CME Japanese Yen Future March 2021
| Trading Metrics calculated at close of trading on 17-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2021 |
17-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9531 |
0.9426 |
-0.0105 |
-1.1% |
0.9493 |
| High |
0.9532 |
0.9456 |
-0.0076 |
-0.8% |
0.9580 |
| Low |
0.9430 |
0.9416 |
-0.0014 |
-0.1% |
0.9466 |
| Close |
0.9445 |
0.9444 |
-0.0002 |
0.0% |
0.9528 |
| Range |
0.0102 |
0.0041 |
-0.0062 |
-60.3% |
0.0114 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
149,748 |
115,088 |
-34,660 |
-23.1% |
396,600 |
|
| Daily Pivots for day following 17-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9560 |
0.9542 |
0.9466 |
|
| R3 |
0.9519 |
0.9502 |
0.9455 |
|
| R2 |
0.9479 |
0.9479 |
0.9451 |
|
| R1 |
0.9461 |
0.9461 |
0.9447 |
0.9470 |
| PP |
0.9438 |
0.9438 |
0.9438 |
0.9443 |
| S1 |
0.9421 |
0.9421 |
0.9440 |
0.9430 |
| S2 |
0.9398 |
0.9398 |
0.9436 |
|
| S3 |
0.9357 |
0.9380 |
0.9432 |
|
| S4 |
0.9317 |
0.9340 |
0.9421 |
|
|
| 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 |
0.9416 |
0.0164 |
1.7% |
0.0050 |
0.5% |
17% |
False |
True |
96,077 |
| 10 |
0.9580 |
0.9416 |
0.0164 |
1.7% |
0.0048 |
0.5% |
17% |
False |
True |
91,976 |
| 20 |
0.9683 |
0.9416 |
0.0267 |
2.8% |
0.0044 |
0.5% |
10% |
False |
True |
87,883 |
| 40 |
0.9755 |
0.9416 |
0.0339 |
3.6% |
0.0047 |
0.5% |
8% |
False |
True |
86,937 |
| 60 |
0.9755 |
0.9416 |
0.0339 |
3.6% |
0.0047 |
0.5% |
8% |
False |
True |
73,125 |
| 80 |
0.9755 |
0.9416 |
0.0339 |
3.6% |
0.0050 |
0.5% |
8% |
False |
True |
54,888 |
| 100 |
0.9755 |
0.9416 |
0.0339 |
3.6% |
0.0047 |
0.5% |
8% |
False |
True |
43,920 |
| 120 |
0.9755 |
0.9386 |
0.0369 |
3.9% |
0.0048 |
0.5% |
16% |
False |
False |
36,603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9628 |
|
2.618 |
0.9562 |
|
1.618 |
0.9522 |
|
1.000 |
0.9497 |
|
0.618 |
0.9481 |
|
HIGH |
0.9456 |
|
0.618 |
0.9441 |
|
0.500 |
0.9436 |
|
0.382 |
0.9431 |
|
LOW |
0.9416 |
|
0.618 |
0.9390 |
|
1.000 |
0.9375 |
|
1.618 |
0.9350 |
|
2.618 |
0.9309 |
|
4.250 |
0.9243 |
|
|
| Fisher Pivots for day following 17-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9441 |
0.9483 |
| PP |
0.9438 |
0.9470 |
| S1 |
0.9436 |
0.9457 |
|