CME Japanese Yen Future June 2019
| Trading Metrics calculated at close of trading on 20-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2019 |
20-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9037 |
0.9037 |
0.0000 |
0.0% |
0.9066 |
| High |
0.9061 |
0.9109 |
0.0049 |
0.5% |
0.9088 |
| Low |
0.9034 |
0.9014 |
-0.0021 |
-0.2% |
0.9001 |
| Close |
0.9039 |
0.9102 |
0.0063 |
0.7% |
0.9035 |
| Range |
0.0027 |
0.0096 |
0.0069 |
260.4% |
0.0088 |
| ATR |
0.0041 |
0.0044 |
0.0004 |
9.7% |
0.0000 |
| Volume |
86,240 |
134,345 |
48,105 |
55.8% |
371,694 |
|
| Daily Pivots for day following 20-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9361 |
0.9327 |
0.9155 |
|
| R3 |
0.9266 |
0.9232 |
0.9129 |
|
| R2 |
0.9170 |
0.9170 |
0.9120 |
|
| R1 |
0.9136 |
0.9136 |
0.9111 |
0.9153 |
| PP |
0.9075 |
0.9075 |
0.9075 |
0.9083 |
| S1 |
0.9041 |
0.9041 |
0.9094 |
0.9058 |
| S2 |
0.8979 |
0.8979 |
0.9085 |
|
| S3 |
0.8884 |
0.8945 |
0.9076 |
|
| S4 |
0.8788 |
0.8850 |
0.9050 |
|
|
| 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 |
0.9109 |
0.9001 |
0.0109 |
1.2% |
0.0050 |
0.5% |
94% |
True |
False |
101,725 |
| 10 |
0.9109 |
0.9001 |
0.0109 |
1.2% |
0.0046 |
0.5% |
94% |
True |
False |
68,040 |
| 20 |
0.9141 |
0.8991 |
0.0150 |
1.6% |
0.0042 |
0.5% |
75% |
False |
False |
34,994 |
| 40 |
0.9314 |
0.8991 |
0.0323 |
3.6% |
0.0039 |
0.4% |
34% |
False |
False |
17,645 |
| 60 |
0.9500 |
0.8991 |
0.0509 |
5.6% |
0.0045 |
0.5% |
22% |
False |
False |
11,800 |
| 80 |
0.9500 |
0.8939 |
0.0561 |
6.2% |
0.0040 |
0.4% |
29% |
False |
False |
8,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9515 |
|
2.618 |
0.9359 |
|
1.618 |
0.9264 |
|
1.000 |
0.9205 |
|
0.618 |
0.9168 |
|
HIGH |
0.9109 |
|
0.618 |
0.9073 |
|
0.500 |
0.9061 |
|
0.382 |
0.9050 |
|
LOW |
0.9014 |
|
0.618 |
0.8954 |
|
1.000 |
0.8918 |
|
1.618 |
0.8859 |
|
2.618 |
0.8763 |
|
4.250 |
0.8608 |
|
|
| Fisher Pivots for day following 20-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9089 |
0.9089 |
| PP |
0.9075 |
0.9075 |
| S1 |
0.9061 |
0.9061 |
|