CME Japanese Yen Future March 2021
| Trading Metrics calculated at close of trading on 19-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2021 |
19-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9447 |
0.9464 |
0.0017 |
0.2% |
0.9531 |
| High |
0.9472 |
0.9504 |
0.0033 |
0.3% |
0.9532 |
| Low |
0.9442 |
0.9458 |
0.0016 |
0.2% |
0.9416 |
| Close |
0.9463 |
0.9481 |
0.0019 |
0.2% |
0.9481 |
| Range |
0.0030 |
0.0047 |
0.0017 |
57.6% |
0.0116 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
0.1% |
0.0000 |
| Volume |
82,854 |
109,246 |
26,392 |
31.9% |
456,936 |
|
| Daily Pivots for day following 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9620 |
0.9597 |
0.9507 |
|
| R3 |
0.9574 |
0.9551 |
0.9494 |
|
| R2 |
0.9527 |
0.9527 |
0.9490 |
|
| R1 |
0.9504 |
0.9504 |
0.9485 |
0.9516 |
| PP |
0.9481 |
0.9481 |
0.9481 |
0.9487 |
| S1 |
0.9458 |
0.9458 |
0.9477 |
0.9469 |
| S2 |
0.9434 |
0.9434 |
0.9472 |
|
| S3 |
0.9388 |
0.9411 |
0.9468 |
|
| S4 |
0.9341 |
0.9365 |
0.9455 |
|
|
| Weekly Pivots for week ending 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9824 |
0.9769 |
0.9545 |
|
| R3 |
0.9708 |
0.9653 |
0.9513 |
|
| R2 |
0.9592 |
0.9592 |
0.9502 |
|
| R1 |
0.9537 |
0.9537 |
0.9492 |
0.9506 |
| PP |
0.9476 |
0.9476 |
0.9476 |
0.9461 |
| S1 |
0.9421 |
0.9421 |
0.9470 |
0.9390 |
| S2 |
0.9360 |
0.9360 |
0.9460 |
|
| S3 |
0.9244 |
0.9305 |
0.9449 |
|
| S4 |
0.9128 |
0.9189 |
0.9417 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9551 |
0.9416 |
0.0135 |
1.4% |
0.0052 |
0.5% |
49% |
False |
False |
106,735 |
| 10 |
0.9580 |
0.9416 |
0.0164 |
1.7% |
0.0049 |
0.5% |
40% |
False |
False |
96,684 |
| 20 |
0.9669 |
0.9416 |
0.0253 |
2.7% |
0.0044 |
0.5% |
26% |
False |
False |
90,156 |
| 40 |
0.9755 |
0.9416 |
0.0339 |
3.6% |
0.0046 |
0.5% |
19% |
False |
False |
86,684 |
| 60 |
0.9755 |
0.9416 |
0.0339 |
3.6% |
0.0047 |
0.5% |
19% |
False |
False |
76,314 |
| 80 |
0.9755 |
0.9416 |
0.0339 |
3.6% |
0.0050 |
0.5% |
19% |
False |
False |
57,289 |
| 100 |
0.9755 |
0.9416 |
0.0339 |
3.6% |
0.0048 |
0.5% |
19% |
False |
False |
45,839 |
| 120 |
0.9755 |
0.9386 |
0.0369 |
3.9% |
0.0047 |
0.5% |
26% |
False |
False |
38,204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9702 |
|
2.618 |
0.9626 |
|
1.618 |
0.9579 |
|
1.000 |
0.9551 |
|
0.618 |
0.9533 |
|
HIGH |
0.9504 |
|
0.618 |
0.9486 |
|
0.500 |
0.9481 |
|
0.382 |
0.9475 |
|
LOW |
0.9458 |
|
0.618 |
0.9429 |
|
1.000 |
0.9411 |
|
1.618 |
0.9382 |
|
2.618 |
0.9336 |
|
4.250 |
0.9260 |
|
|
| Fisher Pivots for day following 19-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9481 |
0.9474 |
| PP |
0.9481 |
0.9467 |
| S1 |
0.9481 |
0.9460 |
|