CME Japanese Yen Future June 2019
| Trading Metrics calculated at close of trading on 06-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2019 |
06-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9021 |
0.9009 |
-0.0012 |
-0.1% |
0.9108 |
| High |
0.9023 |
0.9031 |
0.0008 |
0.1% |
0.9141 |
| Low |
0.8991 |
0.9007 |
0.0016 |
0.2% |
0.8998 |
| Close |
0.9010 |
0.9016 |
0.0006 |
0.1% |
0.9002 |
| Range |
0.0032 |
0.0024 |
-0.0008 |
-25.0% |
0.0143 |
| ATR |
0.0042 |
0.0040 |
-0.0001 |
-3.0% |
0.0000 |
| Volume |
1,655 |
6,018 |
4,363 |
263.6% |
6,925 |
|
| Daily Pivots for day following 06-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9090 |
0.9077 |
0.9029 |
|
| R3 |
0.9066 |
0.9053 |
0.9023 |
|
| R2 |
0.9042 |
0.9042 |
0.9020 |
|
| R1 |
0.9029 |
0.9029 |
0.9018 |
0.9036 |
| PP |
0.9018 |
0.9018 |
0.9018 |
0.9021 |
| S1 |
0.9005 |
0.9005 |
0.9014 |
0.9012 |
| S2 |
0.8994 |
0.8994 |
0.9012 |
|
| S3 |
0.8970 |
0.8981 |
0.9009 |
|
| S4 |
0.8946 |
0.8957 |
0.9003 |
|
|
| Weekly Pivots for week ending 01-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9474 |
0.9381 |
0.9080 |
|
| R3 |
0.9332 |
0.9238 |
0.9041 |
|
| R2 |
0.9189 |
0.9189 |
0.9028 |
|
| R1 |
0.9096 |
0.9096 |
0.9015 |
0.9071 |
| PP |
0.9047 |
0.9047 |
0.9047 |
0.9035 |
| S1 |
0.8953 |
0.8953 |
0.8989 |
0.8929 |
| S2 |
0.8904 |
0.8904 |
0.8976 |
|
| S3 |
0.8762 |
0.8811 |
0.8963 |
|
| S4 |
0.8619 |
0.8668 |
0.8924 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9108 |
0.8991 |
0.0117 |
1.3% |
0.0041 |
0.4% |
21% |
False |
False |
2,551 |
| 10 |
0.9141 |
0.8991 |
0.0150 |
1.7% |
0.0039 |
0.4% |
17% |
False |
False |
1,949 |
| 20 |
0.9222 |
0.8991 |
0.0231 |
2.6% |
0.0036 |
0.4% |
11% |
False |
False |
1,216 |
| 40 |
0.9390 |
0.8991 |
0.0399 |
4.4% |
0.0039 |
0.4% |
6% |
False |
False |
658 |
| 60 |
0.9500 |
0.8939 |
0.0561 |
6.2% |
0.0044 |
0.5% |
14% |
False |
False |
474 |
| 80 |
0.9500 |
0.8926 |
0.0574 |
6.4% |
0.0036 |
0.4% |
16% |
False |
False |
357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9133 |
|
2.618 |
0.9094 |
|
1.618 |
0.9070 |
|
1.000 |
0.9055 |
|
0.618 |
0.9046 |
|
HIGH |
0.9031 |
|
0.618 |
0.9022 |
|
0.500 |
0.9019 |
|
0.382 |
0.9016 |
|
LOW |
0.9007 |
|
0.618 |
0.8992 |
|
1.000 |
0.8983 |
|
1.618 |
0.8968 |
|
2.618 |
0.8944 |
|
4.250 |
0.8905 |
|
|
| Fisher Pivots for day following 06-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9019 |
0.9014 |
| PP |
0.9018 |
0.9013 |
| S1 |
0.9017 |
0.9011 |
|