CME Japanese Yen Future March 2021
| Trading Metrics calculated at close of trading on 14-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2021 |
14-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9644 |
0.9635 |
-0.0009 |
-0.1% |
0.9700 |
| High |
0.9666 |
0.9662 |
-0.0004 |
0.0% |
0.9755 |
| Low |
0.9622 |
0.9603 |
-0.0019 |
-0.2% |
0.9613 |
| Close |
0.9633 |
0.9641 |
0.0008 |
0.1% |
0.9630 |
| Range |
0.0045 |
0.0060 |
0.0015 |
32.2% |
0.0142 |
| ATR |
0.0052 |
0.0053 |
0.0001 |
1.0% |
0.0000 |
| Volume |
82,266 |
87,443 |
5,177 |
6.3% |
554,567 |
|
| Daily Pivots for day following 14-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9814 |
0.9787 |
0.9674 |
|
| R3 |
0.9754 |
0.9727 |
0.9657 |
|
| R2 |
0.9695 |
0.9695 |
0.9652 |
|
| R1 |
0.9668 |
0.9668 |
0.9646 |
0.9681 |
| PP |
0.9635 |
0.9635 |
0.9635 |
0.9642 |
| S1 |
0.9608 |
0.9608 |
0.9636 |
0.9622 |
| S2 |
0.9576 |
0.9576 |
0.9630 |
|
| S3 |
0.9516 |
0.9549 |
0.9625 |
|
| S4 |
0.9457 |
0.9489 |
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 |
0.9666 |
0.9585 |
0.0081 |
0.8% |
0.0050 |
0.5% |
69% |
False |
False |
86,143 |
| 10 |
0.9755 |
0.9585 |
0.0170 |
1.8% |
0.0057 |
0.6% |
33% |
False |
False |
90,657 |
| 20 |
0.9755 |
0.9585 |
0.0170 |
1.8% |
0.0052 |
0.5% |
33% |
False |
False |
88,651 |
| 40 |
0.9755 |
0.9562 |
0.0193 |
2.0% |
0.0049 |
0.5% |
41% |
False |
False |
61,325 |
| 60 |
0.9755 |
0.9478 |
0.0277 |
2.9% |
0.0053 |
0.6% |
59% |
False |
False |
40,939 |
| 80 |
0.9755 |
0.9444 |
0.0311 |
3.2% |
0.0049 |
0.5% |
64% |
False |
False |
30,717 |
| 100 |
0.9755 |
0.9386 |
0.0369 |
3.8% |
0.0049 |
0.5% |
69% |
False |
False |
24,576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9915 |
|
2.618 |
0.9818 |
|
1.618 |
0.9758 |
|
1.000 |
0.9722 |
|
0.618 |
0.9699 |
|
HIGH |
0.9662 |
|
0.618 |
0.9639 |
|
0.500 |
0.9632 |
|
0.382 |
0.9625 |
|
LOW |
0.9603 |
|
0.618 |
0.9566 |
|
1.000 |
0.9543 |
|
1.618 |
0.9506 |
|
2.618 |
0.9447 |
|
4.250 |
0.9350 |
|
|
| Fisher Pivots for day following 14-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9638 |
0.9637 |
| PP |
0.9635 |
0.9632 |
| S1 |
0.9632 |
0.9628 |
|