CME Japanese Yen Future June 2021
| Trading Metrics calculated at close of trading on 15-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2021 |
15-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9224 |
0.9183 |
-0.0041 |
-0.4% |
0.9234 |
| High |
0.9225 |
0.9190 |
-0.0035 |
-0.4% |
0.9242 |
| Low |
0.9169 |
0.9152 |
-0.0017 |
-0.2% |
0.9163 |
| Close |
0.9177 |
0.9170 |
-0.0008 |
-0.1% |
0.9177 |
| Range |
0.0056 |
0.0039 |
-0.0018 |
-31.3% |
0.0079 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
125,150 |
77,828 |
-47,322 |
-37.8% |
384,875 |
|
| Daily Pivots for day following 15-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9286 |
0.9266 |
0.9191 |
|
| R3 |
0.9247 |
0.9228 |
0.9180 |
|
| R2 |
0.9209 |
0.9209 |
0.9177 |
|
| R1 |
0.9189 |
0.9189 |
0.9173 |
0.9180 |
| PP |
0.9170 |
0.9170 |
0.9170 |
0.9166 |
| S1 |
0.9151 |
0.9151 |
0.9166 |
0.9141 |
| S2 |
0.9132 |
0.9132 |
0.9162 |
|
| S3 |
0.9093 |
0.9112 |
0.9159 |
|
| S4 |
0.9055 |
0.9074 |
0.9148 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9430 |
0.9382 |
0.9220 |
|
| R3 |
0.9351 |
0.9303 |
0.9199 |
|
| R2 |
0.9273 |
0.9273 |
0.9191 |
|
| R1 |
0.9225 |
0.9225 |
0.9184 |
0.9210 |
| PP |
0.9194 |
0.9194 |
0.9194 |
0.9186 |
| S1 |
0.9146 |
0.9146 |
0.9170 |
0.9131 |
| S2 |
0.9116 |
0.9116 |
0.9163 |
|
| S3 |
0.9037 |
0.9068 |
0.9155 |
|
| S4 |
0.8959 |
0.8989 |
0.9134 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9239 |
0.9152 |
0.0087 |
1.0% |
0.0050 |
0.5% |
21% |
False |
True |
87,105 |
| 10 |
0.9383 |
0.9152 |
0.0232 |
2.5% |
0.0052 |
0.6% |
8% |
False |
True |
48,067 |
| 20 |
0.9541 |
0.9152 |
0.0389 |
4.2% |
0.0055 |
0.6% |
5% |
False |
True |
24,473 |
| 40 |
0.9693 |
0.9152 |
0.0541 |
5.9% |
0.0047 |
0.5% |
3% |
False |
True |
12,275 |
| 60 |
0.9763 |
0.9152 |
0.0612 |
6.7% |
0.0047 |
0.5% |
3% |
False |
True |
8,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9354 |
|
2.618 |
0.9291 |
|
1.618 |
0.9252 |
|
1.000 |
0.9229 |
|
0.618 |
0.9214 |
|
HIGH |
0.9190 |
|
0.618 |
0.9175 |
|
0.500 |
0.9171 |
|
0.382 |
0.9166 |
|
LOW |
0.9152 |
|
0.618 |
0.9128 |
|
1.000 |
0.9113 |
|
1.618 |
0.9089 |
|
2.618 |
0.9051 |
|
4.250 |
0.8988 |
|
|
| Fisher Pivots for day following 15-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9171 |
0.9194 |
| PP |
0.9170 |
0.9186 |
| S1 |
0.9170 |
0.9178 |
|