CME Japanese Yen Future June 2019
| Trading Metrics calculated at close of trading on 13-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2019 |
13-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9060 |
0.9049 |
-0.0011 |
-0.1% |
0.9008 |
| High |
0.9069 |
0.9077 |
0.0008 |
0.1% |
0.9108 |
| Low |
0.9039 |
0.9039 |
0.0000 |
0.0% |
0.8991 |
| Close |
0.9055 |
0.9074 |
0.0019 |
0.2% |
0.9073 |
| Range |
0.0030 |
0.0038 |
0.0008 |
27.1% |
0.0117 |
| ATR |
0.0041 |
0.0041 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
43,702 |
73,322 |
29,620 |
67.8% |
24,498 |
|
| Daily Pivots for day following 13-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9176 |
0.9162 |
0.9094 |
|
| R3 |
0.9138 |
0.9125 |
0.9084 |
|
| R2 |
0.9101 |
0.9101 |
0.9080 |
|
| R1 |
0.9087 |
0.9087 |
0.9077 |
0.9094 |
| PP |
0.9063 |
0.9063 |
0.9063 |
0.9066 |
| S1 |
0.9050 |
0.9050 |
0.9070 |
0.9056 |
| S2 |
0.9026 |
0.9026 |
0.9067 |
|
| S3 |
0.8988 |
0.9012 |
0.9063 |
|
| S4 |
0.8951 |
0.8975 |
0.9053 |
|
|
| 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 |
0.9010 |
0.0098 |
1.1% |
0.0043 |
0.5% |
65% |
False |
False |
34,355 |
| 10 |
0.9108 |
0.8991 |
0.0117 |
1.3% |
0.0042 |
0.5% |
71% |
False |
False |
18,453 |
| 20 |
0.9154 |
0.8991 |
0.0163 |
1.8% |
0.0039 |
0.4% |
51% |
False |
False |
9,731 |
| 40 |
0.9344 |
0.8991 |
0.0353 |
3.9% |
0.0039 |
0.4% |
23% |
False |
False |
4,944 |
| 60 |
0.9500 |
0.8946 |
0.0554 |
6.1% |
0.0045 |
0.5% |
23% |
False |
False |
3,333 |
| 80 |
0.9500 |
0.8939 |
0.0561 |
6.2% |
0.0037 |
0.4% |
24% |
False |
False |
2,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9236 |
|
2.618 |
0.9175 |
|
1.618 |
0.9137 |
|
1.000 |
0.9114 |
|
0.618 |
0.9100 |
|
HIGH |
0.9077 |
|
0.618 |
0.9062 |
|
0.500 |
0.9058 |
|
0.382 |
0.9053 |
|
LOW |
0.9039 |
|
0.618 |
0.9016 |
|
1.000 |
0.9002 |
|
1.618 |
0.8978 |
|
2.618 |
0.8941 |
|
4.250 |
0.8880 |
|
|
| Fisher Pivots for day following 13-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9068 |
0.9070 |
| PP |
0.9063 |
0.9067 |
| S1 |
0.9058 |
0.9064 |
|