CME Japanese Yen Future March 2021
| Trading Metrics calculated at close of trading on 09-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2021 |
09-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9227 |
0.9181 |
-0.0046 |
-0.5% |
0.9383 |
| High |
0.9233 |
0.9224 |
-0.0010 |
-0.1% |
0.9402 |
| Low |
0.9179 |
0.9155 |
-0.0024 |
-0.3% |
0.9205 |
| Close |
0.9186 |
0.9220 |
0.0034 |
0.4% |
0.9231 |
| Range |
0.0054 |
0.0069 |
0.0015 |
26.9% |
0.0198 |
| ATR |
0.0053 |
0.0055 |
0.0001 |
2.0% |
0.0000 |
| Volume |
118,643 |
155,119 |
36,476 |
30.7% |
489,695 |
|
| Daily Pivots for day following 09-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9405 |
0.9381 |
0.9257 |
|
| R3 |
0.9336 |
0.9312 |
0.9238 |
|
| R2 |
0.9268 |
0.9268 |
0.9232 |
|
| R1 |
0.9244 |
0.9244 |
0.9226 |
0.9256 |
| PP |
0.9199 |
0.9199 |
0.9199 |
0.9205 |
| S1 |
0.9175 |
0.9175 |
0.9213 |
0.9187 |
| S2 |
0.9131 |
0.9131 |
0.9207 |
|
| S3 |
0.9062 |
0.9107 |
0.9201 |
|
| S4 |
0.8994 |
0.9038 |
0.9182 |
|
|
| 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 |
0.9374 |
0.9155 |
0.0219 |
2.4% |
0.0064 |
0.7% |
30% |
False |
True |
120,202 |
| 10 |
0.9508 |
0.9155 |
0.0353 |
3.8% |
0.0060 |
0.7% |
18% |
False |
True |
117,852 |
| 20 |
0.9580 |
0.9155 |
0.0425 |
4.6% |
0.0056 |
0.6% |
15% |
False |
True |
107,159 |
| 40 |
0.9683 |
0.9155 |
0.0528 |
5.7% |
0.0049 |
0.5% |
12% |
False |
True |
95,118 |
| 60 |
0.9755 |
0.9155 |
0.0600 |
6.5% |
0.0050 |
0.5% |
11% |
False |
True |
95,284 |
| 80 |
0.9755 |
0.9155 |
0.0600 |
6.5% |
0.0049 |
0.5% |
11% |
False |
True |
74,418 |
| 100 |
0.9755 |
0.9155 |
0.0600 |
6.5% |
0.0051 |
0.5% |
11% |
False |
True |
59,565 |
| 120 |
0.9755 |
0.9155 |
0.0600 |
6.5% |
0.0049 |
0.5% |
11% |
False |
True |
49,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9515 |
|
2.618 |
0.9403 |
|
1.618 |
0.9334 |
|
1.000 |
0.9292 |
|
0.618 |
0.9266 |
|
HIGH |
0.9224 |
|
0.618 |
0.9197 |
|
0.500 |
0.9189 |
|
0.382 |
0.9181 |
|
LOW |
0.9155 |
|
0.618 |
0.9113 |
|
1.000 |
0.9087 |
|
1.618 |
0.9044 |
|
2.618 |
0.8976 |
|
4.250 |
0.8864 |
|
|
| Fisher Pivots for day following 09-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9209 |
0.9218 |
| PP |
0.9199 |
0.9216 |
| S1 |
0.9189 |
0.9215 |
|