CME Japanese Yen Future March 2021
| Trading Metrics calculated at close of trading on 11-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2021 |
11-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9216 |
0.9225 |
0.0009 |
0.1% |
0.9383 |
| High |
0.9231 |
0.9229 |
-0.0002 |
0.0% |
0.9402 |
| Low |
0.9181 |
0.9190 |
0.0010 |
0.1% |
0.9205 |
| Close |
0.9226 |
0.9221 |
-0.0005 |
-0.1% |
0.9231 |
| Range |
0.0050 |
0.0039 |
-0.0012 |
-23.0% |
0.0198 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
186,542 |
155,412 |
-31,130 |
-16.7% |
489,695 |
|
| Daily Pivots for day following 11-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9329 |
0.9313 |
0.9242 |
|
| R3 |
0.9290 |
0.9275 |
0.9231 |
|
| R2 |
0.9252 |
0.9252 |
0.9228 |
|
| R1 |
0.9236 |
0.9236 |
0.9224 |
0.9225 |
| PP |
0.9213 |
0.9213 |
0.9213 |
0.9207 |
| S1 |
0.9198 |
0.9198 |
0.9217 |
0.9186 |
| S2 |
0.9175 |
0.9175 |
0.9213 |
|
| S3 |
0.9136 |
0.9159 |
0.9210 |
|
| S4 |
0.9098 |
0.9121 |
0.9199 |
|
|
| 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 |
0.9275 |
0.9155 |
0.0120 |
1.3% |
0.0056 |
0.6% |
55% |
False |
False |
149,374 |
| 10 |
0.9449 |
0.9155 |
0.0294 |
3.2% |
0.0056 |
0.6% |
22% |
False |
False |
124,851 |
| 20 |
0.9568 |
0.9155 |
0.0413 |
4.5% |
0.0055 |
0.6% |
16% |
False |
False |
114,938 |
| 40 |
0.9683 |
0.9155 |
0.0528 |
5.7% |
0.0048 |
0.5% |
12% |
False |
False |
100,296 |
| 60 |
0.9755 |
0.9155 |
0.0600 |
6.5% |
0.0050 |
0.5% |
11% |
False |
False |
96,931 |
| 80 |
0.9755 |
0.9155 |
0.0600 |
6.5% |
0.0049 |
0.5% |
11% |
False |
False |
78,690 |
| 100 |
0.9755 |
0.9155 |
0.0600 |
6.5% |
0.0051 |
0.5% |
11% |
False |
False |
62,985 |
| 120 |
0.9755 |
0.9155 |
0.0600 |
6.5% |
0.0049 |
0.5% |
11% |
False |
False |
52,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9392 |
|
2.618 |
0.9329 |
|
1.618 |
0.9291 |
|
1.000 |
0.9267 |
|
0.618 |
0.9252 |
|
HIGH |
0.9229 |
|
0.618 |
0.9214 |
|
0.500 |
0.9209 |
|
0.382 |
0.9205 |
|
LOW |
0.9190 |
|
0.618 |
0.9166 |
|
1.000 |
0.9152 |
|
1.618 |
0.9128 |
|
2.618 |
0.9089 |
|
4.250 |
0.9026 |
|
|
| Fisher Pivots for day following 11-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9217 |
0.9211 |
| PP |
0.9213 |
0.9202 |
| S1 |
0.9209 |
0.9193 |
|