CME Japanese Yen Future June 2021
Trading Metrics calculated at close of trading on 04-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2021 |
04-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
0.9382 |
0.9356 |
-0.0026 |
-0.3% |
0.9489 |
High |
0.9382 |
0.9358 |
-0.0024 |
-0.3% |
0.9541 |
Low |
0.9343 |
0.9271 |
-0.0073 |
-0.8% |
0.9384 |
Close |
0.9358 |
0.9277 |
-0.0081 |
-0.9% |
0.9389 |
Range |
0.0039 |
0.0088 |
0.0049 |
124.4% |
0.0157 |
ATR |
0.0048 |
0.0050 |
0.0003 |
6.0% |
0.0000 |
Volume |
3,378 |
4,200 |
822 |
24.3% |
5,420 |
|
Daily Pivots for day following 04-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9564 |
0.9508 |
0.9325 |
|
R3 |
0.9477 |
0.9421 |
0.9301 |
|
R2 |
0.9389 |
0.9389 |
0.9293 |
|
R1 |
0.9333 |
0.9333 |
0.9285 |
0.9318 |
PP |
0.9302 |
0.9302 |
0.9302 |
0.9294 |
S1 |
0.9246 |
0.9246 |
0.9269 |
0.9230 |
S2 |
0.9214 |
0.9214 |
0.9261 |
|
S3 |
0.9127 |
0.9158 |
0.9253 |
|
S4 |
0.9039 |
0.9071 |
0.9229 |
|
|
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 |
0.9271 |
0.0187 |
2.0% |
0.0054 |
0.6% |
3% |
False |
True |
2,894 |
10 |
0.9541 |
0.9271 |
0.0270 |
2.9% |
0.0056 |
0.6% |
2% |
False |
True |
1,759 |
20 |
0.9589 |
0.9271 |
0.0319 |
3.4% |
0.0052 |
0.6% |
2% |
False |
True |
967 |
40 |
0.9763 |
0.9271 |
0.0493 |
5.3% |
0.0047 |
0.5% |
1% |
False |
True |
504 |
60 |
0.9763 |
0.9271 |
0.0493 |
5.3% |
0.0045 |
0.5% |
1% |
False |
True |
342 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9730 |
2.618 |
0.9587 |
1.618 |
0.9500 |
1.000 |
0.9446 |
0.618 |
0.9412 |
HIGH |
0.9358 |
0.618 |
0.9325 |
0.500 |
0.9314 |
0.382 |
0.9304 |
LOW |
0.9271 |
0.618 |
0.9216 |
1.000 |
0.9183 |
1.618 |
0.9129 |
2.618 |
0.9041 |
4.250 |
0.8899 |
|
|
Fisher Pivots for day following 04-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
0.9314 |
0.9327 |
PP |
0.9302 |
0.9310 |
S1 |
0.9289 |
0.9294 |
|