CME Japanese Yen Future June 2021


Trading Metrics calculated at close of trading on 01-Mar-2021
Day Change Summary
Previous Current
26-Feb-2021 01-Mar-2021 Change Change % Previous Week
Open 0.9418 0.9393 -0.0026 -0.3% 0.9489
High 0.9458 0.9412 -0.0046 -0.5% 0.9541
Low 0.9384 0.9366 -0.0018 -0.2% 0.9384
Close 0.9389 0.9374 -0.0015 -0.2% 0.9389
Range 0.0074 0.0046 -0.0028 -38.1% 0.0157
ATR 0.0051 0.0050 0.0000 -0.7% 0.0000
Volume 2,789 2,111 -678 -24.3% 5,420
Daily Pivots for day following 01-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.9520 0.9492 0.9399
R3 0.9475 0.9447 0.9386
R2 0.9429 0.9429 0.9382
R1 0.9401 0.9401 0.9378 0.9393
PP 0.9384 0.9384 0.9384 0.9379
S1 0.9356 0.9356 0.9369 0.9347
S2 0.9338 0.9338 0.9365
S3 0.9293 0.9310 0.9361
S4 0.9247 0.9265 0.9348
Weekly Pivots for week ending 26-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.9907 0.9804 0.9475
R3 0.9751 0.9648 0.9432
R2 0.9594 0.9594 0.9417
R1 0.9491 0.9491 0.9403 0.9465
PP 0.9438 0.9438 0.9438 0.9424
S1 0.9335 0.9335 0.9374 0.9308
S2 0.9281 0.9281 0.9360
S3 0.9125 0.9178 0.9345
S4 0.8968 0.9022 0.9302
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9541 0.9366 0.0175 1.9% 0.0059 0.6% 4% False True 1,448
10 0.9541 0.9366 0.0175 1.9% 0.0058 0.6% 4% False True 879
20 0.9589 0.9366 0.0223 2.4% 0.0048 0.5% 3% False True 494
40 0.9763 0.9366 0.0397 4.2% 0.0047 0.5% 2% False True 266
60 0.9763 0.9366 0.0397 4.2% 0.0044 0.5% 2% False True 183
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.0012
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9605
2.618 0.9531
1.618 0.9485
1.000 0.9457
0.618 0.9440
HIGH 0.9412
0.618 0.9394
0.500 0.9389
0.382 0.9383
LOW 0.9366
0.618 0.9338
1.000 0.9321
1.618 0.9292
2.618 0.9247
4.250 0.9173
Fisher Pivots for day following 01-Mar-2021
Pivot 1 day 3 day
R1 0.9389 0.9412
PP 0.9384 0.9399
S1 0.9379 0.9386

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

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