CME Japanese Yen Future March 2021
| Trading Metrics calculated at close of trading on 22-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2021 |
22-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9464 |
0.9481 |
0.0017 |
0.2% |
0.9531 |
| High |
0.9504 |
0.9527 |
0.0023 |
0.2% |
0.9532 |
| Low |
0.9458 |
0.9449 |
-0.0009 |
-0.1% |
0.9416 |
| Close |
0.9481 |
0.9524 |
0.0043 |
0.4% |
0.9481 |
| Range |
0.0047 |
0.0078 |
0.0031 |
66.7% |
0.0116 |
| ATR |
0.0046 |
0.0048 |
0.0002 |
4.9% |
0.0000 |
| Volume |
109,246 |
110,752 |
1,506 |
1.4% |
456,936 |
|
| Daily Pivots for day following 22-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9732 |
0.9705 |
0.9566 |
|
| R3 |
0.9655 |
0.9628 |
0.9545 |
|
| R2 |
0.9577 |
0.9577 |
0.9538 |
|
| R1 |
0.9550 |
0.9550 |
0.9531 |
0.9564 |
| PP |
0.9500 |
0.9500 |
0.9500 |
0.9506 |
| S1 |
0.9473 |
0.9473 |
0.9516 |
0.9486 |
| S2 |
0.9422 |
0.9422 |
0.9509 |
|
| S3 |
0.9345 |
0.9395 |
0.9502 |
|
| S4 |
0.9267 |
0.9318 |
0.9481 |
|
|
| 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 |
0.9532 |
0.9416 |
0.0116 |
1.2% |
0.0059 |
0.6% |
93% |
False |
False |
113,537 |
| 10 |
0.9580 |
0.9416 |
0.0164 |
1.7% |
0.0053 |
0.6% |
66% |
False |
False |
96,428 |
| 20 |
0.9662 |
0.9416 |
0.0246 |
2.6% |
0.0046 |
0.5% |
44% |
False |
False |
92,672 |
| 40 |
0.9755 |
0.9416 |
0.0339 |
3.6% |
0.0047 |
0.5% |
32% |
False |
False |
87,612 |
| 60 |
0.9755 |
0.9416 |
0.0339 |
3.6% |
0.0047 |
0.5% |
32% |
False |
False |
78,157 |
| 80 |
0.9755 |
0.9416 |
0.0339 |
3.6% |
0.0051 |
0.5% |
32% |
False |
False |
58,649 |
| 100 |
0.9755 |
0.9416 |
0.0339 |
3.6% |
0.0048 |
0.5% |
32% |
False |
False |
46,947 |
| 120 |
0.9755 |
0.9416 |
0.0339 |
3.6% |
0.0047 |
0.5% |
32% |
False |
False |
39,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9856 |
|
2.618 |
0.9729 |
|
1.618 |
0.9652 |
|
1.000 |
0.9604 |
|
0.618 |
0.9574 |
|
HIGH |
0.9527 |
|
0.618 |
0.9497 |
|
0.500 |
0.9488 |
|
0.382 |
0.9479 |
|
LOW |
0.9449 |
|
0.618 |
0.9401 |
|
1.000 |
0.9372 |
|
1.618 |
0.9324 |
|
2.618 |
0.9246 |
|
4.250 |
0.9120 |
|
|
| Fisher Pivots for day following 22-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9512 |
0.9510 |
| PP |
0.9500 |
0.9497 |
| S1 |
0.9488 |
0.9484 |
|