CME Japanese Yen Future March 2021
| Trading Metrics calculated at close of trading on 04-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2021 |
04-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9373 |
0.9348 |
-0.0025 |
-0.3% |
0.9481 |
| High |
0.9374 |
0.9349 |
-0.0025 |
-0.3% |
0.9533 |
| Low |
0.9333 |
0.9260 |
-0.0072 |
-0.8% |
0.9374 |
| Close |
0.9349 |
0.9268 |
-0.0081 |
-0.9% |
0.9379 |
| Range |
0.0041 |
0.0089 |
0.0048 |
115.9% |
0.0159 |
| ATR |
0.0049 |
0.0052 |
0.0003 |
5.7% |
0.0000 |
| Volume |
81,964 |
114,129 |
32,165 |
39.2% |
609,882 |
|
| Daily Pivots for day following 04-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9558 |
0.9502 |
0.9317 |
|
| R3 |
0.9470 |
0.9413 |
0.9292 |
|
| R2 |
0.9381 |
0.9381 |
0.9284 |
|
| R1 |
0.9325 |
0.9325 |
0.9276 |
0.9309 |
| PP |
0.9292 |
0.9292 |
0.9292 |
0.9284 |
| S1 |
0.9236 |
0.9236 |
0.9260 |
0.9220 |
| S2 |
0.9204 |
0.9204 |
0.9252 |
|
| S3 |
0.9115 |
0.9147 |
0.9244 |
|
| S4 |
0.9027 |
0.9059 |
0.9219 |
|
|
| 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 |
0.9260 |
0.0188 |
2.0% |
0.0055 |
0.6% |
4% |
False |
True |
100,329 |
| 10 |
0.9533 |
0.9260 |
0.0272 |
2.9% |
0.0058 |
0.6% |
3% |
False |
True |
107,766 |
| 20 |
0.9580 |
0.9260 |
0.0319 |
3.4% |
0.0054 |
0.6% |
2% |
False |
True |
100,833 |
| 40 |
0.9755 |
0.9260 |
0.0494 |
5.3% |
0.0050 |
0.5% |
2% |
False |
True |
94,489 |
| 60 |
0.9755 |
0.9260 |
0.0494 |
5.3% |
0.0048 |
0.5% |
2% |
False |
True |
92,052 |
| 80 |
0.9755 |
0.9260 |
0.0494 |
5.3% |
0.0051 |
0.5% |
2% |
False |
True |
69,364 |
| 100 |
0.9755 |
0.9260 |
0.0494 |
5.3% |
0.0050 |
0.5% |
2% |
False |
True |
55,517 |
| 120 |
0.9755 |
0.9260 |
0.0494 |
5.3% |
0.0048 |
0.5% |
2% |
False |
True |
46,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9725 |
|
2.618 |
0.9581 |
|
1.618 |
0.9492 |
|
1.000 |
0.9438 |
|
0.618 |
0.9404 |
|
HIGH |
0.9349 |
|
0.618 |
0.9315 |
|
0.500 |
0.9305 |
|
0.382 |
0.9294 |
|
LOW |
0.9260 |
|
0.618 |
0.9206 |
|
1.000 |
0.9172 |
|
1.618 |
0.9117 |
|
2.618 |
0.9029 |
|
4.250 |
0.8884 |
|
|
| Fisher Pivots for day following 04-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9305 |
0.9318 |
| PP |
0.9292 |
0.9301 |
| S1 |
0.9280 |
0.9285 |
|