CME Japanese Yen Future March 2021
| Trading Metrics calculated at close of trading on 18-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2020 |
18-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9681 |
0.9713 |
0.0032 |
0.3% |
0.9633 |
| High |
0.9736 |
0.9713 |
-0.0023 |
-0.2% |
0.9736 |
| Low |
0.9671 |
0.9666 |
-0.0004 |
0.0% |
0.9614 |
| Close |
0.9713 |
0.9695 |
-0.0018 |
-0.2% |
0.9695 |
| Range |
0.0066 |
0.0047 |
-0.0019 |
-29.0% |
0.0122 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
115,395 |
91,424 |
-23,971 |
-20.8% |
522,393 |
|
| Daily Pivots for day following 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9831 |
0.9809 |
0.9720 |
|
| R3 |
0.9784 |
0.9763 |
0.9707 |
|
| R2 |
0.9738 |
0.9738 |
0.9703 |
|
| R1 |
0.9716 |
0.9716 |
0.9699 |
0.9704 |
| PP |
0.9691 |
0.9691 |
0.9691 |
0.9685 |
| S1 |
0.9670 |
0.9670 |
0.9690 |
0.9657 |
| S2 |
0.9645 |
0.9645 |
0.9686 |
|
| S3 |
0.9598 |
0.9623 |
0.9682 |
|
| S4 |
0.9552 |
0.9577 |
0.9669 |
|
|
| Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0048 |
0.9993 |
0.9762 |
|
| R3 |
0.9926 |
0.9871 |
0.9728 |
|
| R2 |
0.9804 |
0.9804 |
0.9717 |
|
| R1 |
0.9749 |
0.9749 |
0.9706 |
0.9776 |
| PP |
0.9682 |
0.9682 |
0.9682 |
0.9695 |
| S1 |
0.9627 |
0.9627 |
0.9683 |
0.9654 |
| S2 |
0.9560 |
0.9560 |
0.9672 |
|
| S3 |
0.9438 |
0.9505 |
0.9661 |
|
| S4 |
0.9316 |
0.9383 |
0.9627 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9736 |
0.9614 |
0.0122 |
1.3% |
0.0056 |
0.6% |
66% |
False |
False |
104,478 |
| 10 |
0.9736 |
0.9577 |
0.0159 |
1.6% |
0.0045 |
0.5% |
74% |
False |
False |
97,654 |
| 20 |
0.9736 |
0.9562 |
0.0174 |
1.8% |
0.0048 |
0.5% |
76% |
False |
False |
50,052 |
| 40 |
0.9736 |
0.9478 |
0.0259 |
2.7% |
0.0054 |
0.6% |
84% |
False |
False |
25,124 |
| 60 |
0.9736 |
0.9444 |
0.0293 |
3.0% |
0.0048 |
0.5% |
86% |
False |
False |
16,764 |
| 80 |
0.9736 |
0.9386 |
0.0350 |
3.6% |
0.0048 |
0.5% |
88% |
False |
False |
12,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9911 |
|
2.618 |
0.9835 |
|
1.618 |
0.9788 |
|
1.000 |
0.9759 |
|
0.618 |
0.9742 |
|
HIGH |
0.9713 |
|
0.618 |
0.9695 |
|
0.500 |
0.9690 |
|
0.382 |
0.9684 |
|
LOW |
0.9666 |
|
0.618 |
0.9638 |
|
1.000 |
0.9620 |
|
1.618 |
0.9591 |
|
2.618 |
0.9545 |
|
4.250 |
0.9469 |
|
|
| Fisher Pivots for day following 18-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9693 |
0.9692 |
| PP |
0.9691 |
0.9689 |
| S1 |
0.9690 |
0.9687 |
|