CME Japanese Yen Future March 2021
| Trading Metrics calculated at close of trading on 08-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2021 |
08-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9479 |
0.9493 |
0.0014 |
0.1% |
0.9547 |
| High |
0.9496 |
0.9521 |
0.0025 |
0.3% |
0.9563 |
| Low |
0.9458 |
0.9466 |
0.0009 |
0.1% |
0.9458 |
| Close |
0.9487 |
0.9507 |
0.0020 |
0.2% |
0.9487 |
| Range |
0.0039 |
0.0055 |
0.0017 |
42.9% |
0.0105 |
| ATR |
0.0043 |
0.0044 |
0.0001 |
1.9% |
0.0000 |
| Volume |
113,309 |
83,682 |
-29,627 |
-26.1% |
414,648 |
|
| Daily Pivots for day following 08-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9663 |
0.9640 |
0.9537 |
|
| R3 |
0.9608 |
0.9585 |
0.9522 |
|
| R2 |
0.9553 |
0.9553 |
0.9517 |
|
| R1 |
0.9530 |
0.9530 |
0.9512 |
0.9541 |
| PP |
0.9498 |
0.9498 |
0.9498 |
0.9504 |
| S1 |
0.9475 |
0.9475 |
0.9501 |
0.9486 |
| S2 |
0.9443 |
0.9443 |
0.9496 |
|
| S3 |
0.9388 |
0.9420 |
0.9491 |
|
| S4 |
0.9333 |
0.9365 |
0.9476 |
|
|
| Weekly Pivots for week ending 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9817 |
0.9757 |
0.9544 |
|
| R3 |
0.9712 |
0.9652 |
0.9515 |
|
| R2 |
0.9607 |
0.9607 |
0.9506 |
|
| R1 |
0.9547 |
0.9547 |
0.9496 |
0.9525 |
| PP |
0.9502 |
0.9502 |
0.9502 |
0.9491 |
| S1 |
0.9442 |
0.9442 |
0.9477 |
0.9420 |
| S2 |
0.9397 |
0.9397 |
0.9467 |
|
| S3 |
0.9292 |
0.9337 |
0.9458 |
|
| S4 |
0.9187 |
0.9232 |
0.9429 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9543 |
0.9458 |
0.0085 |
0.9% |
0.0039 |
0.4% |
58% |
False |
False |
82,964 |
| 10 |
0.9662 |
0.9458 |
0.0204 |
2.1% |
0.0042 |
0.4% |
24% |
False |
False |
90,766 |
| 20 |
0.9683 |
0.9458 |
0.0225 |
2.4% |
0.0042 |
0.4% |
22% |
False |
False |
83,077 |
| 40 |
0.9755 |
0.9458 |
0.0297 |
3.1% |
0.0046 |
0.5% |
16% |
False |
False |
89,346 |
| 60 |
0.9755 |
0.9458 |
0.0297 |
3.1% |
0.0047 |
0.5% |
16% |
False |
False |
63,505 |
| 80 |
0.9755 |
0.9458 |
0.0297 |
3.1% |
0.0049 |
0.5% |
16% |
False |
False |
47,667 |
| 100 |
0.9755 |
0.9444 |
0.0311 |
3.3% |
0.0048 |
0.5% |
20% |
False |
False |
38,144 |
| 120 |
0.9755 |
0.9386 |
0.0369 |
3.9% |
0.0047 |
0.5% |
33% |
False |
False |
31,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9755 |
|
2.618 |
0.9665 |
|
1.618 |
0.9610 |
|
1.000 |
0.9576 |
|
0.618 |
0.9555 |
|
HIGH |
0.9521 |
|
0.618 |
0.9500 |
|
0.500 |
0.9494 |
|
0.382 |
0.9487 |
|
LOW |
0.9466 |
|
0.618 |
0.9432 |
|
1.000 |
0.9411 |
|
1.618 |
0.9377 |
|
2.618 |
0.9322 |
|
4.250 |
0.9232 |
|
|
| Fisher Pivots for day following 08-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9502 |
0.9502 |
| PP |
0.9498 |
0.9498 |
| S1 |
0.9494 |
0.9493 |
|