|
| R1 |
0.9121 |
0.9121 |
0.9094 |
0.9109 |
| PP |
0.9098 |
0.9098 |
0.9098 |
0.9092 |
| S1 |
0.9066 |
0.9066 |
0.9084 |
0.9055 |
| S2 |
0.9043 |
0.9043 |
0.9079 |
|
| S3 |
0.8989 |
0.9012 |
0.9074 |
|
| S4 |
0.8934 |
0.8957 |
0.9059 |
|
|
| 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 |
0.9129 |
0.9001 |
0.0129 |
1.4% |
0.0050 |
0.5% |
69% |
True |
False |
105,906 |
| 10 |
0.9129 |
0.9001 |
0.0129 |
1.4% |
0.0049 |
0.5% |
69% |
True |
False |
79,363 |
| 20 |
0.9141 |
0.8991 |
0.0150 |
1.6% |
0.0044 |
0.5% |
66% |
False |
False |
40,776 |
| 40 |
0.9314 |
0.8991 |
0.0323 |
3.6% |
0.0040 |
0.4% |
30% |
False |
False |
20,613 |
| 60 |
0.9500 |
0.8991 |
0.0509 |
5.6% |
0.0046 |
0.5% |
19% |
False |
False |
13,779 |
| 80 |
0.9500 |
0.8939 |
0.0561 |
6.2% |
0.0040 |
0.4% |
27% |
False |
False |
10,346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9361 |
|
2.618 |
0.9272 |
|
1.618 |
0.9217 |
|
1.000 |
0.9184 |
|
0.618 |
0.9163 |
|
HIGH |
0.9129 |
|
0.618 |
0.9108 |
|
0.500 |
0.9102 |
|
0.382 |
0.9095 |
|
LOW |
0.9075 |
|
0.618 |
0.9041 |
|
1.000 |
0.9020 |
|
1.618 |
0.8986 |
|
2.618 |
0.8932 |
|
4.250 |
0.8843 |
|
|
| Fisher Pivots for day following 21-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9102 |
0.9083 |
| PP |
0.9098 |
0.9077 |
| S1 |
0.9093 |
0.9071 |
|