CME Japanese Yen Future June 2021
| Trading Metrics calculated at close of trading on 22-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2021 |
22-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9187 |
0.9217 |
0.0030 |
0.3% |
0.9183 |
| High |
0.9215 |
0.9217 |
0.0003 |
0.0% |
0.9215 |
| Low |
0.9170 |
0.9185 |
0.0015 |
0.2% |
0.9152 |
| Close |
0.9192 |
0.9199 |
0.0008 |
0.1% |
0.9192 |
| Range |
0.0045 |
0.0032 |
-0.0012 |
-27.0% |
0.0063 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
112,669 |
77,389 |
-35,280 |
-31.3% |
519,903 |
|
| Daily Pivots for day following 22-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9298 |
0.9281 |
0.9217 |
|
| R3 |
0.9265 |
0.9248 |
0.9208 |
|
| R2 |
0.9233 |
0.9233 |
0.9205 |
|
| R1 |
0.9216 |
0.9216 |
0.9202 |
0.9208 |
| PP |
0.9200 |
0.9200 |
0.9200 |
0.9197 |
| S1 |
0.9184 |
0.9184 |
0.9196 |
0.9176 |
| S2 |
0.9168 |
0.9168 |
0.9193 |
|
| S3 |
0.9136 |
0.9151 |
0.9190 |
|
| S4 |
0.9103 |
0.9119 |
0.9181 |
|
|
| 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 |
0.9217 |
0.9155 |
0.0062 |
0.7% |
0.0046 |
0.5% |
70% |
True |
False |
103,892 |
| 10 |
0.9239 |
0.9152 |
0.0087 |
1.0% |
0.0048 |
0.5% |
54% |
False |
False |
95,499 |
| 20 |
0.9541 |
0.9152 |
0.0389 |
4.2% |
0.0052 |
0.6% |
12% |
False |
False |
50,368 |
| 40 |
0.9672 |
0.9152 |
0.0520 |
5.7% |
0.0048 |
0.5% |
9% |
False |
False |
25,258 |
| 60 |
0.9763 |
0.9152 |
0.0612 |
6.7% |
0.0047 |
0.5% |
8% |
False |
False |
16,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9356 |
|
2.618 |
0.9303 |
|
1.618 |
0.9270 |
|
1.000 |
0.9250 |
|
0.618 |
0.9238 |
|
HIGH |
0.9217 |
|
0.618 |
0.9205 |
|
0.500 |
0.9201 |
|
0.382 |
0.9197 |
|
LOW |
0.9185 |
|
0.618 |
0.9165 |
|
1.000 |
0.9153 |
|
1.618 |
0.9132 |
|
2.618 |
0.9100 |
|
4.250 |
0.9047 |
|
|
| Fisher Pivots for day following 22-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9201 |
0.9195 |
| PP |
0.9200 |
0.9190 |
| S1 |
0.9200 |
0.9186 |
|