CME Japanese Yen Future March 2021
| Trading Metrics calculated at close of trading on 02-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2021 |
02-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9383 |
0.9366 |
-0.0018 |
-0.2% |
0.9481 |
| High |
0.9402 |
0.9375 |
-0.0027 |
-0.3% |
0.9533 |
| Low |
0.9357 |
0.9350 |
-0.0007 |
-0.1% |
0.9374 |
| Close |
0.9364 |
0.9368 |
0.0004 |
0.0% |
0.9379 |
| Range |
0.0046 |
0.0025 |
-0.0021 |
-45.1% |
0.0159 |
| ATR |
0.0052 |
0.0050 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
87,290 |
75,157 |
-12,133 |
-13.9% |
609,882 |
|
| Daily Pivots for day following 02-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9439 |
0.9429 |
0.9382 |
|
| R3 |
0.9414 |
0.9404 |
0.9375 |
|
| R2 |
0.9389 |
0.9389 |
0.9373 |
|
| R1 |
0.9379 |
0.9379 |
0.9370 |
0.9384 |
| PP |
0.9364 |
0.9364 |
0.9364 |
0.9367 |
| S1 |
0.9354 |
0.9354 |
0.9366 |
0.9359 |
| S2 |
0.9339 |
0.9339 |
0.9363 |
|
| S3 |
0.9314 |
0.9329 |
0.9361 |
|
| S4 |
0.9289 |
0.9304 |
0.9354 |
|
|
| 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 |
0.9508 |
0.9350 |
0.0158 |
1.7% |
0.0056 |
0.6% |
11% |
False |
True |
115,502 |
| 10 |
0.9533 |
0.9350 |
0.0183 |
1.9% |
0.0052 |
0.6% |
10% |
False |
True |
107,951 |
| 20 |
0.9580 |
0.9350 |
0.0230 |
2.4% |
0.0050 |
0.5% |
8% |
False |
True |
97,850 |
| 40 |
0.9755 |
0.9350 |
0.0405 |
4.3% |
0.0049 |
0.5% |
4% |
False |
True |
93,957 |
| 60 |
0.9755 |
0.9350 |
0.0405 |
4.3% |
0.0048 |
0.5% |
4% |
False |
True |
89,043 |
| 80 |
0.9755 |
0.9350 |
0.0405 |
4.3% |
0.0052 |
0.6% |
4% |
False |
True |
66,916 |
| 100 |
0.9755 |
0.9350 |
0.0405 |
4.3% |
0.0049 |
0.5% |
4% |
False |
True |
53,560 |
| 120 |
0.9755 |
0.9350 |
0.0405 |
4.3% |
0.0048 |
0.5% |
4% |
False |
True |
44,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9481 |
|
2.618 |
0.9440 |
|
1.618 |
0.9415 |
|
1.000 |
0.9400 |
|
0.618 |
0.9390 |
|
HIGH |
0.9375 |
|
0.618 |
0.9365 |
|
0.500 |
0.9363 |
|
0.382 |
0.9360 |
|
LOW |
0.9350 |
|
0.618 |
0.9335 |
|
1.000 |
0.9325 |
|
1.618 |
0.9310 |
|
2.618 |
0.9285 |
|
4.250 |
0.9244 |
|
|
| Fisher Pivots for day following 02-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9366 |
0.9399 |
| PP |
0.9364 |
0.9389 |
| S1 |
0.9363 |
0.9378 |
|