CME Japanese Yen Future June 2021
| Trading Metrics calculated at close of trading on 17-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2021 |
17-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9168 |
0.9182 |
0.0015 |
0.2% |
0.9234 |
| High |
0.9202 |
0.9204 |
0.0003 |
0.0% |
0.9242 |
| Low |
0.9158 |
0.9155 |
-0.0003 |
0.0% |
0.9163 |
| Close |
0.9183 |
0.9195 |
0.0012 |
0.1% |
0.9177 |
| Range |
0.0044 |
0.0049 |
0.0005 |
11.4% |
0.0079 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
84,961 |
113,046 |
28,085 |
33.1% |
384,875 |
|
| Daily Pivots for day following 17-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9332 |
0.9312 |
0.9221 |
|
| R3 |
0.9283 |
0.9263 |
0.9208 |
|
| R2 |
0.9234 |
0.9234 |
0.9203 |
|
| R1 |
0.9214 |
0.9214 |
0.9199 |
0.9224 |
| PP |
0.9185 |
0.9185 |
0.9185 |
0.9189 |
| S1 |
0.9165 |
0.9165 |
0.9190 |
0.9175 |
| S2 |
0.9136 |
0.9136 |
0.9186 |
|
| S3 |
0.9087 |
0.9116 |
0.9181 |
|
| S4 |
0.9038 |
0.9067 |
0.9168 |
|
|
| 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 |
0.9237 |
0.9152 |
0.0086 |
0.9% |
0.0045 |
0.5% |
50% |
False |
False |
98,816 |
| 10 |
0.9358 |
0.9152 |
0.0207 |
2.2% |
0.0056 |
0.6% |
21% |
False |
False |
67,330 |
| 20 |
0.9541 |
0.9152 |
0.0389 |
4.2% |
0.0053 |
0.6% |
11% |
False |
False |
34,343 |
| 40 |
0.9693 |
0.9152 |
0.0541 |
5.9% |
0.0048 |
0.5% |
8% |
False |
False |
17,224 |
| 60 |
0.9763 |
0.9152 |
0.0612 |
6.7% |
0.0047 |
0.5% |
7% |
False |
False |
11,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9412 |
|
2.618 |
0.9332 |
|
1.618 |
0.9283 |
|
1.000 |
0.9253 |
|
0.618 |
0.9234 |
|
HIGH |
0.9204 |
|
0.618 |
0.9185 |
|
0.500 |
0.9180 |
|
0.382 |
0.9174 |
|
LOW |
0.9155 |
|
0.618 |
0.9125 |
|
1.000 |
0.9106 |
|
1.618 |
0.9076 |
|
2.618 |
0.9027 |
|
4.250 |
0.8947 |
|
|
| Fisher Pivots for day following 17-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9190 |
0.9189 |
| PP |
0.9185 |
0.9183 |
| S1 |
0.9180 |
0.9178 |
|