CME Japanese Yen Future June 2019
| Trading Metrics calculated at close of trading on 11-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2019 |
11-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9031 |
0.9066 |
0.0036 |
0.4% |
0.9008 |
| High |
0.9108 |
0.9088 |
-0.0020 |
-0.2% |
0.9108 |
| Low |
0.9027 |
0.9054 |
0.0027 |
0.3% |
0.8991 |
| Close |
0.9073 |
0.9060 |
-0.0014 |
-0.1% |
0.9073 |
| Range |
0.0082 |
0.0035 |
-0.0047 |
-57.7% |
0.0117 |
| ATR |
0.0043 |
0.0042 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
10,226 |
38,985 |
28,759 |
281.2% |
24,498 |
|
| Daily Pivots for day following 11-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9171 |
0.9150 |
0.9078 |
|
| R3 |
0.9136 |
0.9115 |
0.9069 |
|
| R2 |
0.9102 |
0.9102 |
0.9066 |
|
| R1 |
0.9081 |
0.9081 |
0.9063 |
0.9074 |
| PP |
0.9067 |
0.9067 |
0.9067 |
0.9064 |
| S1 |
0.9046 |
0.9046 |
0.9056 |
0.9039 |
| S2 |
0.9033 |
0.9033 |
0.9053 |
|
| S3 |
0.8998 |
0.9012 |
0.9050 |
|
| S4 |
0.8964 |
0.8977 |
0.9041 |
|
|
| 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% |
0.0040 |
0.4% |
59% |
False |
False |
12,484 |
| 10 |
0.9141 |
0.8991 |
0.0150 |
1.7% |
0.0045 |
0.5% |
46% |
False |
False |
6,989 |
| 20 |
0.9199 |
0.8991 |
0.0208 |
2.3% |
0.0039 |
0.4% |
33% |
False |
False |
3,908 |
| 40 |
0.9372 |
0.8991 |
0.0381 |
4.2% |
0.0039 |
0.4% |
18% |
False |
False |
2,020 |
| 60 |
0.9500 |
0.8939 |
0.0561 |
6.2% |
0.0045 |
0.5% |
21% |
False |
False |
1,385 |
| 80 |
0.9500 |
0.8939 |
0.0561 |
6.2% |
0.0037 |
0.4% |
21% |
False |
False |
1,041 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9235 |
|
2.618 |
0.9178 |
|
1.618 |
0.9144 |
|
1.000 |
0.9123 |
|
0.618 |
0.9109 |
|
HIGH |
0.9088 |
|
0.618 |
0.9075 |
|
0.500 |
0.9071 |
|
0.382 |
0.9067 |
|
LOW |
0.9054 |
|
0.618 |
0.9032 |
|
1.000 |
0.9019 |
|
1.618 |
0.8998 |
|
2.618 |
0.8963 |
|
4.250 |
0.8907 |
|
|
| Fisher Pivots for day following 11-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9071 |
0.9059 |
| PP |
0.9067 |
0.9059 |
| S1 |
0.9063 |
0.9059 |
|