CME Japanese Yen Future June 2021
| Trading Metrics calculated at close of trading on 12-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2021 |
12-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9233 |
0.9224 |
-0.0009 |
-0.1% |
0.9234 |
| High |
0.9237 |
0.9225 |
-0.0013 |
-0.1% |
0.9242 |
| Low |
0.9199 |
0.9169 |
-0.0030 |
-0.3% |
0.9163 |
| Close |
0.9229 |
0.9177 |
-0.0052 |
-0.6% |
0.9177 |
| Range |
0.0039 |
0.0056 |
0.0018 |
45.5% |
0.0079 |
| ATR |
0.0052 |
0.0052 |
0.0001 |
1.2% |
0.0000 |
| Volume |
93,098 |
125,150 |
32,052 |
34.4% |
384,875 |
|
| Daily Pivots for day following 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9358 |
0.9324 |
0.9208 |
|
| R3 |
0.9302 |
0.9268 |
0.9192 |
|
| R2 |
0.9246 |
0.9246 |
0.9187 |
|
| R1 |
0.9212 |
0.9212 |
0.9182 |
0.9201 |
| PP |
0.9190 |
0.9190 |
0.9190 |
0.9185 |
| S1 |
0.9156 |
0.9156 |
0.9172 |
0.9145 |
| S2 |
0.9134 |
0.9134 |
0.9167 |
|
| S3 |
0.9078 |
0.9100 |
0.9162 |
|
| S4 |
0.9022 |
0.9044 |
0.9146 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9430 |
0.9382 |
0.9220 |
|
| R3 |
0.9351 |
0.9303 |
0.9199 |
|
| R2 |
0.9273 |
0.9273 |
0.9191 |
|
| R1 |
0.9225 |
0.9225 |
0.9184 |
0.9210 |
| PP |
0.9194 |
0.9194 |
0.9194 |
0.9186 |
| S1 |
0.9146 |
0.9146 |
0.9170 |
0.9131 |
| S2 |
0.9116 |
0.9116 |
0.9163 |
|
| S3 |
0.9037 |
0.9068 |
0.9155 |
|
| S4 |
0.8959 |
0.8989 |
0.9134 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9242 |
0.9163 |
0.0079 |
0.9% |
0.0053 |
0.6% |
17% |
False |
False |
76,975 |
| 10 |
0.9412 |
0.9163 |
0.0248 |
2.7% |
0.0053 |
0.6% |
5% |
False |
False |
40,495 |
| 20 |
0.9559 |
0.9163 |
0.0395 |
4.3% |
0.0055 |
0.6% |
3% |
False |
False |
20,585 |
| 40 |
0.9693 |
0.9163 |
0.0529 |
5.8% |
0.0047 |
0.5% |
3% |
False |
False |
10,331 |
| 60 |
0.9763 |
0.9163 |
0.0600 |
6.5% |
0.0047 |
0.5% |
2% |
False |
False |
6,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9463 |
|
2.618 |
0.9371 |
|
1.618 |
0.9315 |
|
1.000 |
0.9281 |
|
0.618 |
0.9259 |
|
HIGH |
0.9225 |
|
0.618 |
0.9203 |
|
0.500 |
0.9197 |
|
0.382 |
0.9190 |
|
LOW |
0.9169 |
|
0.618 |
0.9134 |
|
1.000 |
0.9113 |
|
1.618 |
0.9078 |
|
2.618 |
0.9022 |
|
4.250 |
0.8931 |
|
|
| Fisher Pivots for day following 12-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9197 |
0.9204 |
| PP |
0.9190 |
0.9195 |
| S1 |
0.9184 |
0.9186 |
|