CME Japanese Yen Future June 2019
| Trading Metrics calculated at close of trading on 01-Apr-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2019 |
01-Apr-2019 |
Change |
Change % |
Previous Week |
| Open |
0.9092 |
0.9065 |
-0.0027 |
-0.3% |
0.9153 |
| High |
0.9102 |
0.9080 |
-0.0022 |
-0.2% |
0.9181 |
| Low |
0.9067 |
0.9026 |
-0.0041 |
-0.5% |
0.9067 |
| Close |
0.9079 |
0.9031 |
-0.0048 |
-0.5% |
0.9079 |
| Range |
0.0035 |
0.0055 |
0.0020 |
55.7% |
0.0115 |
| ATR |
0.0049 |
0.0050 |
0.0000 |
0.8% |
0.0000 |
| Volume |
128,152 |
107,405 |
-20,747 |
-16.2% |
633,014 |
|
| Daily Pivots for day following 01-Apr-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9209 |
0.9175 |
0.9061 |
|
| R3 |
0.9155 |
0.9120 |
0.9046 |
|
| R2 |
0.9100 |
0.9100 |
0.9041 |
|
| R1 |
0.9066 |
0.9066 |
0.9036 |
0.9056 |
| PP |
0.9046 |
0.9046 |
0.9046 |
0.9041 |
| S1 |
0.9011 |
0.9011 |
0.9026 |
0.9001 |
| S2 |
0.8991 |
0.8991 |
0.9021 |
|
| S3 |
0.8937 |
0.8957 |
0.9016 |
|
| S4 |
0.8882 |
0.8902 |
0.9001 |
|
|
| 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 |
0.9154 |
0.9026 |
0.0129 |
1.4% |
0.0051 |
0.6% |
4% |
False |
True |
121,944 |
| 10 |
0.9181 |
0.9014 |
0.0168 |
1.9% |
0.0058 |
0.6% |
10% |
False |
False |
126,494 |
| 20 |
0.9181 |
0.8991 |
0.0190 |
2.1% |
0.0049 |
0.5% |
21% |
False |
False |
86,621 |
| 40 |
0.9233 |
0.8991 |
0.0242 |
2.7% |
0.0043 |
0.5% |
17% |
False |
False |
43,731 |
| 60 |
0.9414 |
0.8991 |
0.0423 |
4.7% |
0.0044 |
0.5% |
9% |
False |
False |
29,195 |
| 80 |
0.9500 |
0.8939 |
0.0561 |
6.2% |
0.0045 |
0.5% |
16% |
False |
False |
21,916 |
| 100 |
0.9500 |
0.8926 |
0.0574 |
6.4% |
0.0038 |
0.4% |
18% |
False |
False |
17,533 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9312 |
|
2.618 |
0.9223 |
|
1.618 |
0.9168 |
|
1.000 |
0.9135 |
|
0.618 |
0.9114 |
|
HIGH |
0.9080 |
|
0.618 |
0.9059 |
|
0.500 |
0.9053 |
|
0.382 |
0.9046 |
|
LOW |
0.9026 |
|
0.618 |
0.8992 |
|
1.000 |
0.8971 |
|
1.618 |
0.8937 |
|
2.618 |
0.8883 |
|
4.250 |
0.8794 |
|
|
| Fisher Pivots for day following 01-Apr-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.9053 |
0.9085 |
| PP |
0.9046 |
0.9067 |
| S1 |
0.9038 |
0.9049 |
|