CME Japanese Yen Future March 2021
| Trading Metrics calculated at close of trading on 08-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2021 |
08-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9262 |
0.9227 |
-0.0035 |
-0.4% |
0.9383 |
| High |
0.9275 |
0.9233 |
-0.0042 |
-0.4% |
0.9402 |
| Low |
0.9205 |
0.9179 |
-0.0026 |
-0.3% |
0.9205 |
| Close |
0.9231 |
0.9186 |
-0.0046 |
-0.5% |
0.9231 |
| Range |
0.0070 |
0.0054 |
-0.0016 |
-22.9% |
0.0198 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
0.1% |
0.0000 |
| Volume |
131,155 |
118,643 |
-12,512 |
-9.5% |
489,695 |
|
| Daily Pivots for day following 08-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9361 |
0.9327 |
0.9215 |
|
| R3 |
0.9307 |
0.9273 |
0.9200 |
|
| R2 |
0.9253 |
0.9253 |
0.9195 |
|
| R1 |
0.9219 |
0.9219 |
0.9190 |
0.9209 |
| PP |
0.9199 |
0.9199 |
0.9199 |
0.9194 |
| S1 |
0.9165 |
0.9165 |
0.9181 |
0.9155 |
| S2 |
0.9145 |
0.9145 |
0.9176 |
|
| S3 |
0.9091 |
0.9111 |
0.9171 |
|
| S4 |
0.9037 |
0.9057 |
0.9156 |
|
|
| 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 |
0.9375 |
0.9179 |
0.0196 |
2.1% |
0.0056 |
0.6% |
3% |
False |
True |
104,209 |
| 10 |
0.9533 |
0.9179 |
0.0354 |
3.8% |
0.0058 |
0.6% |
2% |
False |
True |
110,746 |
| 20 |
0.9580 |
0.9179 |
0.0401 |
4.4% |
0.0055 |
0.6% |
2% |
False |
True |
103,587 |
| 40 |
0.9683 |
0.9179 |
0.0504 |
5.5% |
0.0048 |
0.5% |
1% |
False |
True |
94,394 |
| 60 |
0.9755 |
0.9179 |
0.0576 |
6.3% |
0.0049 |
0.5% |
1% |
False |
True |
94,653 |
| 80 |
0.9755 |
0.9179 |
0.0576 |
6.3% |
0.0049 |
0.5% |
1% |
False |
True |
72,481 |
| 100 |
0.9755 |
0.9179 |
0.0576 |
6.3% |
0.0050 |
0.5% |
1% |
False |
True |
58,014 |
| 120 |
0.9755 |
0.9179 |
0.0576 |
6.3% |
0.0049 |
0.5% |
1% |
False |
True |
48,355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9463 |
|
2.618 |
0.9374 |
|
1.618 |
0.9320 |
|
1.000 |
0.9287 |
|
0.618 |
0.9266 |
|
HIGH |
0.9233 |
|
0.618 |
0.9212 |
|
0.500 |
0.9206 |
|
0.382 |
0.9200 |
|
LOW |
0.9179 |
|
0.618 |
0.9146 |
|
1.000 |
0.9125 |
|
1.618 |
0.9092 |
|
2.618 |
0.9038 |
|
4.250 |
0.8950 |
|
|
| Fisher Pivots for day following 08-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9206 |
0.9264 |
| PP |
0.9199 |
0.9238 |
| S1 |
0.9192 |
0.9212 |
|