CME Japanese Yen Future March 2021
| Trading Metrics calculated at close of trading on 21-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2020 |
21-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9713 |
0.9689 |
-0.0024 |
-0.2% |
0.9633 |
| High |
0.9713 |
0.9700 |
-0.0013 |
-0.1% |
0.9736 |
| Low |
0.9666 |
0.9638 |
-0.0028 |
-0.3% |
0.9614 |
| Close |
0.9695 |
0.9693 |
-0.0002 |
0.0% |
0.9695 |
| Range |
0.0047 |
0.0062 |
0.0016 |
33.3% |
0.0122 |
| ATR |
0.0051 |
0.0052 |
0.0001 |
1.5% |
0.0000 |
| Volume |
91,424 |
110,821 |
19,397 |
21.2% |
522,393 |
|
| Daily Pivots for day following 21-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9863 |
0.9840 |
0.9727 |
|
| R3 |
0.9801 |
0.9778 |
0.9710 |
|
| R2 |
0.9739 |
0.9739 |
0.9704 |
|
| R1 |
0.9716 |
0.9716 |
0.9698 |
0.9727 |
| PP |
0.9677 |
0.9677 |
0.9677 |
0.9683 |
| S1 |
0.9654 |
0.9654 |
0.9687 |
0.9665 |
| S2 |
0.9615 |
0.9615 |
0.9681 |
|
| S3 |
0.9553 |
0.9592 |
0.9675 |
|
| S4 |
0.9491 |
0.9530 |
0.9658 |
|
|
| 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% |
0.0057 |
0.6% |
64% |
False |
False |
103,475 |
| 10 |
0.9736 |
0.9577 |
0.0159 |
1.6% |
0.0048 |
0.5% |
73% |
False |
False |
104,960 |
| 20 |
0.9736 |
0.9562 |
0.0174 |
1.8% |
0.0050 |
0.5% |
75% |
False |
False |
55,574 |
| 40 |
0.9736 |
0.9478 |
0.0259 |
2.7% |
0.0055 |
0.6% |
83% |
False |
False |
27,894 |
| 60 |
0.9736 |
0.9444 |
0.0293 |
3.0% |
0.0049 |
0.5% |
85% |
False |
False |
18,610 |
| 80 |
0.9736 |
0.9386 |
0.0350 |
3.6% |
0.0048 |
0.5% |
88% |
False |
False |
13,964 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9964 |
|
2.618 |
0.9862 |
|
1.618 |
0.9800 |
|
1.000 |
0.9762 |
|
0.618 |
0.9738 |
|
HIGH |
0.9700 |
|
0.618 |
0.9676 |
|
0.500 |
0.9669 |
|
0.382 |
0.9662 |
|
LOW |
0.9638 |
|
0.618 |
0.9600 |
|
1.000 |
0.9576 |
|
1.618 |
0.9538 |
|
2.618 |
0.9476 |
|
4.250 |
0.9375 |
|
|
| Fisher Pivots for day following 21-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9685 |
0.9691 |
| PP |
0.9677 |
0.9689 |
| S1 |
0.9669 |
0.9687 |
|