CME Japanese Yen Future June 2021
| Trading Metrics calculated at close of trading on 30-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2021 |
30-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9123 |
0.9113 |
-0.0010 |
-0.1% |
0.9217 |
| High |
0.9150 |
0.9118 |
-0.0032 |
-0.3% |
0.9232 |
| Low |
0.9111 |
0.9063 |
-0.0048 |
-0.5% |
0.9110 |
| Close |
0.9113 |
0.9069 |
-0.0044 |
-0.5% |
0.9124 |
| Range |
0.0039 |
0.0055 |
0.0016 |
41.0% |
0.0123 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
0.9% |
0.0000 |
| Volume |
82,804 |
96,087 |
13,283 |
16.0% |
442,370 |
|
| Daily Pivots for day following 30-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9248 |
0.9213 |
0.9099 |
|
| R3 |
0.9193 |
0.9158 |
0.9084 |
|
| R2 |
0.9138 |
0.9138 |
0.9079 |
|
| R1 |
0.9103 |
0.9103 |
0.9074 |
0.9093 |
| PP |
0.9083 |
0.9083 |
0.9083 |
0.9078 |
| S1 |
0.9048 |
0.9048 |
0.9063 |
0.9038 |
| S2 |
0.9028 |
0.9028 |
0.9058 |
|
| S3 |
0.8973 |
0.8993 |
0.9053 |
|
| S4 |
0.8918 |
0.8938 |
0.9038 |
|
|
| 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 |
0.9228 |
0.9063 |
0.0166 |
1.8% |
0.0049 |
0.5% |
4% |
False |
True |
90,957 |
| 10 |
0.9232 |
0.9063 |
0.0170 |
1.9% |
0.0047 |
0.5% |
4% |
False |
True |
97,837 |
| 20 |
0.9382 |
0.9063 |
0.0320 |
3.5% |
0.0051 |
0.6% |
2% |
False |
True |
77,100 |
| 40 |
0.9589 |
0.9063 |
0.0527 |
5.8% |
0.0049 |
0.5% |
1% |
False |
True |
38,846 |
| 60 |
0.9763 |
0.9063 |
0.0701 |
7.7% |
0.0048 |
0.5% |
1% |
False |
True |
25,910 |
| 80 |
0.9763 |
0.9063 |
0.0701 |
7.7% |
0.0045 |
0.5% |
1% |
False |
True |
19,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9351 |
|
2.618 |
0.9261 |
|
1.618 |
0.9206 |
|
1.000 |
0.9173 |
|
0.618 |
0.9151 |
|
HIGH |
0.9118 |
|
0.618 |
0.9096 |
|
0.500 |
0.9090 |
|
0.382 |
0.9084 |
|
LOW |
0.9063 |
|
0.618 |
0.9029 |
|
1.000 |
0.9008 |
|
1.618 |
0.8974 |
|
2.618 |
0.8919 |
|
4.250 |
0.8829 |
|
|
| Fisher Pivots for day following 30-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9090 |
0.9116 |
| PP |
0.9083 |
0.9100 |
| S1 |
0.9076 |
0.9084 |
|