CME Japanese Yen Future June 2021
Trading Metrics calculated at close of trading on 05-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2021 |
05-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
0.9356 |
0.9270 |
-0.0086 |
-0.9% |
0.9393 |
High |
0.9358 |
0.9284 |
-0.0074 |
-0.8% |
0.9412 |
Low |
0.9271 |
0.9214 |
-0.0057 |
-0.6% |
0.9214 |
Close |
0.9277 |
0.9240 |
-0.0037 |
-0.4% |
0.9240 |
Range |
0.0088 |
0.0070 |
-0.0018 |
-20.0% |
0.0198 |
ATR |
0.0050 |
0.0052 |
0.0001 |
2.8% |
0.0000 |
Volume |
4,200 |
8,398 |
4,198 |
100.0% |
20,079 |
|
Daily Pivots for day following 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9456 |
0.9418 |
0.9279 |
|
R3 |
0.9386 |
0.9348 |
0.9259 |
|
R2 |
0.9316 |
0.9316 |
0.9253 |
|
R1 |
0.9278 |
0.9278 |
0.9246 |
0.9262 |
PP |
0.9246 |
0.9246 |
0.9246 |
0.9238 |
S1 |
0.9208 |
0.9208 |
0.9234 |
0.9192 |
S2 |
0.9176 |
0.9176 |
0.9227 |
|
S3 |
0.9106 |
0.9138 |
0.9221 |
|
S4 |
0.9036 |
0.9068 |
0.9202 |
|
|
Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9881 |
0.9758 |
0.9349 |
|
R3 |
0.9684 |
0.9561 |
0.9294 |
|
R2 |
0.9486 |
0.9486 |
0.9276 |
|
R1 |
0.9363 |
0.9363 |
0.9258 |
0.9326 |
PP |
0.9289 |
0.9289 |
0.9289 |
0.9270 |
S1 |
0.9166 |
0.9166 |
0.9222 |
0.9128 |
S2 |
0.9091 |
0.9091 |
0.9204 |
|
S3 |
0.8894 |
0.8968 |
0.9186 |
|
S4 |
0.8696 |
0.8771 |
0.9131 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9412 |
0.9214 |
0.0198 |
2.1% |
0.0053 |
0.6% |
13% |
False |
True |
4,015 |
10 |
0.9541 |
0.9214 |
0.0327 |
3.5% |
0.0059 |
0.6% |
8% |
False |
True |
2,549 |
20 |
0.9589 |
0.9214 |
0.0375 |
4.1% |
0.0053 |
0.6% |
7% |
False |
True |
1,379 |
40 |
0.9730 |
0.9214 |
0.0516 |
5.6% |
0.0047 |
0.5% |
5% |
False |
True |
713 |
60 |
0.9763 |
0.9214 |
0.0549 |
5.9% |
0.0045 |
0.5% |
5% |
False |
True |
482 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9582 |
2.618 |
0.9467 |
1.618 |
0.9397 |
1.000 |
0.9354 |
0.618 |
0.9327 |
HIGH |
0.9284 |
0.618 |
0.9257 |
0.500 |
0.9249 |
0.382 |
0.9241 |
LOW |
0.9214 |
0.618 |
0.9171 |
1.000 |
0.9144 |
1.618 |
0.9101 |
2.618 |
0.9031 |
4.250 |
0.8917 |
|
|
Fisher Pivots for day following 05-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
0.9249 |
0.9298 |
PP |
0.9246 |
0.9279 |
S1 |
0.9243 |
0.9259 |
|