CME Japanese Yen Future March 2021
| Trading Metrics calculated at close of trading on 05-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2021 |
05-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9348 |
0.9262 |
-0.0086 |
-0.9% |
0.9383 |
| High |
0.9349 |
0.9275 |
-0.0075 |
-0.8% |
0.9402 |
| Low |
0.9260 |
0.9205 |
-0.0056 |
-0.6% |
0.9205 |
| Close |
0.9268 |
0.9231 |
-0.0037 |
-0.4% |
0.9231 |
| Range |
0.0089 |
0.0070 |
-0.0019 |
-20.9% |
0.0198 |
| ATR |
0.0052 |
0.0053 |
0.0001 |
2.4% |
0.0000 |
| Volume |
114,129 |
131,155 |
17,026 |
14.9% |
489,695 |
|
| Daily Pivots for day following 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9447 |
0.9409 |
0.9270 |
|
| R3 |
0.9377 |
0.9339 |
0.9250 |
|
| R2 |
0.9307 |
0.9307 |
0.9244 |
|
| R1 |
0.9269 |
0.9269 |
0.9237 |
0.9253 |
| PP |
0.9237 |
0.9237 |
0.9237 |
0.9229 |
| S1 |
0.9199 |
0.9199 |
0.9225 |
0.9183 |
| S2 |
0.9167 |
0.9167 |
0.9218 |
|
| S3 |
0.9097 |
0.9129 |
0.9212 |
|
| S4 |
0.9027 |
0.9059 |
0.9193 |
|
|
| Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9872 |
0.9749 |
0.9340 |
|
| R3 |
0.9674 |
0.9551 |
0.9285 |
|
| R2 |
0.9477 |
0.9477 |
0.9267 |
|
| R1 |
0.9354 |
0.9354 |
0.9249 |
0.9317 |
| PP |
0.9279 |
0.9279 |
0.9279 |
0.9261 |
| S1 |
0.9156 |
0.9156 |
0.9213 |
0.9119 |
| S2 |
0.9082 |
0.9082 |
0.9195 |
|
| S3 |
0.8884 |
0.8959 |
0.9177 |
|
| S4 |
0.8687 |
0.8761 |
0.9122 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9402 |
0.9205 |
0.0198 |
2.1% |
0.0054 |
0.6% |
13% |
False |
True |
97,939 |
| 10 |
0.9533 |
0.9205 |
0.0328 |
3.6% |
0.0060 |
0.7% |
8% |
False |
True |
109,957 |
| 20 |
0.9580 |
0.9205 |
0.0375 |
4.1% |
0.0054 |
0.6% |
7% |
False |
True |
103,321 |
| 40 |
0.9720 |
0.9205 |
0.0516 |
5.6% |
0.0049 |
0.5% |
5% |
False |
True |
94,453 |
| 60 |
0.9755 |
0.9205 |
0.0550 |
6.0% |
0.0049 |
0.5% |
5% |
False |
True |
93,609 |
| 80 |
0.9755 |
0.9205 |
0.0550 |
6.0% |
0.0051 |
0.6% |
5% |
False |
True |
71,002 |
| 100 |
0.9755 |
0.9205 |
0.0550 |
6.0% |
0.0050 |
0.5% |
5% |
False |
True |
56,828 |
| 120 |
0.9755 |
0.9205 |
0.0550 |
6.0% |
0.0049 |
0.5% |
5% |
False |
True |
47,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9572 |
|
2.618 |
0.9458 |
|
1.618 |
0.9388 |
|
1.000 |
0.9345 |
|
0.618 |
0.9318 |
|
HIGH |
0.9275 |
|
0.618 |
0.9248 |
|
0.500 |
0.9240 |
|
0.382 |
0.9231 |
|
LOW |
0.9205 |
|
0.618 |
0.9161 |
|
1.000 |
0.9135 |
|
1.618 |
0.9091 |
|
2.618 |
0.9021 |
|
4.250 |
0.8907 |
|
|
| Fisher Pivots for day following 05-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9240 |
0.9289 |
| PP |
0.9237 |
0.9270 |
| S1 |
0.9234 |
0.9250 |
|