CME Japanese Yen Future March 2021
| Trading Metrics calculated at close of trading on 14-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2020 |
14-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9610 |
0.9633 |
0.0023 |
0.2% |
0.9614 |
| High |
0.9647 |
0.9675 |
0.0029 |
0.3% |
0.9647 |
| Low |
0.9606 |
0.9619 |
0.0014 |
0.1% |
0.9577 |
| Close |
0.9630 |
0.9623 |
-0.0007 |
-0.1% |
0.9630 |
| Range |
0.0041 |
0.0056 |
0.0015 |
36.6% |
0.0070 |
| ATR |
0.0048 |
0.0049 |
0.0001 |
1.1% |
0.0000 |
| Volume |
133,704 |
115,837 |
-17,867 |
-13.4% |
454,152 |
|
| Daily Pivots for day following 14-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9807 |
0.9771 |
0.9654 |
|
| R3 |
0.9751 |
0.9715 |
0.9638 |
|
| R2 |
0.9695 |
0.9695 |
0.9633 |
|
| R1 |
0.9659 |
0.9659 |
0.9628 |
0.9649 |
| PP |
0.9639 |
0.9639 |
0.9639 |
0.9634 |
| S1 |
0.9603 |
0.9603 |
0.9618 |
0.9593 |
| S2 |
0.9583 |
0.9583 |
0.9613 |
|
| S3 |
0.9527 |
0.9547 |
0.9608 |
|
| S4 |
0.9471 |
0.9491 |
0.9592 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9826 |
0.9797 |
0.9668 |
|
| R3 |
0.9757 |
0.9728 |
0.9649 |
|
| R2 |
0.9687 |
0.9687 |
0.9642 |
|
| R1 |
0.9658 |
0.9658 |
0.9636 |
0.9673 |
| PP |
0.9618 |
0.9618 |
0.9618 |
0.9625 |
| S1 |
0.9589 |
0.9589 |
0.9623 |
0.9603 |
| S2 |
0.9548 |
0.9548 |
0.9617 |
|
| S3 |
0.9479 |
0.9519 |
0.9610 |
|
| S4 |
0.9409 |
0.9450 |
0.9591 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9675 |
0.9577 |
0.0098 |
1.0% |
0.0038 |
0.4% |
47% |
True |
False |
106,446 |
| 10 |
0.9675 |
0.9562 |
0.0113 |
1.2% |
0.0044 |
0.5% |
54% |
True |
False |
59,155 |
| 20 |
0.9675 |
0.9529 |
0.0147 |
1.5% |
0.0047 |
0.5% |
65% |
True |
False |
29,758 |
| 40 |
0.9708 |
0.9478 |
0.0230 |
2.4% |
0.0053 |
0.6% |
63% |
False |
False |
14,961 |
| 60 |
0.9708 |
0.9444 |
0.0264 |
2.7% |
0.0048 |
0.5% |
68% |
False |
False |
9,991 |
| 80 |
0.9708 |
0.9386 |
0.0322 |
3.3% |
0.0048 |
0.5% |
74% |
False |
False |
7,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9913 |
|
2.618 |
0.9822 |
|
1.618 |
0.9766 |
|
1.000 |
0.9731 |
|
0.618 |
0.9710 |
|
HIGH |
0.9675 |
|
0.618 |
0.9654 |
|
0.500 |
0.9647 |
|
0.382 |
0.9640 |
|
LOW |
0.9619 |
|
0.618 |
0.9584 |
|
1.000 |
0.9563 |
|
1.618 |
0.9528 |
|
2.618 |
0.9472 |
|
4.250 |
0.9381 |
|
|
| Fisher Pivots for day following 14-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9647 |
0.9626 |
| PP |
0.9639 |
0.9625 |
| S1 |
0.9631 |
0.9624 |
|