CME Japanese Yen Future March 2021
| Trading Metrics calculated at close of trading on 09-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2021 |
09-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9493 |
0.9506 |
0.0013 |
0.1% |
0.9547 |
| High |
0.9521 |
0.9572 |
0.0051 |
0.5% |
0.9563 |
| Low |
0.9466 |
0.9503 |
0.0037 |
0.4% |
0.9458 |
| Close |
0.9507 |
0.9568 |
0.0062 |
0.6% |
0.9487 |
| Range |
0.0055 |
0.0069 |
0.0014 |
25.5% |
0.0105 |
| ATR |
0.0044 |
0.0046 |
0.0002 |
4.0% |
0.0000 |
| Volume |
83,682 |
97,369 |
13,687 |
16.4% |
414,648 |
|
| Daily Pivots for day following 09-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9755 |
0.9730 |
0.9606 |
|
| R3 |
0.9686 |
0.9661 |
0.9587 |
|
| R2 |
0.9617 |
0.9617 |
0.9581 |
|
| R1 |
0.9592 |
0.9592 |
0.9574 |
0.9605 |
| PP |
0.9548 |
0.9548 |
0.9548 |
0.9554 |
| S1 |
0.9523 |
0.9523 |
0.9562 |
0.9536 |
| S2 |
0.9479 |
0.9479 |
0.9555 |
|
| S3 |
0.9410 |
0.9454 |
0.9549 |
|
| S4 |
0.9341 |
0.9385 |
0.9530 |
|
|
| 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 |
0.9572 |
0.9458 |
0.0115 |
1.2% |
0.0047 |
0.5% |
97% |
True |
False |
87,875 |
| 10 |
0.9658 |
0.9458 |
0.0201 |
2.1% |
0.0046 |
0.5% |
55% |
False |
False |
94,553 |
| 20 |
0.9683 |
0.9458 |
0.0225 |
2.4% |
0.0043 |
0.4% |
49% |
False |
False |
84,699 |
| 40 |
0.9755 |
0.9458 |
0.0297 |
3.1% |
0.0047 |
0.5% |
37% |
False |
False |
89,044 |
| 60 |
0.9755 |
0.9458 |
0.0297 |
3.1% |
0.0047 |
0.5% |
37% |
False |
False |
65,126 |
| 80 |
0.9755 |
0.9458 |
0.0297 |
3.1% |
0.0050 |
0.5% |
37% |
False |
False |
48,884 |
| 100 |
0.9755 |
0.9444 |
0.0311 |
3.3% |
0.0048 |
0.5% |
40% |
False |
False |
39,117 |
| 120 |
0.9755 |
0.9386 |
0.0369 |
3.9% |
0.0048 |
0.5% |
49% |
False |
False |
32,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9865 |
|
2.618 |
0.9753 |
|
1.618 |
0.9684 |
|
1.000 |
0.9641 |
|
0.618 |
0.9615 |
|
HIGH |
0.9572 |
|
0.618 |
0.9546 |
|
0.500 |
0.9538 |
|
0.382 |
0.9529 |
|
LOW |
0.9503 |
|
0.618 |
0.9460 |
|
1.000 |
0.9434 |
|
1.618 |
0.9391 |
|
2.618 |
0.9322 |
|
4.250 |
0.9210 |
|
|
| Fisher Pivots for day following 09-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9558 |
0.9550 |
| PP |
0.9548 |
0.9533 |
| S1 |
0.9538 |
0.9515 |
|