CME Japanese Yen Future June 2021
| Trading Metrics calculated at close of trading on 24-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2021 |
24-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9195 |
0.9215 |
0.0020 |
0.2% |
0.9183 |
| High |
0.9232 |
0.9228 |
-0.0004 |
0.0% |
0.9215 |
| Low |
0.9192 |
0.9185 |
-0.0008 |
-0.1% |
0.9152 |
| Close |
0.9203 |
0.9208 |
0.0005 |
0.0% |
0.9192 |
| Range |
0.0040 |
0.0044 |
0.0004 |
8.8% |
0.0063 |
| ATR |
0.0049 |
0.0048 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
89,084 |
87,900 |
-1,184 |
-1.3% |
519,903 |
|
| Daily Pivots for day following 24-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9337 |
0.9316 |
0.9231 |
|
| R3 |
0.9294 |
0.9272 |
0.9219 |
|
| R2 |
0.9250 |
0.9250 |
0.9215 |
|
| R1 |
0.9229 |
0.9229 |
0.9211 |
0.9218 |
| PP |
0.9207 |
0.9207 |
0.9207 |
0.9201 |
| S1 |
0.9185 |
0.9185 |
0.9204 |
0.9174 |
| S2 |
0.9163 |
0.9163 |
0.9200 |
|
| S3 |
0.9120 |
0.9142 |
0.9196 |
|
| S4 |
0.9076 |
0.9098 |
0.9184 |
|
|
| Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9375 |
0.9346 |
0.9226 |
|
| R3 |
0.9312 |
0.9283 |
0.9209 |
|
| R2 |
0.9249 |
0.9249 |
0.9203 |
|
| R1 |
0.9220 |
0.9220 |
0.9197 |
0.9235 |
| PP |
0.9186 |
0.9186 |
0.9186 |
0.9193 |
| S1 |
0.9157 |
0.9157 |
0.9186 |
0.9172 |
| S2 |
0.9123 |
0.9123 |
0.9180 |
|
| S3 |
0.9060 |
0.9094 |
0.9174 |
|
| S4 |
0.8997 |
0.9031 |
0.9157 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9232 |
0.9155 |
0.0077 |
0.8% |
0.0044 |
0.5% |
68% |
False |
False |
99,688 |
| 10 |
0.9237 |
0.9152 |
0.0086 |
0.9% |
0.0044 |
0.5% |
65% |
False |
False |
99,252 |
| 20 |
0.9458 |
0.9152 |
0.0306 |
3.3% |
0.0050 |
0.5% |
18% |
False |
False |
59,133 |
| 40 |
0.9669 |
0.9152 |
0.0517 |
5.6% |
0.0049 |
0.5% |
11% |
False |
False |
29,681 |
| 60 |
0.9763 |
0.9152 |
0.0612 |
6.6% |
0.0048 |
0.5% |
9% |
False |
False |
19,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9413 |
|
2.618 |
0.9342 |
|
1.618 |
0.9298 |
|
1.000 |
0.9272 |
|
0.618 |
0.9255 |
|
HIGH |
0.9228 |
|
0.618 |
0.9211 |
|
0.500 |
0.9206 |
|
0.382 |
0.9201 |
|
LOW |
0.9185 |
|
0.618 |
0.9158 |
|
1.000 |
0.9141 |
|
1.618 |
0.9114 |
|
2.618 |
0.9071 |
|
4.250 |
0.9000 |
|
|
| Fisher Pivots for day following 24-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9207 |
0.9208 |
| PP |
0.9207 |
0.9208 |
| S1 |
0.9206 |
0.9208 |
|