CME Japanese Yen Future March 2021
Trading Metrics calculated at close of trading on 10-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2021 |
10-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
0.9181 |
0.9216 |
0.0035 |
0.4% |
0.9383 |
High |
0.9224 |
0.9231 |
0.0007 |
0.1% |
0.9402 |
Low |
0.9155 |
0.9181 |
0.0026 |
0.3% |
0.9205 |
Close |
0.9220 |
0.9226 |
0.0006 |
0.1% |
0.9231 |
Range |
0.0069 |
0.0050 |
-0.0019 |
-27.0% |
0.0198 |
ATR |
0.0055 |
0.0054 |
0.0000 |
-0.6% |
0.0000 |
Volume |
155,119 |
186,542 |
31,423 |
20.3% |
489,695 |
|
Daily Pivots for day following 10-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9362 |
0.9344 |
0.9253 |
|
R3 |
0.9312 |
0.9294 |
0.9239 |
|
R2 |
0.9262 |
0.9262 |
0.9235 |
|
R1 |
0.9244 |
0.9244 |
0.9230 |
0.9253 |
PP |
0.9212 |
0.9212 |
0.9212 |
0.9217 |
S1 |
0.9194 |
0.9194 |
0.9221 |
0.9203 |
S2 |
0.9162 |
0.9162 |
0.9216 |
|
S3 |
0.9112 |
0.9144 |
0.9212 |
|
S4 |
0.9062 |
0.9094 |
0.9198 |
|
|
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 |
0.9349 |
0.9155 |
0.0194 |
2.1% |
0.0066 |
0.7% |
36% |
False |
False |
141,117 |
10 |
0.9449 |
0.9155 |
0.0294 |
3.2% |
0.0057 |
0.6% |
24% |
False |
False |
123,486 |
20 |
0.9580 |
0.9155 |
0.0425 |
4.6% |
0.0055 |
0.6% |
17% |
False |
False |
111,618 |
40 |
0.9683 |
0.9155 |
0.0528 |
5.7% |
0.0049 |
0.5% |
13% |
False |
False |
98,158 |
60 |
0.9755 |
0.9155 |
0.0600 |
6.5% |
0.0050 |
0.5% |
12% |
False |
False |
96,569 |
80 |
0.9755 |
0.9155 |
0.0600 |
6.5% |
0.0049 |
0.5% |
12% |
False |
False |
76,749 |
100 |
0.9755 |
0.9155 |
0.0600 |
6.5% |
0.0051 |
0.5% |
12% |
False |
False |
61,431 |
120 |
0.9755 |
0.9155 |
0.0600 |
6.5% |
0.0049 |
0.5% |
12% |
False |
False |
51,201 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9443 |
2.618 |
0.9361 |
1.618 |
0.9311 |
1.000 |
0.9281 |
0.618 |
0.9261 |
HIGH |
0.9231 |
0.618 |
0.9211 |
0.500 |
0.9206 |
0.382 |
0.9200 |
LOW |
0.9181 |
0.618 |
0.9150 |
1.000 |
0.9131 |
1.618 |
0.9100 |
2.618 |
0.9050 |
4.250 |
0.8968 |
|
|
Fisher Pivots for day following 10-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
0.9219 |
0.9215 |
PP |
0.9212 |
0.9205 |
S1 |
0.9206 |
0.9194 |
|