CME Japanese Yen Future June 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 |
0.9088 |
0.9120 |
0.0032 |
0.3% |
0.9137 |
| High |
0.9130 |
0.9141 |
0.0011 |
0.1% |
0.9138 |
| Low |
0.9088 |
0.9084 |
-0.0004 |
0.0% |
0.9098 |
| Close |
0.9130 |
0.9084 |
-0.0046 |
-0.5% |
0.9116 |
| Range |
0.0042 |
0.0057 |
0.0015 |
36.1% |
0.0040 |
| ATR |
0.0040 |
0.0041 |
0.0001 |
3.0% |
0.0000 |
| Volume |
643 |
1,740 |
1,097 |
170.6% |
6,441 |
|
| Daily Pivots for day following 27-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9272 |
0.9235 |
0.9115 |
|
| R3 |
0.9216 |
0.9178 |
0.9100 |
|
| R2 |
0.9159 |
0.9159 |
0.9094 |
|
| R1 |
0.9122 |
0.9122 |
0.9089 |
0.9112 |
| PP |
0.9103 |
0.9103 |
0.9103 |
0.9098 |
| S1 |
0.9065 |
0.9065 |
0.9079 |
0.9056 |
| S2 |
0.9046 |
0.9046 |
0.9074 |
|
| S3 |
0.8990 |
0.9009 |
0.9068 |
|
| S4 |
0.8933 |
0.8952 |
0.9053 |
|
|
| Weekly Pivots for week ending 22-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9237 |
0.9216 |
0.9138 |
|
| R3 |
0.9197 |
0.9176 |
0.9127 |
|
| R2 |
0.9157 |
0.9157 |
0.9123 |
|
| R1 |
0.9136 |
0.9136 |
0.9119 |
0.9127 |
| PP |
0.9117 |
0.9117 |
0.9117 |
0.9112 |
| S1 |
0.9096 |
0.9096 |
0.9112 |
0.9087 |
| S2 |
0.9077 |
0.9077 |
0.9108 |
|
| S3 |
0.9037 |
0.9056 |
0.9105 |
|
| S4 |
0.8997 |
0.9016 |
0.9094 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9141 |
0.9070 |
0.0071 |
0.8% |
0.0037 |
0.4% |
20% |
True |
False |
1,347 |
| 10 |
0.9154 |
0.9070 |
0.0084 |
0.9% |
0.0037 |
0.4% |
17% |
False |
False |
1,009 |
| 20 |
0.9314 |
0.9070 |
0.0244 |
2.7% |
0.0038 |
0.4% |
6% |
False |
False |
607 |
| 40 |
0.9500 |
0.9070 |
0.0430 |
4.7% |
0.0044 |
0.5% |
3% |
False |
False |
366 |
| 60 |
0.9500 |
0.8939 |
0.0561 |
6.2% |
0.0041 |
0.5% |
26% |
False |
False |
262 |
| 80 |
0.9500 |
0.8926 |
0.0574 |
6.3% |
0.0033 |
0.4% |
28% |
False |
False |
198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9381 |
|
2.618 |
0.9288 |
|
1.618 |
0.9232 |
|
1.000 |
0.9197 |
|
0.618 |
0.9175 |
|
HIGH |
0.9141 |
|
0.618 |
0.9119 |
|
0.500 |
0.9112 |
|
0.382 |
0.9106 |
|
LOW |
0.9084 |
|
0.618 |
0.9049 |
|
1.000 |
0.9028 |
|
1.618 |
0.8993 |
|
2.618 |
0.8936 |
|
4.250 |
0.8844 |
|
|
| Fisher Pivots for day following 27-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9112 |
0.9105 |
| PP |
0.9103 |
0.9098 |
| S1 |
0.9093 |
0.9091 |
|