CME Japanese Yen Future March 2021
| Trading Metrics calculated at close of trading on 26-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2021 |
26-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9446 |
0.9412 |
-0.0034 |
-0.4% |
0.9481 |
| High |
0.9449 |
0.9449 |
0.0000 |
0.0% |
0.9533 |
| Low |
0.9399 |
0.9374 |
-0.0025 |
-0.3% |
0.9374 |
| Close |
0.9416 |
0.9379 |
-0.0037 |
-0.4% |
0.9379 |
| Range |
0.0050 |
0.0075 |
0.0025 |
50.0% |
0.0159 |
| ATR |
0.0051 |
0.0052 |
0.0002 |
3.4% |
0.0000 |
| Volume |
141,763 |
143,106 |
1,343 |
0.9% |
609,882 |
|
| Daily Pivots for day following 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9625 |
0.9577 |
0.9420 |
|
| R3 |
0.9550 |
0.9502 |
0.9399 |
|
| R2 |
0.9475 |
0.9475 |
0.9392 |
|
| R1 |
0.9427 |
0.9427 |
0.9385 |
0.9414 |
| PP |
0.9400 |
0.9400 |
0.9400 |
0.9394 |
| S1 |
0.9352 |
0.9352 |
0.9372 |
0.9339 |
| S2 |
0.9325 |
0.9325 |
0.9365 |
|
| S3 |
0.9250 |
0.9277 |
0.9358 |
|
| S4 |
0.9175 |
0.9202 |
0.9337 |
|
|
| Weekly Pivots for week ending 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9905 |
0.9801 |
0.9466 |
|
| R3 |
0.9746 |
0.9642 |
0.9422 |
|
| R2 |
0.9587 |
0.9587 |
0.9408 |
|
| R1 |
0.9483 |
0.9483 |
0.9393 |
0.9456 |
| PP |
0.9428 |
0.9428 |
0.9428 |
0.9415 |
| S1 |
0.9324 |
0.9324 |
0.9364 |
0.9297 |
| S2 |
0.9269 |
0.9269 |
0.9349 |
|
| S3 |
0.9110 |
0.9165 |
0.9335 |
|
| S4 |
0.8951 |
0.9006 |
0.9291 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9533 |
0.9374 |
0.0159 |
1.7% |
0.0066 |
0.7% |
3% |
False |
True |
121,976 |
| 10 |
0.9551 |
0.9374 |
0.0177 |
1.9% |
0.0059 |
0.6% |
3% |
False |
True |
114,355 |
| 20 |
0.9599 |
0.9374 |
0.0226 |
2.4% |
0.0051 |
0.5% |
2% |
False |
True |
100,501 |
| 40 |
0.9755 |
0.9374 |
0.0381 |
4.1% |
0.0050 |
0.5% |
1% |
False |
True |
93,260 |
| 60 |
0.9755 |
0.9374 |
0.0381 |
4.1% |
0.0048 |
0.5% |
1% |
False |
True |
86,436 |
| 80 |
0.9755 |
0.9374 |
0.0381 |
4.1% |
0.0051 |
0.5% |
1% |
False |
True |
64,886 |
| 100 |
0.9755 |
0.9374 |
0.0381 |
4.1% |
0.0049 |
0.5% |
1% |
False |
True |
51,936 |
| 120 |
0.9755 |
0.9374 |
0.0381 |
4.1% |
0.0048 |
0.5% |
1% |
False |
True |
43,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9767 |
|
2.618 |
0.9645 |
|
1.618 |
0.9570 |
|
1.000 |
0.9524 |
|
0.618 |
0.9495 |
|
HIGH |
0.9449 |
|
0.618 |
0.9420 |
|
0.500 |
0.9411 |
|
0.382 |
0.9402 |
|
LOW |
0.9374 |
|
0.618 |
0.9327 |
|
1.000 |
0.9299 |
|
1.618 |
0.9252 |
|
2.618 |
0.9177 |
|
4.250 |
0.9055 |
|
|
| Fisher Pivots for day following 26-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9411 |
0.9441 |
| PP |
0.9400 |
0.9420 |
| S1 |
0.9389 |
0.9399 |
|