CME Japanese Yen Future June 2021
Trading Metrics calculated at close of trading on 02-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2021 |
02-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
0.9393 |
0.9375 |
-0.0018 |
-0.2% |
0.9489 |
High |
0.9412 |
0.9383 |
-0.0029 |
-0.3% |
0.9541 |
Low |
0.9366 |
0.9360 |
-0.0006 |
-0.1% |
0.9384 |
Close |
0.9374 |
0.9377 |
0.0004 |
0.0% |
0.9389 |
Range |
0.0046 |
0.0023 |
-0.0023 |
-49.5% |
0.0157 |
ATR |
0.0050 |
0.0048 |
-0.0002 |
-3.9% |
0.0000 |
Volume |
2,111 |
1,992 |
-119 |
-5.6% |
5,420 |
|
Daily Pivots for day following 02-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9442 |
0.9433 |
0.9390 |
|
R3 |
0.9419 |
0.9410 |
0.9383 |
|
R2 |
0.9396 |
0.9396 |
0.9381 |
|
R1 |
0.9387 |
0.9387 |
0.9379 |
0.9392 |
PP |
0.9373 |
0.9373 |
0.9373 |
0.9376 |
S1 |
0.9364 |
0.9364 |
0.9375 |
0.9369 |
S2 |
0.9350 |
0.9350 |
0.9373 |
|
S3 |
0.9327 |
0.9341 |
0.9371 |
|
S4 |
0.9304 |
0.9318 |
0.9364 |
|
|
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 |
0.9516 |
0.9360 |
0.0156 |
1.7% |
0.0054 |
0.6% |
11% |
False |
True |
1,791 |
10 |
0.9541 |
0.9360 |
0.0181 |
1.9% |
0.0050 |
0.5% |
9% |
False |
True |
1,041 |
20 |
0.9589 |
0.9360 |
0.0229 |
2.4% |
0.0048 |
0.5% |
7% |
False |
True |
591 |
40 |
0.9763 |
0.9360 |
0.0403 |
4.3% |
0.0047 |
0.5% |
4% |
False |
True |
315 |
60 |
0.9763 |
0.9360 |
0.0403 |
4.3% |
0.0044 |
0.5% |
4% |
False |
True |
216 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9481 |
2.618 |
0.9443 |
1.618 |
0.9420 |
1.000 |
0.9406 |
0.618 |
0.9397 |
HIGH |
0.9383 |
0.618 |
0.9374 |
0.500 |
0.9372 |
0.382 |
0.9369 |
LOW |
0.9360 |
0.618 |
0.9346 |
1.000 |
0.9337 |
1.618 |
0.9323 |
2.618 |
0.9300 |
4.250 |
0.9262 |
|
|
Fisher Pivots for day following 02-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
0.9375 |
0.9409 |
PP |
0.9373 |
0.9398 |
S1 |
0.9372 |
0.9388 |
|