CME Japanese Yen Future March 2021
| Trading Metrics calculated at close of trading on 01-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2021 |
01-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9597 |
0.9547 |
-0.0050 |
-0.5% |
0.9638 |
| High |
0.9599 |
0.9563 |
-0.0037 |
-0.4% |
0.9662 |
| Low |
0.9533 |
0.9524 |
-0.0009 |
-0.1% |
0.9533 |
| Close |
0.9551 |
0.9532 |
-0.0019 |
-0.2% |
0.9551 |
| Range |
0.0067 |
0.0039 |
-0.0028 |
-42.1% |
0.0129 |
| ATR |
0.0046 |
0.0046 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
131,965 |
83,508 |
-48,457 |
-36.7% |
474,514 |
|
| Daily Pivots for day following 01-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9655 |
0.9632 |
0.9553 |
|
| R3 |
0.9617 |
0.9594 |
0.9543 |
|
| R2 |
0.9578 |
0.9578 |
0.9539 |
|
| R1 |
0.9555 |
0.9555 |
0.9536 |
0.9547 |
| PP |
0.9540 |
0.9540 |
0.9540 |
0.9536 |
| S1 |
0.9517 |
0.9517 |
0.9528 |
0.9509 |
| S2 |
0.9501 |
0.9501 |
0.9525 |
|
| S3 |
0.9463 |
0.9478 |
0.9521 |
|
| S4 |
0.9424 |
0.9440 |
0.9511 |
|
|
| Weekly Pivots for week ending 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9969 |
0.9889 |
0.9622 |
|
| R3 |
0.9840 |
0.9760 |
0.9586 |
|
| R2 |
0.9711 |
0.9711 |
0.9575 |
|
| R1 |
0.9631 |
0.9631 |
0.9563 |
0.9606 |
| PP |
0.9582 |
0.9582 |
0.9582 |
0.9569 |
| S1 |
0.9502 |
0.9502 |
0.9539 |
0.9477 |
| S2 |
0.9453 |
0.9453 |
0.9527 |
|
| S3 |
0.9324 |
0.9373 |
0.9516 |
|
| S4 |
0.9195 |
0.9244 |
0.9480 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9662 |
0.9524 |
0.0138 |
1.4% |
0.0045 |
0.5% |
6% |
False |
True |
98,568 |
| 10 |
0.9683 |
0.9524 |
0.0159 |
1.7% |
0.0041 |
0.4% |
5% |
False |
True |
88,172 |
| 20 |
0.9755 |
0.9524 |
0.0231 |
2.4% |
0.0049 |
0.5% |
3% |
False |
True |
90,064 |
| 40 |
0.9755 |
0.9524 |
0.0231 |
2.4% |
0.0047 |
0.5% |
3% |
False |
True |
84,640 |
| 60 |
0.9755 |
0.9478 |
0.0277 |
2.9% |
0.0052 |
0.5% |
20% |
False |
False |
56,604 |
| 80 |
0.9755 |
0.9444 |
0.0311 |
3.3% |
0.0049 |
0.5% |
28% |
False |
False |
42,487 |
| 100 |
0.9755 |
0.9443 |
0.0312 |
3.3% |
0.0047 |
0.5% |
29% |
False |
False |
33,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9726 |
|
2.618 |
0.9663 |
|
1.618 |
0.9625 |
|
1.000 |
0.9601 |
|
0.618 |
0.9586 |
|
HIGH |
0.9563 |
|
0.618 |
0.9548 |
|
0.500 |
0.9543 |
|
0.382 |
0.9539 |
|
LOW |
0.9524 |
|
0.618 |
0.9500 |
|
1.000 |
0.9486 |
|
1.618 |
0.9462 |
|
2.618 |
0.9423 |
|
4.250 |
0.9360 |
|
|
| Fisher Pivots for day following 01-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9543 |
0.9569 |
| PP |
0.9540 |
0.9556 |
| S1 |
0.9536 |
0.9544 |
|