CME Japanese Yen Future March 2021
| Trading Metrics calculated at close of trading on 20-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2021 |
20-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9637 |
0.9628 |
-0.0009 |
-0.1% |
0.9626 |
| High |
0.9655 |
0.9672 |
0.0018 |
0.2% |
0.9666 |
| Low |
0.9612 |
0.9627 |
0.0015 |
0.2% |
0.9585 |
| Close |
0.9633 |
0.9664 |
0.0031 |
0.3% |
0.9634 |
| Range |
0.0043 |
0.0046 |
0.0003 |
7.1% |
0.0081 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
116,638 |
68,334 |
-48,304 |
-41.4% |
365,008 |
|
| Daily Pivots for day following 20-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9791 |
0.9773 |
0.9689 |
|
| R3 |
0.9745 |
0.9727 |
0.9676 |
|
| R2 |
0.9700 |
0.9700 |
0.9672 |
|
| R1 |
0.9682 |
0.9682 |
0.9668 |
0.9691 |
| PP |
0.9654 |
0.9654 |
0.9654 |
0.9659 |
| S1 |
0.9636 |
0.9636 |
0.9659 |
0.9645 |
| S2 |
0.9609 |
0.9609 |
0.9655 |
|
| S3 |
0.9563 |
0.9591 |
0.9651 |
|
| S4 |
0.9518 |
0.9545 |
0.9638 |
|
|
| Weekly Pivots for week ending 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9873 |
0.9835 |
0.9678 |
|
| R3 |
0.9791 |
0.9753 |
0.9656 |
|
| R2 |
0.9710 |
0.9710 |
0.9648 |
|
| R1 |
0.9672 |
0.9672 |
0.9641 |
0.9691 |
| PP |
0.9628 |
0.9628 |
0.9628 |
0.9638 |
| S1 |
0.9590 |
0.9590 |
0.9626 |
0.9609 |
| S2 |
0.9547 |
0.9547 |
0.9619 |
|
| S3 |
0.9465 |
0.9509 |
0.9611 |
|
| S4 |
0.9384 |
0.9427 |
0.9589 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9672 |
0.9603 |
0.0070 |
0.7% |
0.0044 |
0.5% |
88% |
True |
False |
83,026 |
| 10 |
0.9755 |
0.9585 |
0.0170 |
1.8% |
0.0054 |
0.6% |
46% |
False |
False |
92,971 |
| 20 |
0.9755 |
0.9585 |
0.0170 |
1.8% |
0.0049 |
0.5% |
46% |
False |
False |
84,837 |
| 40 |
0.9755 |
0.9562 |
0.0193 |
2.0% |
0.0049 |
0.5% |
53% |
False |
False |
67,445 |
| 60 |
0.9755 |
0.9478 |
0.0277 |
2.9% |
0.0052 |
0.5% |
67% |
False |
False |
45,028 |
| 80 |
0.9755 |
0.9444 |
0.0311 |
3.2% |
0.0049 |
0.5% |
71% |
False |
False |
33,782 |
| 100 |
0.9755 |
0.9386 |
0.0369 |
3.8% |
0.0049 |
0.5% |
75% |
False |
False |
27,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9865 |
|
2.618 |
0.9791 |
|
1.618 |
0.9746 |
|
1.000 |
0.9718 |
|
0.618 |
0.9700 |
|
HIGH |
0.9672 |
|
0.618 |
0.9655 |
|
0.500 |
0.9649 |
|
0.382 |
0.9644 |
|
LOW |
0.9627 |
|
0.618 |
0.9598 |
|
1.000 |
0.9581 |
|
1.618 |
0.9553 |
|
2.618 |
0.9507 |
|
4.250 |
0.9433 |
|
|
| Fisher Pivots for day following 20-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9659 |
0.9656 |
| PP |
0.9654 |
0.9649 |
| S1 |
0.9649 |
0.9642 |
|