CME Japanese Yen Future March 2019
Trading Metrics calculated at close of trading on 27-Feb-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2019 |
27-Feb-2019 |
Change |
Change % |
Previous Week |
Open |
0.9016 |
0.9058 |
0.0042 |
0.5% |
0.9070 |
High |
0.9071 |
0.9076 |
0.0006 |
0.1% |
0.9073 |
Low |
0.9016 |
0.9016 |
-0.0001 |
0.0% |
0.9031 |
Close |
0.9063 |
0.9019 |
-0.0044 |
-0.5% |
0.9049 |
Range |
0.0055 |
0.0061 |
0.0006 |
11.0% |
0.0042 |
ATR |
0.0047 |
0.0048 |
0.0001 |
2.1% |
0.0000 |
Volume |
106,952 |
100,966 |
-5,986 |
-5.6% |
370,770 |
|
Daily Pivots for day following 27-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9218 |
0.9179 |
0.9052 |
|
R3 |
0.9158 |
0.9119 |
0.9036 |
|
R2 |
0.9097 |
0.9097 |
0.9030 |
|
R1 |
0.9058 |
0.9058 |
0.9025 |
0.9048 |
PP |
0.9037 |
0.9037 |
0.9037 |
0.9032 |
S1 |
0.8998 |
0.8998 |
0.9013 |
0.8987 |
S2 |
0.8976 |
0.8976 |
0.9008 |
|
S3 |
0.8916 |
0.8937 |
0.9002 |
|
S4 |
0.8855 |
0.8877 |
0.8986 |
|
|
Weekly Pivots for week ending 22-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9177 |
0.9155 |
0.9072 |
|
R3 |
0.9135 |
0.9113 |
0.9061 |
|
R2 |
0.9093 |
0.9093 |
0.9057 |
|
R1 |
0.9071 |
0.9071 |
0.9053 |
0.9061 |
PP |
0.9051 |
0.9051 |
0.9051 |
0.9046 |
S1 |
0.9029 |
0.9029 |
0.9045 |
0.9019 |
S2 |
0.9009 |
0.9009 |
0.9041 |
|
S3 |
0.8967 |
0.8987 |
0.9037 |
|
S4 |
0.8925 |
0.8945 |
0.9026 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9076 |
0.9004 |
0.0073 |
0.8% |
0.0045 |
0.5% |
21% |
True |
False |
93,771 |
10 |
0.9090 |
0.9004 |
0.0087 |
1.0% |
0.0043 |
0.5% |
18% |
False |
False |
101,494 |
20 |
0.9249 |
0.9004 |
0.0246 |
2.7% |
0.0045 |
0.5% |
6% |
False |
False |
104,384 |
40 |
0.9459 |
0.9004 |
0.0455 |
5.0% |
0.0055 |
0.6% |
3% |
False |
False |
113,691 |
60 |
0.9459 |
0.8865 |
0.0594 |
6.6% |
0.0056 |
0.6% |
26% |
False |
False |
105,020 |
80 |
0.9459 |
0.8845 |
0.0614 |
6.8% |
0.0052 |
0.6% |
28% |
False |
False |
78,999 |
100 |
0.9459 |
0.8845 |
0.0614 |
6.8% |
0.0051 |
0.6% |
28% |
False |
False |
63,251 |
120 |
0.9459 |
0.8845 |
0.0614 |
6.8% |
0.0046 |
0.5% |
28% |
False |
False |
52,716 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9333 |
2.618 |
0.9234 |
1.618 |
0.9174 |
1.000 |
0.9137 |
0.618 |
0.9113 |
HIGH |
0.9076 |
0.618 |
0.9053 |
0.500 |
0.9046 |
0.382 |
0.9039 |
LOW |
0.9016 |
0.618 |
0.8978 |
1.000 |
0.8955 |
1.618 |
0.8918 |
2.618 |
0.8857 |
4.250 |
0.8758 |
|
|
Fisher Pivots for day following 27-Feb-2019 |
Pivot |
1 day |
3 day |
R1 |
0.9046 |
0.9040 |
PP |
0.9037 |
0.9033 |
S1 |
0.9028 |
0.9026 |
|