CME Japanese Yen Future June 2019
| Trading Metrics calculated at close of trading on 22-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2019 |
22-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9100 |
0.9082 |
-0.0018 |
-0.2% |
0.9035 |
| High |
0.9129 |
0.9174 |
0.0045 |
0.5% |
0.9174 |
| Low |
0.9075 |
0.9079 |
0.0005 |
0.0% |
0.9014 |
| Close |
0.9089 |
0.9146 |
0.0057 |
0.6% |
0.9146 |
| Range |
0.0055 |
0.0095 |
0.0040 |
73.4% |
0.0160 |
| ATR |
0.0045 |
0.0049 |
0.0004 |
7.8% |
0.0000 |
| Volume |
118,775 |
185,167 |
66,392 |
55.9% |
596,885 |
|
| Daily Pivots for day following 22-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9416 |
0.9376 |
0.9198 |
|
| R3 |
0.9322 |
0.9281 |
0.9172 |
|
| R2 |
0.9227 |
0.9227 |
0.9163 |
|
| R1 |
0.9187 |
0.9187 |
0.9155 |
0.9207 |
| PP |
0.9133 |
0.9133 |
0.9133 |
0.9143 |
| S1 |
0.9092 |
0.9092 |
0.9137 |
0.9113 |
| S2 |
0.9038 |
0.9038 |
0.9129 |
|
| S3 |
0.8944 |
0.8998 |
0.9120 |
|
| S4 |
0.8849 |
0.8903 |
0.9094 |
|
|
| Weekly Pivots for week ending 22-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9591 |
0.9529 |
0.9234 |
|
| R3 |
0.9431 |
0.9369 |
0.9190 |
|
| R2 |
0.9271 |
0.9271 |
0.9175 |
|
| R1 |
0.9209 |
0.9209 |
0.9161 |
0.9240 |
| PP |
0.9111 |
0.9111 |
0.9111 |
0.9127 |
| S1 |
0.9049 |
0.9049 |
0.9131 |
0.9080 |
| S2 |
0.8951 |
0.8951 |
0.9117 |
|
| S3 |
0.8791 |
0.8889 |
0.9102 |
|
| S4 |
0.8631 |
0.8729 |
0.9058 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9174 |
0.9014 |
0.0160 |
1.7% |
0.0060 |
0.7% |
83% |
True |
False |
119,377 |
| 10 |
0.9174 |
0.9001 |
0.0173 |
1.9% |
0.0050 |
0.5% |
84% |
True |
False |
96,857 |
| 20 |
0.9174 |
0.8991 |
0.0183 |
2.0% |
0.0048 |
0.5% |
85% |
True |
False |
50,000 |
| 40 |
0.9314 |
0.8991 |
0.0323 |
3.5% |
0.0041 |
0.5% |
48% |
False |
False |
25,240 |
| 60 |
0.9500 |
0.8991 |
0.0509 |
5.6% |
0.0046 |
0.5% |
30% |
False |
False |
16,864 |
| 80 |
0.9500 |
0.8939 |
0.0561 |
6.1% |
0.0041 |
0.5% |
37% |
False |
False |
12,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9575 |
|
2.618 |
0.9421 |
|
1.618 |
0.9326 |
|
1.000 |
0.9268 |
|
0.618 |
0.9232 |
|
HIGH |
0.9174 |
|
0.618 |
0.9137 |
|
0.500 |
0.9126 |
|
0.382 |
0.9115 |
|
LOW |
0.9079 |
|
0.618 |
0.9021 |
|
1.000 |
0.8985 |
|
1.618 |
0.8926 |
|
2.618 |
0.8832 |
|
4.250 |
0.8677 |
|
|
| Fisher Pivots for day following 22-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9139 |
0.9129 |
| PP |
0.9133 |
0.9111 |
| S1 |
0.9126 |
0.9094 |
|