CME Japanese Yen Future June 2019
| Trading Metrics calculated at close of trading on 28-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2019 |
28-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9100 |
0.9109 |
0.0009 |
0.1% |
0.9035 |
| High |
0.9130 |
0.9145 |
0.0015 |
0.2% |
0.9174 |
| Low |
0.9091 |
0.9077 |
-0.0014 |
-0.1% |
0.9014 |
| Close |
0.9118 |
0.9100 |
-0.0018 |
-0.2% |
0.9146 |
| Range |
0.0040 |
0.0068 |
0.0029 |
72.2% |
0.0160 |
| ATR |
0.0049 |
0.0050 |
0.0001 |
2.8% |
0.0000 |
| Volume |
126,189 |
126,549 |
360 |
0.3% |
596,885 |
|
| Daily Pivots for day following 28-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9311 |
0.9273 |
0.9137 |
|
| R3 |
0.9243 |
0.9205 |
0.9118 |
|
| R2 |
0.9175 |
0.9175 |
0.9112 |
|
| R1 |
0.9137 |
0.9137 |
0.9106 |
0.9122 |
| PP |
0.9107 |
0.9107 |
0.9107 |
0.9100 |
| S1 |
0.9069 |
0.9069 |
0.9093 |
0.9054 |
| S2 |
0.9039 |
0.9039 |
0.9087 |
|
| S3 |
0.8971 |
0.9001 |
0.9081 |
|
| S4 |
0.8903 |
0.8933 |
0.9062 |
|
|
| 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 |
0.9077 |
0.0104 |
1.1% |
0.0062 |
0.7% |
22% |
False |
True |
138,005 |
| 10 |
0.9181 |
0.9001 |
0.0181 |
2.0% |
0.0056 |
0.6% |
55% |
False |
False |
121,955 |
| 20 |
0.9181 |
0.8991 |
0.0190 |
2.1% |
0.0048 |
0.5% |
57% |
False |
False |
74,944 |
| 40 |
0.9314 |
0.8991 |
0.0323 |
3.6% |
0.0043 |
0.5% |
34% |
False |
False |
37,850 |
| 60 |
0.9500 |
0.8991 |
0.0509 |
5.6% |
0.0046 |
0.5% |
21% |
False |
False |
25,276 |
| 80 |
0.9500 |
0.8939 |
0.0561 |
6.2% |
0.0044 |
0.5% |
29% |
False |
False |
18,971 |
| 100 |
0.9500 |
0.8926 |
0.0574 |
6.3% |
0.0037 |
0.4% |
30% |
False |
False |
15,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9434 |
|
2.618 |
0.9323 |
|
1.618 |
0.9255 |
|
1.000 |
0.9213 |
|
0.618 |
0.9187 |
|
HIGH |
0.9145 |
|
0.618 |
0.9119 |
|
0.500 |
0.9111 |
|
0.382 |
0.9103 |
|
LOW |
0.9077 |
|
0.618 |
0.9035 |
|
1.000 |
0.9009 |
|
1.618 |
0.8967 |
|
2.618 |
0.8899 |
|
4.250 |
0.8788 |
|
|
| Fisher Pivots for day following 28-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9111 |
0.9116 |
| PP |
0.9107 |
0.9110 |
| S1 |
0.9103 |
0.9105 |
|