CME Japanese Yen Future June 2019
| Trading Metrics calculated at close of trading on 27-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2019 |
27-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9153 |
0.9100 |
-0.0053 |
-0.6% |
0.9035 |
| High |
0.9154 |
0.9130 |
-0.0024 |
-0.3% |
0.9174 |
| Low |
0.9094 |
0.9091 |
-0.0004 |
0.0% |
0.9014 |
| Close |
0.9108 |
0.9118 |
0.0010 |
0.1% |
0.9146 |
| Range |
0.0060 |
0.0040 |
-0.0021 |
-34.2% |
0.0160 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
121,427 |
126,189 |
4,762 |
3.9% |
596,885 |
|
| Daily Pivots for day following 27-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9231 |
0.9214 |
0.9139 |
|
| R3 |
0.9192 |
0.9174 |
0.9128 |
|
| R2 |
0.9152 |
0.9152 |
0.9125 |
|
| R1 |
0.9135 |
0.9135 |
0.9121 |
0.9144 |
| PP |
0.9113 |
0.9113 |
0.9113 |
0.9117 |
| S1 |
0.9095 |
0.9095 |
0.9114 |
0.9104 |
| S2 |
0.9073 |
0.9073 |
0.9110 |
|
| S3 |
0.9034 |
0.9056 |
0.9107 |
|
| S4 |
0.8994 |
0.9016 |
0.9096 |
|
|
| Weekly Pivots for week ending 22-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9591 |
0.9529 |
0.9234 |
|
| R3 |
0.9431 |
0.9369 |
0.9190 |
|
| R2 |
0.9271 |
0.9271 |
0.9175 |
|
| R1 |
0.9209 |
0.9209 |
0.9161 |
0.9240 |
| PP |
0.9111 |
0.9111 |
0.9111 |
0.9127 |
| S1 |
0.9049 |
0.9049 |
0.9131 |
0.9080 |
| S2 |
0.8951 |
0.8951 |
0.9117 |
|
| S3 |
0.8791 |
0.8889 |
0.9102 |
|
| S4 |
0.8631 |
0.8729 |
0.9058 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9181 |
0.9075 |
0.0107 |
1.2% |
0.0060 |
0.7% |
40% |
False |
False |
136,451 |
| 10 |
0.9181 |
0.9001 |
0.0181 |
2.0% |
0.0055 |
0.6% |
65% |
False |
False |
119,088 |
| 20 |
0.9181 |
0.8991 |
0.0190 |
2.1% |
0.0048 |
0.5% |
66% |
False |
False |
68,770 |
| 40 |
0.9314 |
0.8991 |
0.0323 |
3.5% |
0.0043 |
0.5% |
39% |
False |
False |
34,688 |
| 60 |
0.9500 |
0.8991 |
0.0509 |
5.6% |
0.0046 |
0.5% |
25% |
False |
False |
23,168 |
| 80 |
0.9500 |
0.8939 |
0.0561 |
6.1% |
0.0043 |
0.5% |
32% |
False |
False |
17,389 |
| 100 |
0.9500 |
0.8926 |
0.0574 |
6.3% |
0.0036 |
0.4% |
33% |
False |
False |
13,912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9298 |
|
2.618 |
0.9233 |
|
1.618 |
0.9194 |
|
1.000 |
0.9170 |
|
0.618 |
0.9154 |
|
HIGH |
0.9130 |
|
0.618 |
0.9115 |
|
0.500 |
0.9110 |
|
0.382 |
0.9106 |
|
LOW |
0.9091 |
|
0.618 |
0.9066 |
|
1.000 |
0.9051 |
|
1.618 |
0.9027 |
|
2.618 |
0.8987 |
|
4.250 |
0.8923 |
|
|
| Fisher Pivots for day following 27-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9115 |
0.9136 |
| PP |
0.9113 |
0.9130 |
| S1 |
0.9110 |
0.9124 |
|