CME Japanese Yen Future June 2021
| Trading Metrics calculated at close of trading on 25-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2021 |
25-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9215 |
0.9204 |
-0.0011 |
-0.1% |
0.9183 |
| High |
0.9228 |
0.9205 |
-0.0023 |
-0.2% |
0.9215 |
| Low |
0.9185 |
0.9161 |
-0.0024 |
-0.3% |
0.9152 |
| Close |
0.9208 |
0.9171 |
-0.0037 |
-0.4% |
0.9192 |
| Range |
0.0044 |
0.0045 |
0.0001 |
2.3% |
0.0063 |
| ATR |
0.0048 |
0.0048 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
87,900 |
86,454 |
-1,446 |
-1.6% |
519,903 |
|
| Daily Pivots for day following 25-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9312 |
0.9286 |
0.9195 |
|
| R3 |
0.9268 |
0.9242 |
0.9183 |
|
| R2 |
0.9223 |
0.9223 |
0.9179 |
|
| R1 |
0.9197 |
0.9197 |
0.9175 |
0.9188 |
| PP |
0.9179 |
0.9179 |
0.9179 |
0.9174 |
| S1 |
0.9153 |
0.9153 |
0.9167 |
0.9144 |
| S2 |
0.9134 |
0.9134 |
0.9163 |
|
| S3 |
0.9090 |
0.9108 |
0.9159 |
|
| S4 |
0.9045 |
0.9064 |
0.9147 |
|
|
| 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 |
0.9161 |
0.0072 |
0.8% |
0.0041 |
0.4% |
15% |
False |
True |
90,699 |
| 10 |
0.9232 |
0.9152 |
0.0081 |
0.9% |
0.0045 |
0.5% |
24% |
False |
False |
98,588 |
| 20 |
0.9458 |
0.9152 |
0.0306 |
3.3% |
0.0050 |
0.5% |
6% |
False |
False |
63,423 |
| 40 |
0.9622 |
0.9152 |
0.0471 |
5.1% |
0.0049 |
0.5% |
4% |
False |
False |
31,841 |
| 60 |
0.9763 |
0.9152 |
0.0612 |
6.7% |
0.0048 |
0.5% |
3% |
False |
False |
21,237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9394 |
|
2.618 |
0.9322 |
|
1.618 |
0.9277 |
|
1.000 |
0.9250 |
|
0.618 |
0.9233 |
|
HIGH |
0.9205 |
|
0.618 |
0.9188 |
|
0.500 |
0.9183 |
|
0.382 |
0.9177 |
|
LOW |
0.9161 |
|
0.618 |
0.9133 |
|
1.000 |
0.9116 |
|
1.618 |
0.9088 |
|
2.618 |
0.9044 |
|
4.250 |
0.8971 |
|
|
| Fisher Pivots for day following 25-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9183 |
0.9196 |
| PP |
0.9179 |
0.9188 |
| S1 |
0.9175 |
0.9179 |
|