CME Japanese Yen Future June 2019
| Trading Metrics calculated at close of trading on 29-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2019 |
29-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9109 |
0.9092 |
-0.0017 |
-0.2% |
0.9153 |
| High |
0.9145 |
0.9102 |
-0.0044 |
-0.5% |
0.9181 |
| Low |
0.9077 |
0.9067 |
-0.0011 |
-0.1% |
0.9067 |
| Close |
0.9100 |
0.9079 |
-0.0021 |
-0.2% |
0.9079 |
| Range |
0.0068 |
0.0035 |
-0.0033 |
-48.5% |
0.0115 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
126,549 |
128,152 |
1,603 |
1.3% |
633,014 |
|
| Daily Pivots for day following 29-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9187 |
0.9168 |
0.9098 |
|
| R3 |
0.9152 |
0.9133 |
0.9088 |
|
| R2 |
0.9117 |
0.9117 |
0.9085 |
|
| R1 |
0.9098 |
0.9098 |
0.9082 |
0.9090 |
| PP |
0.9082 |
0.9082 |
0.9082 |
0.9078 |
| S1 |
0.9063 |
0.9063 |
0.9075 |
0.9055 |
| S2 |
0.9047 |
0.9047 |
0.9072 |
|
| S3 |
0.9012 |
0.9028 |
0.9069 |
|
| S4 |
0.8977 |
0.8993 |
0.9059 |
|
|
| Weekly Pivots for week ending 29-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9454 |
0.9381 |
0.9142 |
|
| R3 |
0.9339 |
0.9266 |
0.9110 |
|
| R2 |
0.9224 |
0.9224 |
0.9100 |
|
| R1 |
0.9151 |
0.9151 |
0.9089 |
0.9130 |
| PP |
0.9109 |
0.9109 |
0.9109 |
0.9098 |
| S1 |
0.9036 |
0.9036 |
0.9068 |
0.9015 |
| S2 |
0.8994 |
0.8994 |
0.9057 |
|
| S3 |
0.8879 |
0.8921 |
0.9047 |
|
| S4 |
0.8764 |
0.8806 |
0.9015 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9181 |
0.9067 |
0.0115 |
1.3% |
0.0051 |
0.6% |
10% |
False |
True |
126,602 |
| 10 |
0.9181 |
0.9014 |
0.0168 |
1.9% |
0.0055 |
0.6% |
39% |
False |
False |
122,989 |
| 20 |
0.9181 |
0.8991 |
0.0190 |
2.1% |
0.0047 |
0.5% |
46% |
False |
False |
81,304 |
| 40 |
0.9291 |
0.8991 |
0.0300 |
3.3% |
0.0043 |
0.5% |
29% |
False |
False |
41,052 |
| 60 |
0.9500 |
0.8991 |
0.0509 |
5.6% |
0.0045 |
0.5% |
17% |
False |
False |
27,410 |
| 80 |
0.9500 |
0.8939 |
0.0561 |
6.2% |
0.0044 |
0.5% |
25% |
False |
False |
20,573 |
| 100 |
0.9500 |
0.8926 |
0.0574 |
6.3% |
0.0037 |
0.4% |
27% |
False |
False |
16,459 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9250 |
|
2.618 |
0.9193 |
|
1.618 |
0.9158 |
|
1.000 |
0.9137 |
|
0.618 |
0.9123 |
|
HIGH |
0.9102 |
|
0.618 |
0.9088 |
|
0.500 |
0.9084 |
|
0.382 |
0.9080 |
|
LOW |
0.9067 |
|
0.618 |
0.9045 |
|
1.000 |
0.9032 |
|
1.618 |
0.9010 |
|
2.618 |
0.8975 |
|
4.250 |
0.8918 |
|
|
| Fisher Pivots for day following 29-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9084 |
0.9106 |
| PP |
0.9082 |
0.9097 |
| S1 |
0.9080 |
0.9088 |
|