CME Japanese Yen Future March 2021
| Trading Metrics calculated at close of trading on 01-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2021 |
01-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9412 |
0.9383 |
-0.0029 |
-0.3% |
0.9481 |
| High |
0.9449 |
0.9402 |
-0.0047 |
-0.5% |
0.9533 |
| Low |
0.9374 |
0.9357 |
-0.0017 |
-0.2% |
0.9374 |
| Close |
0.9379 |
0.9364 |
-0.0015 |
-0.2% |
0.9379 |
| Range |
0.0075 |
0.0046 |
-0.0030 |
-39.3% |
0.0159 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
143,106 |
87,290 |
-55,816 |
-39.0% |
609,882 |
|
| Daily Pivots for day following 01-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9511 |
0.9483 |
0.9389 |
|
| R3 |
0.9465 |
0.9437 |
0.9377 |
|
| R2 |
0.9420 |
0.9420 |
0.9372 |
|
| R1 |
0.9392 |
0.9392 |
0.9368 |
0.9383 |
| PP |
0.9374 |
0.9374 |
0.9374 |
0.9370 |
| S1 |
0.9346 |
0.9346 |
0.9360 |
0.9338 |
| S2 |
0.9329 |
0.9329 |
0.9356 |
|
| S3 |
0.9283 |
0.9301 |
0.9351 |
|
| S4 |
0.9238 |
0.9255 |
0.9339 |
|
|
| 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 |
0.9357 |
0.0176 |
1.9% |
0.0060 |
0.6% |
4% |
False |
True |
117,284 |
| 10 |
0.9533 |
0.9357 |
0.0176 |
1.9% |
0.0060 |
0.6% |
4% |
False |
True |
115,410 |
| 20 |
0.9580 |
0.9357 |
0.0223 |
2.4% |
0.0050 |
0.5% |
3% |
False |
True |
98,267 |
| 40 |
0.9755 |
0.9357 |
0.0398 |
4.3% |
0.0049 |
0.5% |
2% |
False |
True |
93,264 |
| 60 |
0.9755 |
0.9357 |
0.0398 |
4.3% |
0.0048 |
0.5% |
2% |
False |
True |
87,870 |
| 80 |
0.9755 |
0.9357 |
0.0398 |
4.3% |
0.0052 |
0.6% |
2% |
False |
True |
65,977 |
| 100 |
0.9755 |
0.9357 |
0.0398 |
4.3% |
0.0049 |
0.5% |
2% |
False |
True |
52,809 |
| 120 |
0.9755 |
0.9357 |
0.0398 |
4.3% |
0.0048 |
0.5% |
2% |
False |
True |
44,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9595 |
|
2.618 |
0.9521 |
|
1.618 |
0.9476 |
|
1.000 |
0.9448 |
|
0.618 |
0.9430 |
|
HIGH |
0.9402 |
|
0.618 |
0.9385 |
|
0.500 |
0.9379 |
|
0.382 |
0.9374 |
|
LOW |
0.9357 |
|
0.618 |
0.9328 |
|
1.000 |
0.9311 |
|
1.618 |
0.9283 |
|
2.618 |
0.9237 |
|
4.250 |
0.9163 |
|
|
| Fisher Pivots for day following 01-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9379 |
0.9403 |
| PP |
0.9374 |
0.9390 |
| S1 |
0.9369 |
0.9377 |
|