CME Japanese Yen Future March 2021
| Trading Metrics calculated at close of trading on 18-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2021 |
18-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9426 |
0.9447 |
0.0021 |
0.2% |
0.9493 |
| High |
0.9456 |
0.9472 |
0.0016 |
0.2% |
0.9580 |
| Low |
0.9416 |
0.9442 |
0.0027 |
0.3% |
0.9466 |
| Close |
0.9444 |
0.9463 |
0.0019 |
0.2% |
0.9528 |
| Range |
0.0041 |
0.0030 |
-0.0011 |
-27.2% |
0.0114 |
| ATR |
0.0047 |
0.0046 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
115,088 |
82,854 |
-32,234 |
-28.0% |
396,600 |
|
| Daily Pivots for day following 18-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9547 |
0.9534 |
0.9479 |
|
| R3 |
0.9518 |
0.9505 |
0.9471 |
|
| R2 |
0.9488 |
0.9488 |
0.9468 |
|
| R1 |
0.9475 |
0.9475 |
0.9465 |
0.9482 |
| PP |
0.9459 |
0.9459 |
0.9459 |
0.9462 |
| S1 |
0.9446 |
0.9446 |
0.9460 |
0.9452 |
| S2 |
0.9429 |
0.9429 |
0.9457 |
|
| S3 |
0.9400 |
0.9416 |
0.9454 |
|
| S4 |
0.9370 |
0.9387 |
0.9446 |
|
|
| 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 |
0.9568 |
0.9416 |
0.0152 |
1.6% |
0.0048 |
0.5% |
31% |
False |
False |
94,846 |
| 10 |
0.9580 |
0.9416 |
0.0164 |
1.7% |
0.0049 |
0.5% |
29% |
False |
False |
93,900 |
| 20 |
0.9683 |
0.9416 |
0.0267 |
2.8% |
0.0043 |
0.5% |
18% |
False |
False |
88,609 |
| 40 |
0.9755 |
0.9416 |
0.0339 |
3.6% |
0.0046 |
0.5% |
14% |
False |
False |
86,723 |
| 60 |
0.9755 |
0.9416 |
0.0339 |
3.6% |
0.0047 |
0.5% |
14% |
False |
False |
74,499 |
| 80 |
0.9755 |
0.9416 |
0.0339 |
3.6% |
0.0050 |
0.5% |
14% |
False |
False |
55,923 |
| 100 |
0.9755 |
0.9416 |
0.0339 |
3.6% |
0.0047 |
0.5% |
14% |
False |
False |
44,747 |
| 120 |
0.9755 |
0.9386 |
0.0369 |
3.9% |
0.0048 |
0.5% |
21% |
False |
False |
37,293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9597 |
|
2.618 |
0.9549 |
|
1.618 |
0.9519 |
|
1.000 |
0.9501 |
|
0.618 |
0.9490 |
|
HIGH |
0.9472 |
|
0.618 |
0.9460 |
|
0.500 |
0.9457 |
|
0.382 |
0.9453 |
|
LOW |
0.9442 |
|
0.618 |
0.9424 |
|
1.000 |
0.9413 |
|
1.618 |
0.9394 |
|
2.618 |
0.9365 |
|
4.250 |
0.9317 |
|
|
| Fisher Pivots for day following 18-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9461 |
0.9474 |
| PP |
0.9459 |
0.9470 |
| S1 |
0.9457 |
0.9466 |
|