CME Japanese Yen Future March 2021
| Trading Metrics calculated at close of trading on 03-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2021 |
03-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9366 |
0.9373 |
0.0007 |
0.1% |
0.9481 |
| High |
0.9375 |
0.9374 |
-0.0002 |
0.0% |
0.9533 |
| Low |
0.9350 |
0.9333 |
-0.0018 |
-0.2% |
0.9374 |
| Close |
0.9368 |
0.9349 |
-0.0020 |
-0.2% |
0.9379 |
| Range |
0.0025 |
0.0041 |
0.0016 |
64.0% |
0.0159 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
75,157 |
81,964 |
6,807 |
9.1% |
609,882 |
|
| Daily Pivots for day following 03-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9475 |
0.9453 |
0.9371 |
|
| R3 |
0.9434 |
0.9412 |
0.9360 |
|
| R2 |
0.9393 |
0.9393 |
0.9356 |
|
| R1 |
0.9371 |
0.9371 |
0.9352 |
0.9361 |
| PP |
0.9352 |
0.9352 |
0.9352 |
0.9347 |
| S1 |
0.9330 |
0.9330 |
0.9345 |
0.9320 |
| S2 |
0.9311 |
0.9311 |
0.9341 |
|
| S3 |
0.9270 |
0.9289 |
0.9337 |
|
| S4 |
0.9229 |
0.9248 |
0.9326 |
|
|
| 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 |
0.9449 |
0.9333 |
0.0116 |
1.2% |
0.0047 |
0.5% |
14% |
False |
True |
105,856 |
| 10 |
0.9533 |
0.9333 |
0.0200 |
2.1% |
0.0052 |
0.6% |
8% |
False |
True |
104,639 |
| 20 |
0.9580 |
0.9333 |
0.0247 |
2.6% |
0.0050 |
0.5% |
6% |
False |
True |
98,307 |
| 40 |
0.9755 |
0.9333 |
0.0422 |
4.5% |
0.0049 |
0.5% |
4% |
False |
True |
93,685 |
| 60 |
0.9755 |
0.9333 |
0.0422 |
4.5% |
0.0047 |
0.5% |
4% |
False |
True |
90,340 |
| 80 |
0.9755 |
0.9333 |
0.0422 |
4.5% |
0.0051 |
0.5% |
4% |
False |
True |
67,939 |
| 100 |
0.9755 |
0.9333 |
0.0422 |
4.5% |
0.0049 |
0.5% |
4% |
False |
True |
54,376 |
| 120 |
0.9755 |
0.9333 |
0.0422 |
4.5% |
0.0048 |
0.5% |
4% |
False |
True |
45,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9548 |
|
2.618 |
0.9481 |
|
1.618 |
0.9440 |
|
1.000 |
0.9415 |
|
0.618 |
0.9399 |
|
HIGH |
0.9374 |
|
0.618 |
0.9358 |
|
0.500 |
0.9353 |
|
0.382 |
0.9348 |
|
LOW |
0.9333 |
|
0.618 |
0.9307 |
|
1.000 |
0.9292 |
|
1.618 |
0.9266 |
|
2.618 |
0.9225 |
|
4.250 |
0.9158 |
|
|
| Fisher Pivots for day following 03-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9353 |
0.9367 |
| PP |
0.9352 |
0.9361 |
| S1 |
0.9350 |
0.9355 |
|