CME Japanese Yen Future March 2021


Trading Metrics calculated at close of trading on 03-Mar-2021
Day Change Summary
Previous Current
02-Mar-2021 03-Mar-2021 Change Change % Previous Week
Open 0.9366 0.9373 0.0007 0.1% 0.9481
High 0.9375 0.9374 -0.0002 0.0% 0.9533
Low 0.9350 0.9333 -0.0018 -0.2% 0.9374
Close 0.9368 0.9349 -0.0020 -0.2% 0.9379
Range 0.0025 0.0041 0.0016 64.0% 0.0159
ATR 0.0050 0.0049 -0.0001 -1.3% 0.0000
Volume 75,157 81,964 6,807 9.1% 609,882
Daily Pivots for day following 03-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.9475 0.9453 0.9371
R3 0.9434 0.9412 0.9360
R2 0.9393 0.9393 0.9356
R1 0.9371 0.9371 0.9352 0.9361
PP 0.9352 0.9352 0.9352 0.9347
S1 0.9330 0.9330 0.9345 0.9320
S2 0.9311 0.9311 0.9341
S3 0.9270 0.9289 0.9337
S4 0.9229 0.9248 0.9326
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 0.9449 0.9333 0.0116 1.2% 0.0047 0.5% 14% False True 105,856
10 0.9533 0.9333 0.0200 2.1% 0.0052 0.6% 8% False True 104,639
20 0.9580 0.9333 0.0247 2.6% 0.0050 0.5% 6% False True 98,307
40 0.9755 0.9333 0.0422 4.5% 0.0049 0.5% 4% False True 93,685
60 0.9755 0.9333 0.0422 4.5% 0.0047 0.5% 4% False True 90,340
80 0.9755 0.9333 0.0422 4.5% 0.0051 0.5% 4% False True 67,939
100 0.9755 0.9333 0.0422 4.5% 0.0049 0.5% 4% False True 54,376
120 0.9755 0.9333 0.0422 4.5% 0.0048 0.5% 4% False True 45,322
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9548
2.618 0.9481
1.618 0.9440
1.000 0.9415
0.618 0.9399
HIGH 0.9374
0.618 0.9358
0.500 0.9353
0.382 0.9348
LOW 0.9333
0.618 0.9307
1.000 0.9292
1.618 0.9266
2.618 0.9225
4.250 0.9158
Fisher Pivots for day following 03-Mar-2021
Pivot 1 day 3 day
R1 0.9353 0.9367
PP 0.9352 0.9361
S1 0.9350 0.9355

These figures are updated between 7pm and 10pm EST after a trading day.

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