CME Japanese Yen Future June 2019
| Trading Metrics calculated at close of trading on 25-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2019 |
25-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9082 |
0.9153 |
0.0071 |
0.8% |
0.9035 |
| High |
0.9174 |
0.9181 |
0.0008 |
0.1% |
0.9174 |
| Low |
0.9079 |
0.9131 |
0.0052 |
0.6% |
0.9014 |
| Close |
0.9146 |
0.9146 |
-0.0001 |
0.0% |
0.9146 |
| Range |
0.0095 |
0.0050 |
-0.0044 |
-46.6% |
0.0160 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
0.3% |
0.0000 |
| Volume |
185,167 |
130,697 |
-54,470 |
-29.4% |
596,885 |
|
| Daily Pivots for day following 25-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9304 |
0.9275 |
0.9173 |
|
| R3 |
0.9254 |
0.9225 |
0.9159 |
|
| R2 |
0.9203 |
0.9203 |
0.9155 |
|
| R1 |
0.9174 |
0.9174 |
0.9150 |
0.9163 |
| PP |
0.9153 |
0.9153 |
0.9153 |
0.9147 |
| S1 |
0.9124 |
0.9124 |
0.9141 |
0.9113 |
| S2 |
0.9102 |
0.9102 |
0.9136 |
|
| S3 |
0.9052 |
0.9073 |
0.9132 |
|
| S4 |
0.9001 |
0.9023 |
0.9118 |
|
|
| 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 |
0.9181 |
0.9014 |
0.0168 |
1.8% |
0.0064 |
0.7% |
79% |
True |
False |
131,044 |
| 10 |
0.9181 |
0.9001 |
0.0181 |
2.0% |
0.0051 |
0.6% |
80% |
True |
False |
106,029 |
| 20 |
0.9181 |
0.8991 |
0.0190 |
2.1% |
0.0048 |
0.5% |
81% |
True |
False |
56,509 |
| 40 |
0.9314 |
0.8991 |
0.0323 |
3.5% |
0.0042 |
0.5% |
48% |
False |
False |
28,502 |
| 60 |
0.9500 |
0.8991 |
0.0509 |
5.6% |
0.0045 |
0.5% |
30% |
False |
False |
19,042 |
| 80 |
0.9500 |
0.8939 |
0.0561 |
6.1% |
0.0042 |
0.5% |
37% |
False |
False |
14,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9396 |
|
2.618 |
0.9314 |
|
1.618 |
0.9263 |
|
1.000 |
0.9232 |
|
0.618 |
0.9213 |
|
HIGH |
0.9181 |
|
0.618 |
0.9162 |
|
0.500 |
0.9156 |
|
0.382 |
0.9150 |
|
LOW |
0.9131 |
|
0.618 |
0.9100 |
|
1.000 |
0.9081 |
|
1.618 |
0.9049 |
|
2.618 |
0.8999 |
|
4.250 |
0.8916 |
|
|
| Fisher Pivots for day following 25-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9156 |
0.9140 |
| PP |
0.9153 |
0.9134 |
| S1 |
0.9149 |
0.9128 |
|