CME Japanese Yen Future March 2021
| Trading Metrics calculated at close of trading on 16-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2020 |
16-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9628 |
0.9660 |
0.0033 |
0.3% |
0.9614 |
| High |
0.9666 |
0.9699 |
0.0033 |
0.3% |
0.9647 |
| Low |
0.9614 |
0.9638 |
0.0024 |
0.2% |
0.9577 |
| Close |
0.9658 |
0.9665 |
0.0007 |
0.1% |
0.9630 |
| Range |
0.0052 |
0.0061 |
0.0010 |
18.4% |
0.0070 |
| ATR |
0.0049 |
0.0050 |
0.0001 |
1.7% |
0.0000 |
| Volume |
84,865 |
114,872 |
30,007 |
35.4% |
454,152 |
|
| Daily Pivots for day following 16-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9850 |
0.9818 |
0.9698 |
|
| R3 |
0.9789 |
0.9757 |
0.9681 |
|
| R2 |
0.9728 |
0.9728 |
0.9676 |
|
| R1 |
0.9696 |
0.9696 |
0.9670 |
0.9712 |
| PP |
0.9667 |
0.9667 |
0.9667 |
0.9675 |
| S1 |
0.9635 |
0.9635 |
0.9659 |
0.9651 |
| S2 |
0.9606 |
0.9606 |
0.9653 |
|
| S3 |
0.9545 |
0.9574 |
0.9648 |
|
| S4 |
0.9484 |
0.9513 |
0.9631 |
|
|
| 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 |
0.9699 |
0.9577 |
0.0122 |
1.3% |
0.0049 |
0.5% |
72% |
True |
False |
111,746 |
| 10 |
0.9699 |
0.9577 |
0.0122 |
1.3% |
0.0047 |
0.5% |
72% |
True |
False |
78,527 |
| 20 |
0.9699 |
0.9562 |
0.0137 |
1.4% |
0.0047 |
0.5% |
75% |
True |
False |
39,736 |
| 40 |
0.9708 |
0.9478 |
0.0230 |
2.4% |
0.0055 |
0.6% |
81% |
False |
False |
19,954 |
| 60 |
0.9708 |
0.9444 |
0.0264 |
2.7% |
0.0048 |
0.5% |
84% |
False |
False |
13,320 |
| 80 |
0.9708 |
0.9386 |
0.0322 |
3.3% |
0.0048 |
0.5% |
87% |
False |
False |
9,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9958 |
|
2.618 |
0.9858 |
|
1.618 |
0.9797 |
|
1.000 |
0.9760 |
|
0.618 |
0.9736 |
|
HIGH |
0.9699 |
|
0.618 |
0.9675 |
|
0.500 |
0.9668 |
|
0.382 |
0.9661 |
|
LOW |
0.9638 |
|
0.618 |
0.9600 |
|
1.000 |
0.9577 |
|
1.618 |
0.9539 |
|
2.618 |
0.9478 |
|
4.250 |
0.9378 |
|
|
| Fisher Pivots for day following 16-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9668 |
0.9662 |
| PP |
0.9667 |
0.9659 |
| S1 |
0.9666 |
0.9656 |
|