CME Japanese Yen Future June 2019
| Trading Metrics calculated at close of trading on 19-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2019 |
19-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9035 |
0.9037 |
0.0003 |
0.0% |
0.9066 |
| High |
0.9051 |
0.9061 |
0.0010 |
0.1% |
0.9088 |
| Low |
0.9023 |
0.9034 |
0.0011 |
0.1% |
0.9001 |
| Close |
0.9041 |
0.9039 |
-0.0002 |
0.0% |
0.9035 |
| Range |
0.0028 |
0.0027 |
-0.0001 |
-3.6% |
0.0088 |
| ATR |
0.0042 |
0.0041 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
72,358 |
86,240 |
13,882 |
19.2% |
371,694 |
|
| Daily Pivots for day following 19-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9124 |
0.9108 |
0.9054 |
|
| R3 |
0.9098 |
0.9082 |
0.9046 |
|
| R2 |
0.9071 |
0.9071 |
0.9044 |
|
| R1 |
0.9055 |
0.9055 |
0.9041 |
0.9063 |
| PP |
0.9045 |
0.9045 |
0.9045 |
0.9049 |
| S1 |
0.9029 |
0.9029 |
0.9037 |
0.9037 |
| S2 |
0.9018 |
0.9018 |
0.9034 |
|
| S3 |
0.8992 |
0.9002 |
0.9032 |
|
| S4 |
0.8965 |
0.8976 |
0.9024 |
|
|
| 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% |
0.0038 |
0.4% |
51% |
False |
False |
89,521 |
| 10 |
0.9108 |
0.9001 |
0.0108 |
1.2% |
0.0039 |
0.4% |
36% |
False |
False |
55,207 |
| 20 |
0.9141 |
0.8991 |
0.0150 |
1.7% |
0.0039 |
0.4% |
32% |
False |
False |
28,295 |
| 40 |
0.9314 |
0.8991 |
0.0323 |
3.6% |
0.0038 |
0.4% |
15% |
False |
False |
14,291 |
| 60 |
0.9500 |
0.8991 |
0.0509 |
5.6% |
0.0046 |
0.5% |
9% |
False |
False |
9,565 |
| 80 |
0.9500 |
0.8939 |
0.0561 |
6.2% |
0.0038 |
0.4% |
18% |
False |
False |
7,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9173 |
|
2.618 |
0.9130 |
|
1.618 |
0.9103 |
|
1.000 |
0.9087 |
|
0.618 |
0.9077 |
|
HIGH |
0.9061 |
|
0.618 |
0.9050 |
|
0.500 |
0.9047 |
|
0.382 |
0.9044 |
|
LOW |
0.9034 |
|
0.618 |
0.9018 |
|
1.000 |
0.9008 |
|
1.618 |
0.8991 |
|
2.618 |
0.8965 |
|
4.250 |
0.8921 |
|
|
| Fisher Pivots for day following 19-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9047 |
0.9036 |
| PP |
0.9045 |
0.9033 |
| S1 |
0.9042 |
0.9031 |
|