CME Japanese Yen Future March 2021
| Trading Metrics calculated at close of trading on 24-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2021 |
24-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9521 |
0.9504 |
-0.0017 |
-0.2% |
0.9531 |
| High |
0.9533 |
0.9508 |
-0.0025 |
-0.3% |
0.9532 |
| Low |
0.9486 |
0.9426 |
-0.0061 |
-0.6% |
0.9416 |
| Close |
0.9496 |
0.9441 |
-0.0056 |
-0.6% |
0.9481 |
| Range |
0.0047 |
0.0083 |
0.0036 |
77.4% |
0.0116 |
| ATR |
0.0048 |
0.0051 |
0.0002 |
5.1% |
0.0000 |
| Volume |
84,066 |
130,195 |
46,129 |
54.9% |
456,936 |
|
| Daily Pivots for day following 24-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9706 |
0.9656 |
0.9486 |
|
| R3 |
0.9623 |
0.9573 |
0.9463 |
|
| R2 |
0.9541 |
0.9541 |
0.9456 |
|
| R1 |
0.9491 |
0.9491 |
0.9448 |
0.9474 |
| PP |
0.9458 |
0.9458 |
0.9458 |
0.9450 |
| S1 |
0.9408 |
0.9408 |
0.9433 |
0.9392 |
| S2 |
0.9376 |
0.9376 |
0.9425 |
|
| S3 |
0.9293 |
0.9326 |
0.9418 |
|
| S4 |
0.9211 |
0.9243 |
0.9395 |
|
|
| 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 |
0.9533 |
0.9426 |
0.0107 |
1.1% |
0.0057 |
0.6% |
14% |
False |
True |
103,422 |
| 10 |
0.9580 |
0.9416 |
0.0164 |
1.7% |
0.0053 |
0.6% |
15% |
False |
False |
99,749 |
| 20 |
0.9658 |
0.9416 |
0.0243 |
2.6% |
0.0050 |
0.5% |
10% |
False |
False |
97,151 |
| 40 |
0.9755 |
0.9416 |
0.0339 |
3.6% |
0.0048 |
0.5% |
7% |
False |
False |
89,700 |
| 60 |
0.9755 |
0.9416 |
0.0339 |
3.6% |
0.0048 |
0.5% |
7% |
False |
False |
81,719 |
| 80 |
0.9755 |
0.9416 |
0.0339 |
3.6% |
0.0051 |
0.5% |
7% |
False |
False |
61,327 |
| 100 |
0.9755 |
0.9416 |
0.0339 |
3.6% |
0.0049 |
0.5% |
7% |
False |
False |
49,089 |
| 120 |
0.9755 |
0.9416 |
0.0339 |
3.6% |
0.0047 |
0.5% |
7% |
False |
False |
40,912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9859 |
|
2.618 |
0.9724 |
|
1.618 |
0.9641 |
|
1.000 |
0.9591 |
|
0.618 |
0.9559 |
|
HIGH |
0.9508 |
|
0.618 |
0.9476 |
|
0.500 |
0.9467 |
|
0.382 |
0.9457 |
|
LOW |
0.9426 |
|
0.618 |
0.9375 |
|
1.000 |
0.9343 |
|
1.618 |
0.9292 |
|
2.618 |
0.9210 |
|
4.250 |
0.9075 |
|
|
| Fisher Pivots for day following 24-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9467 |
0.9479 |
| PP |
0.9458 |
0.9466 |
| S1 |
0.9449 |
0.9453 |
|