CME Japanese Yen Future March 2021
| Trading Metrics calculated at close of trading on 22-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2020 |
22-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9689 |
0.9691 |
0.0002 |
0.0% |
0.9633 |
| High |
0.9700 |
0.9699 |
-0.0002 |
0.0% |
0.9736 |
| Low |
0.9638 |
0.9655 |
0.0017 |
0.2% |
0.9614 |
| Close |
0.9693 |
0.9662 |
-0.0031 |
-0.3% |
0.9695 |
| Range |
0.0062 |
0.0043 |
-0.0019 |
-30.6% |
0.0122 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
110,821 |
73,602 |
-37,219 |
-33.6% |
522,393 |
|
| Daily Pivots for day following 22-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9801 |
0.9775 |
0.9686 |
|
| R3 |
0.9758 |
0.9732 |
0.9674 |
|
| R2 |
0.9715 |
0.9715 |
0.9670 |
|
| R1 |
0.9689 |
0.9689 |
0.9666 |
0.9680 |
| PP |
0.9672 |
0.9672 |
0.9672 |
0.9668 |
| S1 |
0.9645 |
0.9645 |
0.9658 |
0.9637 |
| S2 |
0.9629 |
0.9629 |
0.9654 |
|
| S3 |
0.9586 |
0.9602 |
0.9650 |
|
| S4 |
0.9543 |
0.9559 |
0.9638 |
|
|
| Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0048 |
0.9993 |
0.9762 |
|
| R3 |
0.9926 |
0.9871 |
0.9728 |
|
| R2 |
0.9804 |
0.9804 |
0.9717 |
|
| R1 |
0.9749 |
0.9749 |
0.9706 |
0.9776 |
| PP |
0.9682 |
0.9682 |
0.9682 |
0.9695 |
| S1 |
0.9627 |
0.9627 |
0.9683 |
0.9654 |
| S2 |
0.9560 |
0.9560 |
0.9672 |
|
| S3 |
0.9438 |
0.9505 |
0.9661 |
|
| S4 |
0.9316 |
0.9383 |
0.9627 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9736 |
0.9638 |
0.0099 |
1.0% |
0.0056 |
0.6% |
25% |
False |
False |
101,222 |
| 10 |
0.9736 |
0.9577 |
0.0159 |
1.6% |
0.0050 |
0.5% |
53% |
False |
False |
106,723 |
| 20 |
0.9736 |
0.9562 |
0.0174 |
1.8% |
0.0048 |
0.5% |
57% |
False |
False |
59,246 |
| 40 |
0.9736 |
0.9478 |
0.0259 |
2.7% |
0.0055 |
0.6% |
71% |
False |
False |
29,686 |
| 60 |
0.9736 |
0.9444 |
0.0293 |
3.0% |
0.0049 |
0.5% |
75% |
False |
False |
19,836 |
| 80 |
0.9736 |
0.9420 |
0.0317 |
3.3% |
0.0047 |
0.5% |
77% |
False |
False |
14,883 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9881 |
|
2.618 |
0.9811 |
|
1.618 |
0.9768 |
|
1.000 |
0.9742 |
|
0.618 |
0.9725 |
|
HIGH |
0.9699 |
|
0.618 |
0.9682 |
|
0.500 |
0.9677 |
|
0.382 |
0.9672 |
|
LOW |
0.9655 |
|
0.618 |
0.9629 |
|
1.000 |
0.9612 |
|
1.618 |
0.9586 |
|
2.618 |
0.9543 |
|
4.250 |
0.9473 |
|
|
| Fisher Pivots for day following 22-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9677 |
0.9675 |
| PP |
0.9672 |
0.9671 |
| S1 |
0.9667 |
0.9666 |
|