CME Japanese Yen Future March 2021
| Trading Metrics calculated at close of trading on 15-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2020 |
15-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9633 |
0.9628 |
-0.0005 |
-0.1% |
0.9614 |
| High |
0.9675 |
0.9666 |
-0.0010 |
-0.1% |
0.9647 |
| Low |
0.9619 |
0.9614 |
-0.0005 |
-0.1% |
0.9577 |
| Close |
0.9623 |
0.9658 |
0.0035 |
0.4% |
0.9630 |
| Range |
0.0056 |
0.0052 |
-0.0005 |
-8.0% |
0.0070 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
0.4% |
0.0000 |
| Volume |
115,837 |
84,865 |
-30,972 |
-26.7% |
454,152 |
|
| Daily Pivots for day following 15-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9800 |
0.9780 |
0.9686 |
|
| R3 |
0.9749 |
0.9729 |
0.9672 |
|
| R2 |
0.9697 |
0.9697 |
0.9667 |
|
| R1 |
0.9677 |
0.9677 |
0.9662 |
0.9687 |
| PP |
0.9646 |
0.9646 |
0.9646 |
0.9651 |
| S1 |
0.9626 |
0.9626 |
0.9653 |
0.9636 |
| S2 |
0.9594 |
0.9594 |
0.9648 |
|
| S3 |
0.9543 |
0.9574 |
0.9643 |
|
| S4 |
0.9491 |
0.9523 |
0.9629 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9826 |
0.9797 |
0.9668 |
|
| R3 |
0.9757 |
0.9728 |
0.9649 |
|
| R2 |
0.9687 |
0.9687 |
0.9642 |
|
| R1 |
0.9658 |
0.9658 |
0.9636 |
0.9673 |
| PP |
0.9618 |
0.9618 |
0.9618 |
0.9625 |
| S1 |
0.9589 |
0.9589 |
0.9623 |
0.9603 |
| S2 |
0.9548 |
0.9548 |
0.9617 |
|
| S3 |
0.9479 |
0.9519 |
0.9610 |
|
| S4 |
0.9409 |
0.9450 |
0.9591 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9675 |
0.9577 |
0.0098 |
1.0% |
0.0044 |
0.5% |
82% |
False |
False |
112,223 |
| 10 |
0.9675 |
0.9562 |
0.0113 |
1.2% |
0.0045 |
0.5% |
85% |
False |
False |
67,517 |
| 20 |
0.9675 |
0.9562 |
0.0113 |
1.2% |
0.0046 |
0.5% |
85% |
False |
False |
33,998 |
| 40 |
0.9708 |
0.9478 |
0.0230 |
2.4% |
0.0054 |
0.6% |
78% |
False |
False |
17,083 |
| 60 |
0.9708 |
0.9444 |
0.0264 |
2.7% |
0.0048 |
0.5% |
81% |
False |
False |
11,405 |
| 80 |
0.9708 |
0.9386 |
0.0322 |
3.3% |
0.0048 |
0.5% |
84% |
False |
False |
8,557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9884 |
|
2.618 |
0.9800 |
|
1.618 |
0.9749 |
|
1.000 |
0.9717 |
|
0.618 |
0.9697 |
|
HIGH |
0.9666 |
|
0.618 |
0.9646 |
|
0.500 |
0.9640 |
|
0.382 |
0.9634 |
|
LOW |
0.9614 |
|
0.618 |
0.9582 |
|
1.000 |
0.9563 |
|
1.618 |
0.9531 |
|
2.618 |
0.9479 |
|
4.250 |
0.9395 |
|
|
| Fisher Pivots for day following 15-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9652 |
0.9652 |
| PP |
0.9646 |
0.9646 |
| S1 |
0.9640 |
0.9640 |
|