CME Japanese Yen Future March 2021
| Trading Metrics calculated at close of trading on 15-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2021 |
15-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9213 |
0.9176 |
-0.0037 |
-0.4% |
0.9227 |
| High |
0.9216 |
0.9181 |
-0.0035 |
-0.4% |
0.9233 |
| Low |
0.9138 |
0.9144 |
0.0006 |
0.1% |
0.9138 |
| Close |
0.9169 |
0.9157 |
-0.0012 |
-0.1% |
0.9169 |
| Range |
0.0077 |
0.0037 |
-0.0040 |
-51.9% |
0.0095 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
25,469 |
772 |
-24,697 |
-97.0% |
641,185 |
|
| Daily Pivots for day following 15-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9272 |
0.9251 |
0.9177 |
|
| R3 |
0.9235 |
0.9214 |
0.9167 |
|
| R2 |
0.9198 |
0.9198 |
0.9164 |
|
| R1 |
0.9177 |
0.9177 |
0.9160 |
0.9169 |
| PP |
0.9161 |
0.9161 |
0.9161 |
0.9157 |
| S1 |
0.9140 |
0.9140 |
0.9154 |
0.9132 |
| S2 |
0.9124 |
0.9124 |
0.9150 |
|
| S3 |
0.9087 |
0.9103 |
0.9147 |
|
| S4 |
0.9050 |
0.9066 |
0.9137 |
|
|
| 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 |
0.9231 |
0.9138 |
0.0092 |
1.0% |
0.0054 |
0.6% |
20% |
False |
False |
104,662 |
| 10 |
0.9375 |
0.9138 |
0.0237 |
2.6% |
0.0055 |
0.6% |
8% |
False |
False |
104,436 |
| 20 |
0.9533 |
0.9138 |
0.0394 |
4.3% |
0.0057 |
0.6% |
5% |
False |
False |
109,923 |
| 40 |
0.9683 |
0.9138 |
0.0544 |
5.9% |
0.0049 |
0.5% |
3% |
False |
False |
96,709 |
| 60 |
0.9755 |
0.9138 |
0.0616 |
6.7% |
0.0050 |
0.5% |
3% |
False |
False |
94,023 |
| 80 |
0.9755 |
0.9138 |
0.0616 |
6.7% |
0.0049 |
0.5% |
3% |
False |
False |
79,017 |
| 100 |
0.9755 |
0.9138 |
0.0616 |
6.7% |
0.0051 |
0.6% |
3% |
False |
False |
63,247 |
| 120 |
0.9755 |
0.9138 |
0.0616 |
6.7% |
0.0049 |
0.5% |
3% |
False |
False |
52,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9338 |
|
2.618 |
0.9278 |
|
1.618 |
0.9241 |
|
1.000 |
0.9218 |
|
0.618 |
0.9204 |
|
HIGH |
0.9181 |
|
0.618 |
0.9167 |
|
0.500 |
0.9163 |
|
0.382 |
0.9158 |
|
LOW |
0.9144 |
|
0.618 |
0.9121 |
|
1.000 |
0.9107 |
|
1.618 |
0.9084 |
|
2.618 |
0.9047 |
|
4.250 |
0.8987 |
|
|
| Fisher Pivots for day following 15-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9163 |
0.9183 |
| PP |
0.9161 |
0.9175 |
| S1 |
0.9159 |
0.9166 |
|