CME Japanese Yen Future June 2019
| Trading Metrics calculated at close of trading on 18-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2019 |
18-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9021 |
0.9035 |
0.0014 |
0.1% |
0.9066 |
| High |
0.9044 |
0.9051 |
0.0007 |
0.1% |
0.9088 |
| Low |
0.9001 |
0.9023 |
0.0023 |
0.2% |
0.9001 |
| Close |
0.9035 |
0.9041 |
0.0007 |
0.1% |
0.9035 |
| Range |
0.0044 |
0.0028 |
-0.0016 |
-36.8% |
0.0088 |
| ATR |
0.0043 |
0.0042 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
117,812 |
72,358 |
-45,454 |
-38.6% |
371,694 |
|
| Daily Pivots for day following 18-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9121 |
0.9109 |
0.9057 |
|
| R3 |
0.9093 |
0.9081 |
0.9049 |
|
| R2 |
0.9066 |
0.9066 |
0.9047 |
|
| R1 |
0.9054 |
0.9054 |
0.9044 |
0.9060 |
| PP |
0.9038 |
0.9038 |
0.9038 |
0.9041 |
| S1 |
0.9026 |
0.9026 |
0.9039 |
0.9032 |
| S2 |
0.9011 |
0.9011 |
0.9036 |
|
| S3 |
0.8983 |
0.8999 |
0.9034 |
|
| S4 |
0.8956 |
0.8971 |
0.9026 |
|
|
| Weekly Pivots for week ending 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9304 |
0.9257 |
0.9083 |
|
| R3 |
0.9216 |
0.9169 |
0.9059 |
|
| R2 |
0.9129 |
0.9129 |
0.9051 |
|
| R1 |
0.9082 |
0.9082 |
0.9043 |
0.9061 |
| PP |
0.9041 |
0.9041 |
0.9041 |
0.9031 |
| S1 |
0.8994 |
0.8994 |
0.9026 |
0.8974 |
| S2 |
0.8954 |
0.8954 |
0.9018 |
|
| S3 |
0.8866 |
0.8907 |
0.9010 |
|
| S4 |
0.8779 |
0.8819 |
0.8986 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9077 |
0.9001 |
0.0076 |
0.8% |
0.0039 |
0.4% |
54% |
False |
False |
81,013 |
| 10 |
0.9108 |
0.8991 |
0.0117 |
1.3% |
0.0040 |
0.4% |
43% |
False |
False |
46,749 |
| 20 |
0.9141 |
0.8991 |
0.0150 |
1.7% |
0.0039 |
0.4% |
34% |
False |
False |
24,095 |
| 40 |
0.9314 |
0.8991 |
0.0323 |
3.6% |
0.0038 |
0.4% |
16% |
False |
False |
12,140 |
| 60 |
0.9500 |
0.8991 |
0.0509 |
5.6% |
0.0046 |
0.5% |
10% |
False |
False |
8,130 |
| 80 |
0.9500 |
0.8939 |
0.0561 |
6.2% |
0.0038 |
0.4% |
18% |
False |
False |
6,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9167 |
|
2.618 |
0.9122 |
|
1.618 |
0.9095 |
|
1.000 |
0.9078 |
|
0.618 |
0.9067 |
|
HIGH |
0.9051 |
|
0.618 |
0.9040 |
|
0.500 |
0.9037 |
|
0.382 |
0.9034 |
|
LOW |
0.9023 |
|
0.618 |
0.9006 |
|
1.000 |
0.8996 |
|
1.618 |
0.8979 |
|
2.618 |
0.8951 |
|
4.250 |
0.8906 |
|
|
| Fisher Pivots for day following 18-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9040 |
0.9038 |
| PP |
0.9038 |
0.9035 |
| S1 |
0.9037 |
0.9032 |
|