CME Japanese Yen Future March 2021


Trading Metrics calculated at close of trading on 02-Mar-2021
Day Change Summary
Previous Current
01-Mar-2021 02-Mar-2021 Change Change % Previous Week
Open 0.9383 0.9366 -0.0018 -0.2% 0.9481
High 0.9402 0.9375 -0.0027 -0.3% 0.9533
Low 0.9357 0.9350 -0.0007 -0.1% 0.9374
Close 0.9364 0.9368 0.0004 0.0% 0.9379
Range 0.0046 0.0025 -0.0021 -45.1% 0.0159
ATR 0.0052 0.0050 -0.0002 -3.7% 0.0000
Volume 87,290 75,157 -12,133 -13.9% 609,882
Daily Pivots for day following 02-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.9439 0.9429 0.9382
R3 0.9414 0.9404 0.9375
R2 0.9389 0.9389 0.9373
R1 0.9379 0.9379 0.9370 0.9384
PP 0.9364 0.9364 0.9364 0.9367
S1 0.9354 0.9354 0.9366 0.9359
S2 0.9339 0.9339 0.9363
S3 0.9314 0.9329 0.9361
S4 0.9289 0.9304 0.9354
Weekly Pivots for week ending 26-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.9905 0.9801 0.9466
R3 0.9746 0.9642 0.9422
R2 0.9587 0.9587 0.9408
R1 0.9483 0.9483 0.9393 0.9456
PP 0.9428 0.9428 0.9428 0.9415
S1 0.9324 0.9324 0.9364 0.9297
S2 0.9269 0.9269 0.9349
S3 0.9110 0.9165 0.9335
S4 0.8951 0.9006 0.9291
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9508 0.9350 0.0158 1.7% 0.0056 0.6% 11% False True 115,502
10 0.9533 0.9350 0.0183 1.9% 0.0052 0.6% 10% False True 107,951
20 0.9580 0.9350 0.0230 2.4% 0.0050 0.5% 8% False True 97,850
40 0.9755 0.9350 0.0405 4.3% 0.0049 0.5% 4% False True 93,957
60 0.9755 0.9350 0.0405 4.3% 0.0048 0.5% 4% False True 89,043
80 0.9755 0.9350 0.0405 4.3% 0.0052 0.6% 4% False True 66,916
100 0.9755 0.9350 0.0405 4.3% 0.0049 0.5% 4% False True 53,560
120 0.9755 0.9350 0.0405 4.3% 0.0048 0.5% 4% False True 44,639
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.9481
2.618 0.9440
1.618 0.9415
1.000 0.9400
0.618 0.9390
HIGH 0.9375
0.618 0.9365
0.500 0.9363
0.382 0.9360
LOW 0.9350
0.618 0.9335
1.000 0.9325
1.618 0.9310
2.618 0.9285
4.250 0.9244
Fisher Pivots for day following 02-Mar-2021
Pivot 1 day 3 day
R1 0.9366 0.9399
PP 0.9364 0.9389
S1 0.9363 0.9378

These figures are updated between 7pm and 10pm EST after a trading day.

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