CME Japanese Yen Future June 2019
| Trading Metrics calculated at close of trading on 26-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2019 |
26-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9153 |
0.9153 |
0.0000 |
0.0% |
0.9035 |
| High |
0.9181 |
0.9154 |
-0.0027 |
-0.3% |
0.9174 |
| Low |
0.9131 |
0.9094 |
-0.0037 |
-0.4% |
0.9014 |
| Close |
0.9146 |
0.9108 |
-0.0038 |
-0.4% |
0.9146 |
| Range |
0.0050 |
0.0060 |
0.0010 |
18.8% |
0.0160 |
| ATR |
0.0049 |
0.0050 |
0.0001 |
1.6% |
0.0000 |
| Volume |
130,697 |
121,427 |
-9,270 |
-7.1% |
596,885 |
|
| Daily Pivots for day following 26-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9299 |
0.9263 |
0.9141 |
|
| R3 |
0.9239 |
0.9203 |
0.9124 |
|
| R2 |
0.9179 |
0.9179 |
0.9119 |
|
| R1 |
0.9143 |
0.9143 |
0.9113 |
0.9131 |
| PP |
0.9119 |
0.9119 |
0.9119 |
0.9112 |
| S1 |
0.9083 |
0.9083 |
0.9102 |
0.9071 |
| S2 |
0.9059 |
0.9059 |
0.9097 |
|
| S3 |
0.8999 |
0.9023 |
0.9091 |
|
| S4 |
0.8939 |
0.8963 |
0.9075 |
|
|
| 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% |
0.0071 |
0.8% |
56% |
False |
False |
138,082 |
| 10 |
0.9181 |
0.9001 |
0.0181 |
2.0% |
0.0055 |
0.6% |
59% |
False |
False |
113,801 |
| 20 |
0.9181 |
0.8991 |
0.0190 |
2.1% |
0.0049 |
0.5% |
61% |
False |
False |
62,548 |
| 40 |
0.9314 |
0.8991 |
0.0323 |
3.6% |
0.0043 |
0.5% |
36% |
False |
False |
31,534 |
| 60 |
0.9500 |
0.8991 |
0.0509 |
5.6% |
0.0046 |
0.5% |
23% |
False |
False |
21,065 |
| 80 |
0.9500 |
0.8939 |
0.0561 |
6.2% |
0.0042 |
0.5% |
30% |
False |
False |
15,812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9409 |
|
2.618 |
0.9311 |
|
1.618 |
0.9251 |
|
1.000 |
0.9214 |
|
0.618 |
0.9191 |
|
HIGH |
0.9154 |
|
0.618 |
0.9131 |
|
0.500 |
0.9124 |
|
0.382 |
0.9117 |
|
LOW |
0.9094 |
|
0.618 |
0.9057 |
|
1.000 |
0.9034 |
|
1.618 |
0.8997 |
|
2.618 |
0.8937 |
|
4.250 |
0.8839 |
|
|
| Fisher Pivots for day following 26-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9124 |
0.9130 |
| PP |
0.9119 |
0.9123 |
| S1 |
0.9113 |
0.9115 |
|