CME Japanese Yen Future March 2021
Trading Metrics calculated at close of trading on 12-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2021 |
12-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
0.9563 |
0.9547 |
-0.0016 |
-0.2% |
0.9493 |
High |
0.9568 |
0.9551 |
-0.0017 |
-0.2% |
0.9580 |
Low |
0.9544 |
0.9509 |
-0.0035 |
-0.4% |
0.9466 |
Close |
0.9548 |
0.9528 |
-0.0020 |
-0.2% |
0.9528 |
Range |
0.0024 |
0.0042 |
0.0018 |
72.9% |
0.0114 |
ATR |
0.0044 |
0.0044 |
0.0000 |
-0.4% |
0.0000 |
Volume |
49,800 |
76,741 |
26,941 |
54.1% |
396,600 |
|
Daily Pivots for day following 12-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9654 |
0.9632 |
0.9551 |
|
R3 |
0.9612 |
0.9591 |
0.9539 |
|
R2 |
0.9571 |
0.9571 |
0.9536 |
|
R1 |
0.9549 |
0.9549 |
0.9532 |
0.9539 |
PP |
0.9529 |
0.9529 |
0.9529 |
0.9524 |
S1 |
0.9508 |
0.9508 |
0.9524 |
0.9498 |
S2 |
0.9488 |
0.9488 |
0.9520 |
|
S3 |
0.9446 |
0.9466 |
0.9517 |
|
S4 |
0.9405 |
0.9425 |
0.9505 |
|
|
Weekly Pivots for week ending 12-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9865 |
0.9810 |
0.9590 |
|
R3 |
0.9752 |
0.9697 |
0.9559 |
|
R2 |
0.9638 |
0.9638 |
0.9549 |
|
R1 |
0.9583 |
0.9583 |
0.9538 |
0.9611 |
PP |
0.9525 |
0.9525 |
0.9525 |
0.9538 |
S1 |
0.9470 |
0.9470 |
0.9518 |
0.9497 |
S2 |
0.9411 |
0.9411 |
0.9507 |
|
S3 |
0.9298 |
0.9356 |
0.9497 |
|
S4 |
0.9184 |
0.9243 |
0.9466 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9580 |
0.9466 |
0.0114 |
1.2% |
0.0046 |
0.5% |
55% |
False |
False |
79,320 |
10 |
0.9580 |
0.9458 |
0.0122 |
1.3% |
0.0041 |
0.4% |
58% |
False |
False |
81,124 |
20 |
0.9683 |
0.9458 |
0.0225 |
2.4% |
0.0040 |
0.4% |
31% |
False |
False |
83,495 |
40 |
0.9755 |
0.9458 |
0.0297 |
3.1% |
0.0046 |
0.5% |
24% |
False |
False |
86,073 |
60 |
0.9755 |
0.9458 |
0.0297 |
3.1% |
0.0046 |
0.5% |
24% |
False |
False |
68,715 |
80 |
0.9755 |
0.9458 |
0.0297 |
3.1% |
0.0050 |
0.5% |
24% |
False |
False |
51,578 |
100 |
0.9755 |
0.9444 |
0.0311 |
3.3% |
0.0047 |
0.5% |
27% |
False |
False |
41,272 |
120 |
0.9755 |
0.9386 |
0.0369 |
3.9% |
0.0047 |
0.5% |
39% |
False |
False |
34,396 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9727 |
2.618 |
0.9659 |
1.618 |
0.9618 |
1.000 |
0.9592 |
0.618 |
0.9576 |
HIGH |
0.9551 |
0.618 |
0.9535 |
0.500 |
0.9530 |
0.382 |
0.9525 |
LOW |
0.9509 |
0.618 |
0.9483 |
1.000 |
0.9468 |
1.618 |
0.9442 |
2.618 |
0.9400 |
4.250 |
0.9333 |
|
|
Fisher Pivots for day following 12-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
0.9530 |
0.9544 |
PP |
0.9529 |
0.9539 |
S1 |
0.9529 |
0.9533 |
|