CME Japanese Yen Future June 2021
Trading Metrics calculated at close of trading on 01-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2021 |
01-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
0.9418 |
0.9393 |
-0.0026 |
-0.3% |
0.9489 |
High |
0.9458 |
0.9412 |
-0.0046 |
-0.5% |
0.9541 |
Low |
0.9384 |
0.9366 |
-0.0018 |
-0.2% |
0.9384 |
Close |
0.9389 |
0.9374 |
-0.0015 |
-0.2% |
0.9389 |
Range |
0.0074 |
0.0046 |
-0.0028 |
-38.1% |
0.0157 |
ATR |
0.0051 |
0.0050 |
0.0000 |
-0.7% |
0.0000 |
Volume |
2,789 |
2,111 |
-678 |
-24.3% |
5,420 |
|
Daily Pivots for day following 01-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9520 |
0.9492 |
0.9399 |
|
R3 |
0.9475 |
0.9447 |
0.9386 |
|
R2 |
0.9429 |
0.9429 |
0.9382 |
|
R1 |
0.9401 |
0.9401 |
0.9378 |
0.9393 |
PP |
0.9384 |
0.9384 |
0.9384 |
0.9379 |
S1 |
0.9356 |
0.9356 |
0.9369 |
0.9347 |
S2 |
0.9338 |
0.9338 |
0.9365 |
|
S3 |
0.9293 |
0.9310 |
0.9361 |
|
S4 |
0.9247 |
0.9265 |
0.9348 |
|
|
Weekly Pivots for week ending 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9907 |
0.9804 |
0.9475 |
|
R3 |
0.9751 |
0.9648 |
0.9432 |
|
R2 |
0.9594 |
0.9594 |
0.9417 |
|
R1 |
0.9491 |
0.9491 |
0.9403 |
0.9465 |
PP |
0.9438 |
0.9438 |
0.9438 |
0.9424 |
S1 |
0.9335 |
0.9335 |
0.9374 |
0.9308 |
S2 |
0.9281 |
0.9281 |
0.9360 |
|
S3 |
0.9125 |
0.9178 |
0.9345 |
|
S4 |
0.8968 |
0.9022 |
0.9302 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9541 |
0.9366 |
0.0175 |
1.9% |
0.0059 |
0.6% |
4% |
False |
True |
1,448 |
10 |
0.9541 |
0.9366 |
0.0175 |
1.9% |
0.0058 |
0.6% |
4% |
False |
True |
879 |
20 |
0.9589 |
0.9366 |
0.0223 |
2.4% |
0.0048 |
0.5% |
3% |
False |
True |
494 |
40 |
0.9763 |
0.9366 |
0.0397 |
4.2% |
0.0047 |
0.5% |
2% |
False |
True |
266 |
60 |
0.9763 |
0.9366 |
0.0397 |
4.2% |
0.0044 |
0.5% |
2% |
False |
True |
183 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9605 |
2.618 |
0.9531 |
1.618 |
0.9485 |
1.000 |
0.9457 |
0.618 |
0.9440 |
HIGH |
0.9412 |
0.618 |
0.9394 |
0.500 |
0.9389 |
0.382 |
0.9383 |
LOW |
0.9366 |
0.618 |
0.9338 |
1.000 |
0.9321 |
1.618 |
0.9292 |
2.618 |
0.9247 |
4.250 |
0.9173 |
|
|
Fisher Pivots for day following 01-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
0.9389 |
0.9412 |
PP |
0.9384 |
0.9399 |
S1 |
0.9379 |
0.9386 |
|