CME Japanese Yen Future March 2021
| Trading Metrics calculated at close of trading on 22-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2020 |
22-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9496 |
0.9576 |
0.0080 |
0.8% |
0.9506 |
| High |
0.9600 |
0.9590 |
-0.0011 |
-0.1% |
0.9539 |
| Low |
0.9495 |
0.9551 |
0.0056 |
0.6% |
0.9478 |
| Close |
0.9584 |
0.9555 |
-0.0030 |
-0.3% |
0.9507 |
| Range |
0.0105 |
0.0038 |
-0.0067 |
-63.8% |
0.0061 |
| ATR |
0.0041 |
0.0041 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
20 |
13 |
-7 |
-35.0% |
61 |
|
| Daily Pivots for day following 22-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9679 |
0.9655 |
0.9575 |
|
| R3 |
0.9641 |
0.9617 |
0.9565 |
|
| R2 |
0.9603 |
0.9603 |
0.9561 |
|
| R1 |
0.9579 |
0.9579 |
0.9558 |
0.9572 |
| PP |
0.9565 |
0.9565 |
0.9565 |
0.9562 |
| S1 |
0.9541 |
0.9541 |
0.9551 |
0.9534 |
| S2 |
0.9527 |
0.9527 |
0.9548 |
|
| S3 |
0.9489 |
0.9503 |
0.9544 |
|
| S4 |
0.9451 |
0.9465 |
0.9534 |
|
|
| Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9691 |
0.9660 |
0.9541 |
|
| R3 |
0.9630 |
0.9599 |
0.9524 |
|
| R2 |
0.9569 |
0.9569 |
0.9518 |
|
| R1 |
0.9538 |
0.9538 |
0.9513 |
0.9554 |
| PP |
0.9508 |
0.9508 |
0.9508 |
0.9516 |
| S1 |
0.9477 |
0.9477 |
0.9501 |
0.9493 |
| S2 |
0.9447 |
0.9447 |
0.9496 |
|
| S3 |
0.9386 |
0.9416 |
0.9490 |
|
| S4 |
0.9325 |
0.9355 |
0.9473 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9751 |
|
2.618 |
0.9689 |
|
1.618 |
0.9651 |
|
1.000 |
0.9628 |
|
0.618 |
0.9613 |
|
HIGH |
0.9590 |
|
0.618 |
0.9575 |
|
0.500 |
0.9570 |
|
0.382 |
0.9566 |
|
LOW |
0.9551 |
|
0.618 |
0.9528 |
|
1.000 |
0.9513 |
|
1.618 |
0.9490 |
|
2.618 |
0.9452 |
|
4.250 |
0.9390 |
|
|
| Fisher Pivots for day following 22-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9570 |
0.9549 |
| PP |
0.9565 |
0.9544 |
| S1 |
0.9560 |
0.9539 |
|