CME Japanese Yen Future June 2021
| Trading Metrics calculated at close of trading on 31-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2021 |
31-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9113 |
0.9068 |
-0.0046 |
-0.5% |
0.9217 |
| High |
0.9118 |
0.9075 |
-0.0043 |
-0.5% |
0.9232 |
| Low |
0.9063 |
0.9018 |
-0.0045 |
-0.5% |
0.9110 |
| Close |
0.9069 |
0.9036 |
-0.0033 |
-0.4% |
0.9124 |
| Range |
0.0055 |
0.0057 |
0.0002 |
3.6% |
0.0123 |
| ATR |
0.0049 |
0.0050 |
0.0001 |
1.2% |
0.0000 |
| Volume |
96,087 |
125,108 |
29,021 |
30.2% |
442,370 |
|
| Daily Pivots for day following 31-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9214 |
0.9182 |
0.9067 |
|
| R3 |
0.9157 |
0.9125 |
0.9051 |
|
| R2 |
0.9100 |
0.9100 |
0.9046 |
|
| R1 |
0.9068 |
0.9068 |
0.9041 |
0.9055 |
| PP |
0.9043 |
0.9043 |
0.9043 |
0.9037 |
| S1 |
0.9011 |
0.9011 |
0.9030 |
0.8998 |
| S2 |
0.8986 |
0.8986 |
0.9025 |
|
| S3 |
0.8929 |
0.8954 |
0.9020 |
|
| S4 |
0.8872 |
0.8897 |
0.9004 |
|
|
| 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 |
0.9205 |
0.9018 |
0.0187 |
2.1% |
0.0051 |
0.6% |
9% |
False |
True |
98,399 |
| 10 |
0.9232 |
0.9018 |
0.0214 |
2.4% |
0.0047 |
0.5% |
8% |
False |
True |
99,043 |
| 20 |
0.9358 |
0.9018 |
0.0340 |
3.8% |
0.0051 |
0.6% |
5% |
False |
True |
83,187 |
| 40 |
0.9589 |
0.9018 |
0.0571 |
6.3% |
0.0050 |
0.6% |
3% |
False |
True |
41,972 |
| 60 |
0.9763 |
0.9018 |
0.0745 |
8.3% |
0.0048 |
0.5% |
2% |
False |
True |
27,995 |
| 80 |
0.9763 |
0.9018 |
0.0745 |
8.3% |
0.0046 |
0.5% |
2% |
False |
True |
21,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9317 |
|
2.618 |
0.9224 |
|
1.618 |
0.9167 |
|
1.000 |
0.9132 |
|
0.618 |
0.9110 |
|
HIGH |
0.9075 |
|
0.618 |
0.9053 |
|
0.500 |
0.9047 |
|
0.382 |
0.9040 |
|
LOW |
0.9018 |
|
0.618 |
0.8983 |
|
1.000 |
0.8961 |
|
1.618 |
0.8926 |
|
2.618 |
0.8869 |
|
4.250 |
0.8776 |
|
|
| Fisher Pivots for day following 31-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9047 |
0.9084 |
| PP |
0.9043 |
0.9068 |
| S1 |
0.9039 |
0.9052 |
|