CME Japanese Yen Future June 2021
| Trading Metrics calculated at close of trading on 19-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2021 |
19-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9195 |
0.9187 |
-0.0008 |
-0.1% |
0.9183 |
| High |
0.9214 |
0.9215 |
0.0001 |
0.0% |
0.9215 |
| Low |
0.9155 |
0.9170 |
0.0015 |
0.2% |
0.9152 |
| Close |
0.9182 |
0.9192 |
0.0010 |
0.1% |
0.9192 |
| Range |
0.0059 |
0.0045 |
-0.0014 |
-23.9% |
0.0063 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
-1.0% |
0.0000 |
| Volume |
131,399 |
112,669 |
-18,730 |
-14.3% |
519,903 |
|
| Daily Pivots for day following 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9326 |
0.9303 |
0.9216 |
|
| R3 |
0.9281 |
0.9259 |
0.9204 |
|
| R2 |
0.9237 |
0.9237 |
0.9200 |
|
| R1 |
0.9214 |
0.9214 |
0.9196 |
0.9225 |
| PP |
0.9192 |
0.9192 |
0.9192 |
0.9198 |
| S1 |
0.9170 |
0.9170 |
0.9187 |
0.9181 |
| S2 |
0.9148 |
0.9148 |
0.9183 |
|
| S3 |
0.9103 |
0.9125 |
0.9179 |
|
| S4 |
0.9059 |
0.9081 |
0.9167 |
|
|
| Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9375 |
0.9346 |
0.9226 |
|
| R3 |
0.9312 |
0.9283 |
0.9209 |
|
| R2 |
0.9249 |
0.9249 |
0.9203 |
|
| R1 |
0.9220 |
0.9220 |
0.9197 |
0.9235 |
| PP |
0.9186 |
0.9186 |
0.9186 |
0.9193 |
| S1 |
0.9157 |
0.9157 |
0.9186 |
0.9172 |
| S2 |
0.9123 |
0.9123 |
0.9180 |
|
| S3 |
0.9060 |
0.9094 |
0.9174 |
|
| S4 |
0.8997 |
0.9031 |
0.9157 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9215 |
0.9152 |
0.0063 |
0.7% |
0.0047 |
0.5% |
63% |
True |
False |
103,980 |
| 10 |
0.9242 |
0.9152 |
0.0091 |
1.0% |
0.0050 |
0.5% |
44% |
False |
False |
90,477 |
| 20 |
0.9541 |
0.9152 |
0.0389 |
4.2% |
0.0054 |
0.6% |
10% |
False |
False |
46,513 |
| 40 |
0.9679 |
0.9152 |
0.0527 |
5.7% |
0.0048 |
0.5% |
8% |
False |
False |
23,324 |
| 60 |
0.9763 |
0.9152 |
0.0612 |
6.7% |
0.0047 |
0.5% |
7% |
False |
False |
15,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9404 |
|
2.618 |
0.9331 |
|
1.618 |
0.9287 |
|
1.000 |
0.9259 |
|
0.618 |
0.9242 |
|
HIGH |
0.9215 |
|
0.618 |
0.9198 |
|
0.500 |
0.9192 |
|
0.382 |
0.9187 |
|
LOW |
0.9170 |
|
0.618 |
0.9142 |
|
1.000 |
0.9126 |
|
1.618 |
0.9098 |
|
2.618 |
0.9053 |
|
4.250 |
0.8981 |
|
|
| Fisher Pivots for day following 19-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9192 |
0.9189 |
| PP |
0.9192 |
0.9187 |
| S1 |
0.9192 |
0.9185 |
|