CME Japanese Yen Future June 2019
| Trading Metrics calculated at close of trading on 08-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2019 |
08-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9020 |
0.9031 |
0.0011 |
0.1% |
0.9008 |
| High |
0.9040 |
0.9108 |
0.0069 |
0.8% |
0.9108 |
| Low |
0.9010 |
0.9027 |
0.0017 |
0.2% |
0.8991 |
| Close |
0.9037 |
0.9073 |
0.0037 |
0.4% |
0.9073 |
| Range |
0.0030 |
0.0082 |
0.0052 |
176.3% |
0.0117 |
| ATR |
0.0040 |
0.0043 |
0.0003 |
7.6% |
0.0000 |
| Volume |
5,540 |
10,226 |
4,686 |
84.6% |
24,498 |
|
| Daily Pivots for day following 08-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9314 |
0.9275 |
0.9118 |
|
| R3 |
0.9232 |
0.9193 |
0.9095 |
|
| R2 |
0.9151 |
0.9151 |
0.9088 |
|
| R1 |
0.9112 |
0.9112 |
0.9080 |
0.9131 |
| PP |
0.9069 |
0.9069 |
0.9069 |
0.9079 |
| S1 |
0.9030 |
0.9030 |
0.9066 |
0.9050 |
| S2 |
0.8988 |
0.8988 |
0.9058 |
|
| S3 |
0.8906 |
0.8949 |
0.9051 |
|
| S4 |
0.8825 |
0.8867 |
0.9028 |
|
|
| Weekly Pivots for week ending 08-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9408 |
0.9358 |
0.9137 |
|
| R3 |
0.9291 |
0.9241 |
0.9105 |
|
| R2 |
0.9174 |
0.9174 |
0.9094 |
|
| R1 |
0.9124 |
0.9124 |
0.9084 |
0.9149 |
| PP |
0.9057 |
0.9057 |
0.9057 |
0.9070 |
| S1 |
0.9007 |
0.9007 |
0.9062 |
0.9032 |
| S2 |
0.8940 |
0.8940 |
0.9052 |
|
| S3 |
0.8823 |
0.8890 |
0.9041 |
|
| S4 |
0.8706 |
0.8773 |
0.9009 |
|
|
| 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% |
0.0039 |
0.4% |
70% |
True |
False |
4,899 |
| 10 |
0.9141 |
0.8991 |
0.0150 |
1.6% |
0.0046 |
0.5% |
55% |
False |
False |
3,142 |
| 20 |
0.9211 |
0.8991 |
0.0220 |
2.4% |
0.0038 |
0.4% |
37% |
False |
False |
1,972 |
| 40 |
0.9390 |
0.8991 |
0.0399 |
4.4% |
0.0039 |
0.4% |
21% |
False |
False |
1,047 |
| 60 |
0.9500 |
0.8939 |
0.0561 |
6.2% |
0.0045 |
0.5% |
24% |
False |
False |
735 |
| 80 |
0.9500 |
0.8926 |
0.0574 |
6.3% |
0.0037 |
0.4% |
26% |
False |
False |
554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9454 |
|
2.618 |
0.9321 |
|
1.618 |
0.9240 |
|
1.000 |
0.9190 |
|
0.618 |
0.9158 |
|
HIGH |
0.9108 |
|
0.618 |
0.9077 |
|
0.500 |
0.9067 |
|
0.382 |
0.9058 |
|
LOW |
0.9027 |
|
0.618 |
0.8976 |
|
1.000 |
0.8945 |
|
1.618 |
0.8895 |
|
2.618 |
0.8813 |
|
4.250 |
0.8680 |
|
|
| Fisher Pivots for day following 08-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9071 |
0.9068 |
| PP |
0.9069 |
0.9063 |
| S1 |
0.9067 |
0.9058 |
|