CME Japanese Yen Future June 2021
| Trading Metrics calculated at close of trading on 11-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2021 |
11-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9223 |
0.9233 |
0.0010 |
0.1% |
0.9393 |
| High |
0.9239 |
0.9237 |
-0.0002 |
0.0% |
0.9412 |
| Low |
0.9190 |
0.9199 |
0.0009 |
0.1% |
0.9214 |
| Close |
0.9235 |
0.9229 |
-0.0006 |
-0.1% |
0.9240 |
| Range |
0.0049 |
0.0039 |
-0.0010 |
-21.4% |
0.0198 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
86,356 |
93,098 |
6,742 |
7.8% |
20,079 |
|
| Daily Pivots for day following 11-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9337 |
0.9322 |
0.9250 |
|
| R3 |
0.9299 |
0.9283 |
0.9240 |
|
| R2 |
0.9260 |
0.9260 |
0.9236 |
|
| R1 |
0.9245 |
0.9245 |
0.9233 |
0.9233 |
| PP |
0.9222 |
0.9222 |
0.9222 |
0.9216 |
| S1 |
0.9206 |
0.9206 |
0.9225 |
0.9195 |
| S2 |
0.9183 |
0.9183 |
0.9222 |
|
| S3 |
0.9145 |
0.9168 |
0.9218 |
|
| S4 |
0.9106 |
0.9129 |
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 |
0.9284 |
0.9163 |
0.0121 |
1.3% |
0.0056 |
0.6% |
54% |
False |
False |
53,624 |
| 10 |
0.9458 |
0.9163 |
0.0294 |
3.2% |
0.0055 |
0.6% |
22% |
False |
False |
28,259 |
| 20 |
0.9576 |
0.9163 |
0.0412 |
4.5% |
0.0054 |
0.6% |
16% |
False |
False |
14,329 |
| 40 |
0.9693 |
0.9163 |
0.0529 |
5.7% |
0.0047 |
0.5% |
12% |
False |
False |
7,203 |
| 60 |
0.9763 |
0.9163 |
0.0600 |
6.5% |
0.0047 |
0.5% |
11% |
False |
False |
4,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9401 |
|
2.618 |
0.9338 |
|
1.618 |
0.9299 |
|
1.000 |
0.9276 |
|
0.618 |
0.9261 |
|
HIGH |
0.9237 |
|
0.618 |
0.9222 |
|
0.500 |
0.9218 |
|
0.382 |
0.9213 |
|
LOW |
0.9199 |
|
0.618 |
0.9175 |
|
1.000 |
0.9160 |
|
1.618 |
0.9136 |
|
2.618 |
0.9098 |
|
4.250 |
0.9035 |
|
|
| Fisher Pivots for day following 11-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9225 |
0.9220 |
| PP |
0.9222 |
0.9210 |
| S1 |
0.9218 |
0.9201 |
|