CME Japanese Yen Future March 2021
| Trading Metrics calculated at close of trading on 13-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2021 |
13-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9603 |
0.9644 |
0.0041 |
0.4% |
0.9700 |
| High |
0.9648 |
0.9666 |
0.0019 |
0.2% |
0.9755 |
| Low |
0.9590 |
0.9622 |
0.0032 |
0.3% |
0.9613 |
| Close |
0.9638 |
0.9633 |
-0.0005 |
-0.1% |
0.9630 |
| Range |
0.0058 |
0.0045 |
-0.0013 |
-21.7% |
0.0142 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
69,910 |
82,266 |
12,356 |
17.7% |
554,567 |
|
| Daily Pivots for day following 13-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9775 |
0.9749 |
0.9658 |
|
| R3 |
0.9730 |
0.9704 |
0.9645 |
|
| R2 |
0.9685 |
0.9685 |
0.9641 |
|
| R1 |
0.9659 |
0.9659 |
0.9637 |
0.9650 |
| PP |
0.9640 |
0.9640 |
0.9640 |
0.9636 |
| S1 |
0.9614 |
0.9614 |
0.9629 |
0.9605 |
| S2 |
0.9595 |
0.9595 |
0.9625 |
|
| S3 |
0.9550 |
0.9569 |
0.9621 |
|
| S4 |
0.9505 |
0.9524 |
0.9608 |
|
|
| Weekly Pivots for week ending 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0090 |
1.0002 |
0.9708 |
|
| R3 |
0.9949 |
0.9860 |
0.9669 |
|
| R2 |
0.9807 |
0.9807 |
0.9656 |
|
| R1 |
0.9719 |
0.9719 |
0.9643 |
0.9692 |
| PP |
0.9666 |
0.9666 |
0.9666 |
0.9653 |
| S1 |
0.9577 |
0.9577 |
0.9617 |
0.9551 |
| S2 |
0.9524 |
0.9524 |
0.9604 |
|
| S3 |
0.9383 |
0.9436 |
0.9591 |
|
| S4 |
0.9241 |
0.9294 |
0.9552 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9720 |
0.9585 |
0.0135 |
1.4% |
0.0057 |
0.6% |
36% |
False |
False |
92,852 |
| 10 |
0.9755 |
0.9585 |
0.0170 |
1.8% |
0.0057 |
0.6% |
28% |
False |
False |
90,624 |
| 20 |
0.9755 |
0.9585 |
0.0170 |
1.8% |
0.0052 |
0.5% |
28% |
False |
False |
88,522 |
| 40 |
0.9755 |
0.9529 |
0.0226 |
2.3% |
0.0049 |
0.5% |
46% |
False |
False |
59,140 |
| 60 |
0.9755 |
0.9478 |
0.0277 |
2.9% |
0.0053 |
0.5% |
56% |
False |
False |
39,482 |
| 80 |
0.9755 |
0.9444 |
0.0311 |
3.2% |
0.0049 |
0.5% |
61% |
False |
False |
29,624 |
| 100 |
0.9755 |
0.9386 |
0.0369 |
3.8% |
0.0048 |
0.5% |
67% |
False |
False |
23,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9858 |
|
2.618 |
0.9784 |
|
1.618 |
0.9739 |
|
1.000 |
0.9711 |
|
0.618 |
0.9694 |
|
HIGH |
0.9666 |
|
0.618 |
0.9649 |
|
0.500 |
0.9644 |
|
0.382 |
0.9639 |
|
LOW |
0.9622 |
|
0.618 |
0.9594 |
|
1.000 |
0.9577 |
|
1.618 |
0.9549 |
|
2.618 |
0.9504 |
|
4.250 |
0.9430 |
|
|
| Fisher Pivots for day following 13-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9644 |
0.9631 |
| PP |
0.9640 |
0.9628 |
| S1 |
0.9637 |
0.9626 |
|