CME Japanese Yen Future March 2021
Trading Metrics calculated at close of trading on 12-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2021 |
12-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
0.9225 |
0.9213 |
-0.0012 |
-0.1% |
0.9227 |
High |
0.9229 |
0.9216 |
-0.0013 |
-0.1% |
0.9233 |
Low |
0.9190 |
0.9138 |
-0.0052 |
-0.6% |
0.9138 |
Close |
0.9221 |
0.9169 |
-0.0052 |
-0.6% |
0.9169 |
Range |
0.0039 |
0.0077 |
0.0039 |
100.0% |
0.0095 |
ATR |
0.0053 |
0.0055 |
0.0002 |
3.9% |
0.0000 |
Volume |
155,412 |
25,469 |
-129,943 |
-83.6% |
641,185 |
|
Daily Pivots for day following 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9405 |
0.9364 |
0.9211 |
|
R3 |
0.9328 |
0.9287 |
0.9190 |
|
R2 |
0.9251 |
0.9251 |
0.9183 |
|
R1 |
0.9210 |
0.9210 |
0.9176 |
0.9192 |
PP |
0.9174 |
0.9174 |
0.9174 |
0.9165 |
S1 |
0.9133 |
0.9133 |
0.9161 |
0.9115 |
S2 |
0.9097 |
0.9097 |
0.9154 |
|
S3 |
0.9020 |
0.9056 |
0.9147 |
|
S4 |
0.8943 |
0.8979 |
0.9126 |
|
|
Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9464 |
0.9411 |
0.9220 |
|
R3 |
0.9369 |
0.9316 |
0.9194 |
|
R2 |
0.9275 |
0.9275 |
0.9186 |
|
R1 |
0.9222 |
0.9222 |
0.9177 |
0.9201 |
PP |
0.9180 |
0.9180 |
0.9180 |
0.9170 |
S1 |
0.9127 |
0.9127 |
0.9160 |
0.9106 |
S2 |
0.9085 |
0.9085 |
0.9151 |
|
S3 |
0.8991 |
0.9032 |
0.9143 |
|
S4 |
0.8896 |
0.8938 |
0.9117 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9233 |
0.9138 |
0.0095 |
1.0% |
0.0058 |
0.6% |
32% |
False |
True |
128,237 |
10 |
0.9402 |
0.9138 |
0.0264 |
2.9% |
0.0056 |
0.6% |
11% |
False |
True |
113,088 |
20 |
0.9551 |
0.9138 |
0.0412 |
4.5% |
0.0057 |
0.6% |
7% |
False |
True |
113,721 |
40 |
0.9683 |
0.9138 |
0.0544 |
5.9% |
0.0049 |
0.5% |
6% |
False |
True |
98,876 |
60 |
0.9755 |
0.9138 |
0.0616 |
6.7% |
0.0050 |
0.5% |
5% |
False |
True |
95,424 |
80 |
0.9755 |
0.9138 |
0.0616 |
6.7% |
0.0049 |
0.5% |
5% |
False |
True |
79,008 |
100 |
0.9755 |
0.9138 |
0.0616 |
6.7% |
0.0051 |
0.6% |
5% |
False |
True |
63,239 |
120 |
0.9755 |
0.9138 |
0.0616 |
6.7% |
0.0049 |
0.5% |
5% |
False |
True |
52,708 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9543 |
2.618 |
0.9417 |
1.618 |
0.9340 |
1.000 |
0.9293 |
0.618 |
0.9263 |
HIGH |
0.9216 |
0.618 |
0.9186 |
0.500 |
0.9177 |
0.382 |
0.9168 |
LOW |
0.9138 |
0.618 |
0.9091 |
1.000 |
0.9061 |
1.618 |
0.9014 |
2.618 |
0.8937 |
4.250 |
0.8811 |
|
|
Fisher Pivots for day following 12-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
0.9177 |
0.9184 |
PP |
0.9174 |
0.9179 |
S1 |
0.9171 |
0.9174 |
|