CME Japanese Yen Future March 2021
| Trading Metrics calculated at close of trading on 23-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2021 |
23-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9481 |
0.9521 |
0.0040 |
0.4% |
0.9531 |
| High |
0.9527 |
0.9533 |
0.0006 |
0.1% |
0.9532 |
| Low |
0.9449 |
0.9486 |
0.0037 |
0.4% |
0.9416 |
| Close |
0.9524 |
0.9496 |
-0.0028 |
-0.3% |
0.9481 |
| Range |
0.0078 |
0.0047 |
-0.0031 |
-40.0% |
0.0116 |
| ATR |
0.0048 |
0.0048 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
110,752 |
84,066 |
-26,686 |
-24.1% |
456,936 |
|
| Daily Pivots for day following 23-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9644 |
0.9617 |
0.9522 |
|
| R3 |
0.9598 |
0.9570 |
0.9509 |
|
| R2 |
0.9551 |
0.9551 |
0.9505 |
|
| R1 |
0.9524 |
0.9524 |
0.9500 |
0.9514 |
| PP |
0.9505 |
0.9505 |
0.9505 |
0.9500 |
| S1 |
0.9477 |
0.9477 |
0.9492 |
0.9468 |
| S2 |
0.9458 |
0.9458 |
0.9487 |
|
| S3 |
0.9412 |
0.9431 |
0.9483 |
|
| S4 |
0.9365 |
0.9384 |
0.9470 |
|
|
| Weekly Pivots for week ending 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9824 |
0.9769 |
0.9545 |
|
| R3 |
0.9708 |
0.9653 |
0.9513 |
|
| R2 |
0.9592 |
0.9592 |
0.9502 |
|
| R1 |
0.9537 |
0.9537 |
0.9492 |
0.9506 |
| PP |
0.9476 |
0.9476 |
0.9476 |
0.9461 |
| S1 |
0.9421 |
0.9421 |
0.9470 |
0.9390 |
| S2 |
0.9360 |
0.9360 |
0.9460 |
|
| S3 |
0.9244 |
0.9305 |
0.9449 |
|
| S4 |
0.9128 |
0.9189 |
0.9417 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9533 |
0.9416 |
0.0117 |
1.2% |
0.0048 |
0.5% |
69% |
True |
False |
100,401 |
| 10 |
0.9580 |
0.9416 |
0.0164 |
1.7% |
0.0052 |
0.5% |
49% |
False |
False |
96,467 |
| 20 |
0.9662 |
0.9416 |
0.0246 |
2.6% |
0.0047 |
0.5% |
33% |
False |
False |
93,616 |
| 40 |
0.9755 |
0.9416 |
0.0339 |
3.6% |
0.0047 |
0.5% |
24% |
False |
False |
87,614 |
| 60 |
0.9755 |
0.9416 |
0.0339 |
3.6% |
0.0047 |
0.5% |
24% |
False |
False |
79,554 |
| 80 |
0.9755 |
0.9416 |
0.0339 |
3.6% |
0.0051 |
0.5% |
24% |
False |
False |
59,700 |
| 100 |
0.9755 |
0.9416 |
0.0339 |
3.6% |
0.0048 |
0.5% |
24% |
False |
False |
47,787 |
| 120 |
0.9755 |
0.9416 |
0.0339 |
3.6% |
0.0047 |
0.5% |
24% |
False |
False |
39,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9730 |
|
2.618 |
0.9654 |
|
1.618 |
0.9608 |
|
1.000 |
0.9579 |
|
0.618 |
0.9561 |
|
HIGH |
0.9533 |
|
0.618 |
0.9515 |
|
0.500 |
0.9509 |
|
0.382 |
0.9504 |
|
LOW |
0.9486 |
|
0.618 |
0.9457 |
|
1.000 |
0.9440 |
|
1.618 |
0.9411 |
|
2.618 |
0.9364 |
|
4.250 |
0.9288 |
|
|
| Fisher Pivots for day following 23-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9509 |
0.9494 |
| PP |
0.9505 |
0.9493 |
| S1 |
0.9500 |
0.9491 |
|