CME Japanese Yen Future June 2021
| Trading Metrics calculated at close of trading on 18-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2021 |
18-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9182 |
0.9195 |
0.0013 |
0.1% |
0.9234 |
| High |
0.9204 |
0.9214 |
0.0010 |
0.1% |
0.9242 |
| Low |
0.9155 |
0.9155 |
0.0000 |
0.0% |
0.9163 |
| Close |
0.9195 |
0.9182 |
-0.0013 |
-0.1% |
0.9177 |
| Range |
0.0049 |
0.0059 |
0.0010 |
19.4% |
0.0079 |
| ATR |
0.0051 |
0.0051 |
0.0001 |
1.1% |
0.0000 |
| Volume |
113,046 |
131,399 |
18,353 |
16.2% |
384,875 |
|
| Daily Pivots for day following 18-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9359 |
0.9329 |
0.9214 |
|
| R3 |
0.9301 |
0.9271 |
0.9198 |
|
| R2 |
0.9242 |
0.9242 |
0.9193 |
|
| R1 |
0.9212 |
0.9212 |
0.9187 |
0.9198 |
| PP |
0.9184 |
0.9184 |
0.9184 |
0.9176 |
| S1 |
0.9154 |
0.9154 |
0.9177 |
0.9139 |
| S2 |
0.9125 |
0.9125 |
0.9171 |
|
| S3 |
0.9067 |
0.9095 |
0.9166 |
|
| S4 |
0.9008 |
0.9037 |
0.9150 |
|
|
| 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 |
0.9225 |
0.9152 |
0.0073 |
0.8% |
0.0049 |
0.5% |
42% |
False |
False |
106,476 |
| 10 |
0.9284 |
0.9152 |
0.0133 |
1.4% |
0.0053 |
0.6% |
23% |
False |
False |
80,050 |
| 20 |
0.9541 |
0.9152 |
0.0389 |
4.2% |
0.0054 |
0.6% |
8% |
False |
False |
40,904 |
| 40 |
0.9693 |
0.9152 |
0.0541 |
5.9% |
0.0048 |
0.5% |
6% |
False |
False |
20,508 |
| 60 |
0.9763 |
0.9152 |
0.0612 |
6.7% |
0.0048 |
0.5% |
5% |
False |
False |
13,681 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9462 |
|
2.618 |
0.9367 |
|
1.618 |
0.9308 |
|
1.000 |
0.9272 |
|
0.618 |
0.9250 |
|
HIGH |
0.9214 |
|
0.618 |
0.9191 |
|
0.500 |
0.9184 |
|
0.382 |
0.9177 |
|
LOW |
0.9155 |
|
0.618 |
0.9119 |
|
1.000 |
0.9097 |
|
1.618 |
0.9060 |
|
2.618 |
0.9002 |
|
4.250 |
0.8906 |
|
|
| Fisher Pivots for day following 18-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9184 |
0.9184 |
| PP |
0.9184 |
0.9184 |
| S1 |
0.9183 |
0.9183 |
|