CME Japanese Yen Future June 2019
| Trading Metrics calculated at close of trading on 07-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2019 |
07-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9009 |
0.9020 |
0.0012 |
0.1% |
0.9108 |
| High |
0.9031 |
0.9040 |
0.0009 |
0.1% |
0.9141 |
| Low |
0.9007 |
0.9010 |
0.0003 |
0.0% |
0.8998 |
| Close |
0.9016 |
0.9037 |
0.0021 |
0.2% |
0.9002 |
| Range |
0.0024 |
0.0030 |
0.0006 |
22.9% |
0.0143 |
| ATR |
0.0040 |
0.0040 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
6,018 |
5,540 |
-478 |
-7.9% |
6,925 |
|
| Daily Pivots for day following 07-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9117 |
0.9106 |
0.9053 |
|
| R3 |
0.9088 |
0.9077 |
0.9045 |
|
| R2 |
0.9058 |
0.9058 |
0.9042 |
|
| R1 |
0.9047 |
0.9047 |
0.9039 |
0.9053 |
| PP |
0.9029 |
0.9029 |
0.9029 |
0.9031 |
| S1 |
0.9018 |
0.9018 |
0.9034 |
0.9023 |
| S2 |
0.8999 |
0.8999 |
0.9031 |
|
| S3 |
0.8970 |
0.8988 |
0.9028 |
|
| S4 |
0.8940 |
0.8959 |
0.9020 |
|
|
| 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 |
0.9052 |
0.8991 |
0.0061 |
0.7% |
0.0034 |
0.4% |
75% |
False |
False |
3,044 |
| 10 |
0.9141 |
0.8991 |
0.0150 |
1.7% |
0.0040 |
0.4% |
30% |
False |
False |
2,188 |
| 20 |
0.9216 |
0.8991 |
0.0225 |
2.5% |
0.0036 |
0.4% |
20% |
False |
False |
1,478 |
| 40 |
0.9390 |
0.8991 |
0.0399 |
4.4% |
0.0039 |
0.4% |
11% |
False |
False |
794 |
| 60 |
0.9500 |
0.8939 |
0.0561 |
6.2% |
0.0045 |
0.5% |
17% |
False |
False |
566 |
| 80 |
0.9500 |
0.8926 |
0.0574 |
6.4% |
0.0036 |
0.4% |
19% |
False |
False |
426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9165 |
|
2.618 |
0.9117 |
|
1.618 |
0.9087 |
|
1.000 |
0.9069 |
|
0.618 |
0.9058 |
|
HIGH |
0.9040 |
|
0.618 |
0.9028 |
|
0.500 |
0.9025 |
|
0.382 |
0.9021 |
|
LOW |
0.9010 |
|
0.618 |
0.8992 |
|
1.000 |
0.8981 |
|
1.618 |
0.8962 |
|
2.618 |
0.8933 |
|
4.250 |
0.8885 |
|
|
| Fisher Pivots for day following 07-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9033 |
0.9029 |
| PP |
0.9029 |
0.9022 |
| S1 |
0.9025 |
0.9015 |
|