CME Japanese Yen Future June 2021
| Trading Metrics calculated at close of trading on 08-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2021 |
08-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9270 |
0.9234 |
-0.0037 |
-0.4% |
0.9393 |
| High |
0.9284 |
0.9242 |
-0.0042 |
-0.5% |
0.9412 |
| Low |
0.9214 |
0.9189 |
-0.0026 |
-0.3% |
0.9214 |
| Close |
0.9240 |
0.9195 |
-0.0046 |
-0.5% |
0.9240 |
| Range |
0.0070 |
0.0054 |
-0.0017 |
-23.6% |
0.0198 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
0.2% |
0.0000 |
| Volume |
8,398 |
27,176 |
18,778 |
223.6% |
20,079 |
|
| Daily Pivots for day following 08-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9369 |
0.9335 |
0.9224 |
|
| R3 |
0.9315 |
0.9282 |
0.9209 |
|
| R2 |
0.9262 |
0.9262 |
0.9204 |
|
| R1 |
0.9228 |
0.9228 |
0.9199 |
0.9218 |
| PP |
0.9208 |
0.9208 |
0.9208 |
0.9203 |
| S1 |
0.9175 |
0.9175 |
0.9190 |
0.9165 |
| S2 |
0.9155 |
0.9155 |
0.9185 |
|
| S3 |
0.9101 |
0.9121 |
0.9180 |
|
| S4 |
0.9048 |
0.9068 |
0.9165 |
|
|
| 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 |
0.9383 |
0.9189 |
0.0195 |
2.1% |
0.0055 |
0.6% |
3% |
False |
True |
9,028 |
| 10 |
0.9541 |
0.9189 |
0.0352 |
3.8% |
0.0057 |
0.6% |
2% |
False |
True |
5,238 |
| 20 |
0.9589 |
0.9189 |
0.0401 |
4.4% |
0.0053 |
0.6% |
1% |
False |
True |
2,721 |
| 40 |
0.9693 |
0.9189 |
0.0504 |
5.5% |
0.0046 |
0.5% |
1% |
False |
True |
1,391 |
| 60 |
0.9763 |
0.9189 |
0.0575 |
6.3% |
0.0046 |
0.5% |
1% |
False |
True |
935 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9469 |
|
2.618 |
0.9382 |
|
1.618 |
0.9329 |
|
1.000 |
0.9296 |
|
0.618 |
0.9275 |
|
HIGH |
0.9242 |
|
0.618 |
0.9222 |
|
0.500 |
0.9215 |
|
0.382 |
0.9209 |
|
LOW |
0.9189 |
|
0.618 |
0.9155 |
|
1.000 |
0.9135 |
|
1.618 |
0.9102 |
|
2.618 |
0.9048 |
|
4.250 |
0.8961 |
|
|
| Fisher Pivots for day following 08-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9215 |
0.9273 |
| PP |
0.9208 |
0.9247 |
| S1 |
0.9201 |
0.9221 |
|