CME Japanese Yen Future June 2021
| Trading Metrics calculated at close of trading on 26-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2021 |
26-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9204 |
0.9166 |
-0.0039 |
-0.4% |
0.9217 |
| High |
0.9205 |
0.9170 |
-0.0035 |
-0.4% |
0.9232 |
| Low |
0.9161 |
0.9110 |
-0.0051 |
-0.6% |
0.9110 |
| Close |
0.9171 |
0.9124 |
-0.0048 |
-0.5% |
0.9124 |
| Range |
0.0045 |
0.0061 |
0.0016 |
36.0% |
0.0123 |
| ATR |
0.0048 |
0.0049 |
0.0001 |
1.9% |
0.0000 |
| Volume |
86,454 |
101,543 |
15,089 |
17.5% |
442,370 |
|
| Daily Pivots for day following 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9316 |
0.9280 |
0.9157 |
|
| R3 |
0.9255 |
0.9220 |
0.9140 |
|
| R2 |
0.9195 |
0.9195 |
0.9135 |
|
| R1 |
0.9159 |
0.9159 |
0.9129 |
0.9147 |
| PP |
0.9134 |
0.9134 |
0.9134 |
0.9128 |
| S1 |
0.9099 |
0.9099 |
0.9118 |
0.9086 |
| S2 |
0.9074 |
0.9074 |
0.9112 |
|
| S3 |
0.9013 |
0.9038 |
0.9107 |
|
| S4 |
0.8953 |
0.8978 |
0.9090 |
|
|
| Weekly Pivots for week ending 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9523 |
0.9446 |
0.9191 |
|
| R3 |
0.9400 |
0.9323 |
0.9157 |
|
| R2 |
0.9278 |
0.9278 |
0.9146 |
|
| R1 |
0.9201 |
0.9201 |
0.9135 |
0.9178 |
| PP |
0.9155 |
0.9155 |
0.9155 |
0.9144 |
| S1 |
0.9078 |
0.9078 |
0.9112 |
0.9055 |
| S2 |
0.9033 |
0.9033 |
0.9101 |
|
| S3 |
0.8910 |
0.8956 |
0.9090 |
|
| S4 |
0.8788 |
0.8833 |
0.9056 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9232 |
0.9110 |
0.0123 |
1.3% |
0.0044 |
0.5% |
11% |
False |
True |
88,474 |
| 10 |
0.9232 |
0.9110 |
0.0123 |
1.3% |
0.0046 |
0.5% |
11% |
False |
True |
96,227 |
| 20 |
0.9412 |
0.9110 |
0.0302 |
3.3% |
0.0049 |
0.5% |
5% |
False |
True |
68,361 |
| 40 |
0.9609 |
0.9110 |
0.0499 |
5.5% |
0.0049 |
0.5% |
3% |
False |
True |
34,378 |
| 60 |
0.9763 |
0.9110 |
0.0654 |
7.2% |
0.0048 |
0.5% |
2% |
False |
True |
22,930 |
| 80 |
0.9763 |
0.9110 |
0.0654 |
7.2% |
0.0045 |
0.5% |
2% |
False |
True |
17,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9427 |
|
2.618 |
0.9328 |
|
1.618 |
0.9268 |
|
1.000 |
0.9231 |
|
0.618 |
0.9207 |
|
HIGH |
0.9170 |
|
0.618 |
0.9147 |
|
0.500 |
0.9140 |
|
0.382 |
0.9133 |
|
LOW |
0.9110 |
|
0.618 |
0.9072 |
|
1.000 |
0.9049 |
|
1.618 |
0.9012 |
|
2.618 |
0.8951 |
|
4.250 |
0.8852 |
|
|
| Fisher Pivots for day following 26-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9140 |
0.9169 |
| PP |
0.9134 |
0.9154 |
| S1 |
0.9129 |
0.9139 |
|