CME Japanese Yen Future June 2021
| Trading Metrics calculated at close of trading on 09-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2021 |
09-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9234 |
0.9190 |
-0.0044 |
-0.5% |
0.9393 |
| High |
0.9242 |
0.9233 |
-0.0010 |
-0.1% |
0.9412 |
| Low |
0.9189 |
0.9163 |
-0.0025 |
-0.3% |
0.9214 |
| Close |
0.9195 |
0.9229 |
0.0034 |
0.4% |
0.9240 |
| Range |
0.0054 |
0.0069 |
0.0016 |
29.0% |
0.0198 |
| ATR |
0.0052 |
0.0053 |
0.0001 |
2.3% |
0.0000 |
| Volume |
27,176 |
53,095 |
25,919 |
95.4% |
20,079 |
|
| Daily Pivots for day following 09-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9415 |
0.9391 |
0.9266 |
|
| R3 |
0.9346 |
0.9322 |
0.9247 |
|
| R2 |
0.9277 |
0.9277 |
0.9241 |
|
| R1 |
0.9253 |
0.9253 |
0.9235 |
0.9265 |
| PP |
0.9208 |
0.9208 |
0.9208 |
0.9214 |
| S1 |
0.9184 |
0.9184 |
0.9222 |
0.9196 |
| S2 |
0.9139 |
0.9139 |
0.9216 |
|
| S3 |
0.9070 |
0.9115 |
0.9210 |
|
| S4 |
0.9001 |
0.9046 |
0.9191 |
|
|
| Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9881 |
0.9758 |
0.9349 |
|
| R3 |
0.9684 |
0.9561 |
0.9294 |
|
| R2 |
0.9486 |
0.9486 |
0.9276 |
|
| R1 |
0.9363 |
0.9363 |
0.9258 |
0.9326 |
| PP |
0.9289 |
0.9289 |
0.9289 |
0.9270 |
| S1 |
0.9166 |
0.9166 |
0.9222 |
0.9128 |
| S2 |
0.9091 |
0.9091 |
0.9204 |
|
| S3 |
0.8894 |
0.8968 |
0.9186 |
|
| S4 |
0.8696 |
0.8771 |
0.9131 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9382 |
0.9163 |
0.0219 |
2.4% |
0.0064 |
0.7% |
30% |
False |
True |
19,249 |
| 10 |
0.9516 |
0.9163 |
0.0353 |
3.8% |
0.0059 |
0.6% |
18% |
False |
True |
10,520 |
| 20 |
0.9589 |
0.9163 |
0.0426 |
4.6% |
0.0055 |
0.6% |
15% |
False |
True |
5,369 |
| 40 |
0.9693 |
0.9163 |
0.0529 |
5.7% |
0.0047 |
0.5% |
12% |
False |
True |
2,717 |
| 60 |
0.9763 |
0.9163 |
0.0600 |
6.5% |
0.0047 |
0.5% |
11% |
False |
True |
1,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9526 |
|
2.618 |
0.9413 |
|
1.618 |
0.9344 |
|
1.000 |
0.9302 |
|
0.618 |
0.9275 |
|
HIGH |
0.9233 |
|
0.618 |
0.9206 |
|
0.500 |
0.9198 |
|
0.382 |
0.9190 |
|
LOW |
0.9163 |
|
0.618 |
0.9121 |
|
1.000 |
0.9094 |
|
1.618 |
0.9052 |
|
2.618 |
0.8983 |
|
4.250 |
0.8870 |
|
|
| Fisher Pivots for day following 09-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9218 |
0.9227 |
| PP |
0.9208 |
0.9225 |
| S1 |
0.9198 |
0.9224 |
|