CME Japanese Yen Future June 2021
| Trading Metrics calculated at close of trading on 29-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2021 |
29-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9166 |
0.9123 |
-0.0043 |
-0.5% |
0.9217 |
| High |
0.9170 |
0.9150 |
-0.0021 |
-0.2% |
0.9232 |
| Low |
0.9110 |
0.9111 |
0.0001 |
0.0% |
0.9110 |
| Close |
0.9124 |
0.9113 |
-0.0011 |
-0.1% |
0.9124 |
| Range |
0.0061 |
0.0039 |
-0.0022 |
-35.5% |
0.0123 |
| ATR |
0.0049 |
0.0049 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
101,543 |
82,804 |
-18,739 |
-18.5% |
442,370 |
|
| Daily Pivots for day following 29-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9241 |
0.9216 |
0.9134 |
|
| R3 |
0.9202 |
0.9177 |
0.9123 |
|
| R2 |
0.9163 |
0.9163 |
0.9120 |
|
| R1 |
0.9138 |
0.9138 |
0.9116 |
0.9131 |
| PP |
0.9124 |
0.9124 |
0.9124 |
0.9121 |
| S1 |
0.9099 |
0.9099 |
0.9109 |
0.9092 |
| S2 |
0.9085 |
0.9085 |
0.9105 |
|
| S3 |
0.9046 |
0.9060 |
0.9102 |
|
| S4 |
0.9007 |
0.9021 |
0.9091 |
|
|
| 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% |
0.0046 |
0.5% |
2% |
False |
False |
89,557 |
| 10 |
0.9232 |
0.9110 |
0.0123 |
1.3% |
0.0046 |
0.5% |
2% |
False |
False |
96,724 |
| 20 |
0.9383 |
0.9110 |
0.0274 |
3.0% |
0.0049 |
0.5% |
1% |
False |
False |
72,396 |
| 40 |
0.9589 |
0.9110 |
0.0480 |
5.3% |
0.0049 |
0.5% |
1% |
False |
False |
36,445 |
| 60 |
0.9763 |
0.9110 |
0.0654 |
7.2% |
0.0048 |
0.5% |
0% |
False |
False |
24,309 |
| 80 |
0.9763 |
0.9110 |
0.0654 |
7.2% |
0.0045 |
0.5% |
0% |
False |
False |
18,236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9315 |
|
2.618 |
0.9252 |
|
1.618 |
0.9213 |
|
1.000 |
0.9189 |
|
0.618 |
0.9174 |
|
HIGH |
0.9150 |
|
0.618 |
0.9135 |
|
0.500 |
0.9130 |
|
0.382 |
0.9125 |
|
LOW |
0.9111 |
|
0.618 |
0.9086 |
|
1.000 |
0.9072 |
|
1.618 |
0.9047 |
|
2.618 |
0.9008 |
|
4.250 |
0.8945 |
|
|
| Fisher Pivots for day following 29-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9130 |
0.9157 |
| PP |
0.9124 |
0.9142 |
| S1 |
0.9118 |
0.9127 |
|