CME Japanese Yen Future June 2021
| Trading Metrics calculated at close of trading on 10-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2021 |
10-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9190 |
0.9223 |
0.0034 |
0.4% |
0.9393 |
| High |
0.9233 |
0.9239 |
0.0006 |
0.1% |
0.9412 |
| Low |
0.9163 |
0.9190 |
0.0027 |
0.3% |
0.9214 |
| Close |
0.9229 |
0.9235 |
0.0006 |
0.1% |
0.9240 |
| Range |
0.0069 |
0.0049 |
-0.0020 |
-29.0% |
0.0198 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
53,095 |
86,356 |
33,261 |
62.6% |
20,079 |
|
| Daily Pivots for day following 10-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9368 |
0.9350 |
0.9261 |
|
| R3 |
0.9319 |
0.9301 |
0.9248 |
|
| R2 |
0.9270 |
0.9270 |
0.9243 |
|
| R1 |
0.9252 |
0.9252 |
0.9239 |
0.9261 |
| PP |
0.9221 |
0.9221 |
0.9221 |
0.9226 |
| S1 |
0.9203 |
0.9203 |
0.9230 |
0.9212 |
| S2 |
0.9172 |
0.9172 |
0.9226 |
|
| S3 |
0.9123 |
0.9154 |
0.9221 |
|
| S4 |
0.9074 |
0.9105 |
0.9208 |
|
|
| 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 |
0.9358 |
0.9163 |
0.0195 |
2.1% |
0.0066 |
0.7% |
37% |
False |
False |
35,845 |
| 10 |
0.9458 |
0.9163 |
0.0294 |
3.2% |
0.0056 |
0.6% |
24% |
False |
False |
19,013 |
| 20 |
0.9589 |
0.9163 |
0.0426 |
4.6% |
0.0054 |
0.6% |
17% |
False |
False |
9,683 |
| 40 |
0.9693 |
0.9163 |
0.0529 |
5.7% |
0.0047 |
0.5% |
13% |
False |
False |
4,875 |
| 60 |
0.9763 |
0.9163 |
0.0600 |
6.5% |
0.0047 |
0.5% |
12% |
False |
False |
3,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9447 |
|
2.618 |
0.9367 |
|
1.618 |
0.9318 |
|
1.000 |
0.9288 |
|
0.618 |
0.9269 |
|
HIGH |
0.9239 |
|
0.618 |
0.9220 |
|
0.500 |
0.9214 |
|
0.382 |
0.9209 |
|
LOW |
0.9190 |
|
0.618 |
0.9160 |
|
1.000 |
0.9141 |
|
1.618 |
0.9111 |
|
2.618 |
0.9062 |
|
4.250 |
0.8982 |
|
|
| Fisher Pivots for day following 10-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9228 |
0.9224 |
| PP |
0.9221 |
0.9213 |
| S1 |
0.9214 |
0.9203 |
|