CME Japanese Yen Future June 2021
Trading Metrics calculated at close of trading on 03-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2021 |
03-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
0.9375 |
0.9382 |
0.0007 |
0.1% |
0.9489 |
High |
0.9383 |
0.9382 |
-0.0001 |
0.0% |
0.9541 |
Low |
0.9360 |
0.9343 |
-0.0017 |
-0.2% |
0.9384 |
Close |
0.9377 |
0.9358 |
-0.0019 |
-0.2% |
0.9389 |
Range |
0.0023 |
0.0039 |
0.0016 |
69.6% |
0.0157 |
ATR |
0.0048 |
0.0048 |
-0.0001 |
-1.4% |
0.0000 |
Volume |
1,992 |
3,378 |
1,386 |
69.6% |
5,420 |
|
Daily Pivots for day following 03-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9478 |
0.9457 |
0.9379 |
|
R3 |
0.9439 |
0.9418 |
0.9369 |
|
R2 |
0.9400 |
0.9400 |
0.9365 |
|
R1 |
0.9379 |
0.9379 |
0.9362 |
0.9370 |
PP |
0.9361 |
0.9361 |
0.9361 |
0.9357 |
S1 |
0.9340 |
0.9340 |
0.9354 |
0.9331 |
S2 |
0.9322 |
0.9322 |
0.9351 |
|
S3 |
0.9283 |
0.9301 |
0.9347 |
|
S4 |
0.9244 |
0.9262 |
0.9337 |
|
|
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 |
0.9458 |
0.9343 |
0.0115 |
1.2% |
0.0046 |
0.5% |
13% |
False |
True |
2,182 |
10 |
0.9541 |
0.9343 |
0.0198 |
2.1% |
0.0050 |
0.5% |
8% |
False |
True |
1,355 |
20 |
0.9589 |
0.9343 |
0.0246 |
2.6% |
0.0048 |
0.5% |
6% |
False |
True |
757 |
40 |
0.9763 |
0.9343 |
0.0420 |
4.5% |
0.0047 |
0.5% |
4% |
False |
True |
399 |
60 |
0.9763 |
0.9343 |
0.0420 |
4.5% |
0.0044 |
0.5% |
4% |
False |
True |
272 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9548 |
2.618 |
0.9484 |
1.618 |
0.9445 |
1.000 |
0.9421 |
0.618 |
0.9406 |
HIGH |
0.9382 |
0.618 |
0.9367 |
0.500 |
0.9363 |
0.382 |
0.9358 |
LOW |
0.9343 |
0.618 |
0.9319 |
1.000 |
0.9304 |
1.618 |
0.9280 |
2.618 |
0.9241 |
4.250 |
0.9177 |
|
|
Fisher Pivots for day following 03-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
0.9363 |
0.9377 |
PP |
0.9361 |
0.9371 |
S1 |
0.9360 |
0.9364 |
|