CME Japanese Yen Future March 2021
| Trading Metrics calculated at close of trading on 24-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2020 |
24-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9666 |
0.9673 |
0.0007 |
0.1% |
0.9633 |
| High |
0.9691 |
0.9675 |
-0.0016 |
-0.2% |
0.9736 |
| Low |
0.9662 |
0.9650 |
-0.0013 |
-0.1% |
0.9614 |
| Close |
0.9666 |
0.9660 |
-0.0006 |
-0.1% |
0.9695 |
| Range |
0.0029 |
0.0026 |
-0.0004 |
-13.6% |
0.0122 |
| ATR |
0.0050 |
0.0048 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
84,010 |
46,734 |
-37,276 |
-44.4% |
522,393 |
|
| Daily Pivots for day following 24-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9738 |
0.9724 |
0.9674 |
|
| R3 |
0.9712 |
0.9699 |
0.9667 |
|
| R2 |
0.9687 |
0.9687 |
0.9664 |
|
| R1 |
0.9673 |
0.9673 |
0.9662 |
0.9667 |
| PP |
0.9661 |
0.9661 |
0.9661 |
0.9658 |
| S1 |
0.9648 |
0.9648 |
0.9657 |
0.9642 |
| S2 |
0.9636 |
0.9636 |
0.9655 |
|
| S3 |
0.9610 |
0.9622 |
0.9652 |
|
| S4 |
0.9585 |
0.9597 |
0.9645 |
|
|
| 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 |
0.9713 |
0.9638 |
0.0075 |
0.8% |
0.0041 |
0.4% |
29% |
False |
False |
81,318 |
| 10 |
0.9736 |
0.9606 |
0.0131 |
1.4% |
0.0048 |
0.5% |
41% |
False |
False |
97,126 |
| 20 |
0.9736 |
0.9562 |
0.0174 |
1.8% |
0.0046 |
0.5% |
56% |
False |
False |
65,757 |
| 40 |
0.9736 |
0.9478 |
0.0259 |
2.7% |
0.0054 |
0.6% |
70% |
False |
False |
32,954 |
| 60 |
0.9736 |
0.9444 |
0.0293 |
3.0% |
0.0049 |
0.5% |
74% |
False |
False |
22,014 |
| 80 |
0.9736 |
0.9420 |
0.0317 |
3.3% |
0.0047 |
0.5% |
76% |
False |
False |
16,518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9783 |
|
2.618 |
0.9742 |
|
1.618 |
0.9716 |
|
1.000 |
0.9701 |
|
0.618 |
0.9691 |
|
HIGH |
0.9675 |
|
0.618 |
0.9665 |
|
0.500 |
0.9662 |
|
0.382 |
0.9659 |
|
LOW |
0.9650 |
|
0.618 |
0.9634 |
|
1.000 |
0.9624 |
|
1.618 |
0.9608 |
|
2.618 |
0.9583 |
|
4.250 |
0.9541 |
|
|
| Fisher Pivots for day following 24-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9662 |
0.9674 |
| PP |
0.9661 |
0.9669 |
| S1 |
0.9660 |
0.9664 |
|