CME Japanese Yen Future March 2021
| Trading Metrics calculated at close of trading on 23-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2020 |
23-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9691 |
0.9666 |
-0.0025 |
-0.3% |
0.9633 |
| High |
0.9699 |
0.9691 |
-0.0007 |
-0.1% |
0.9736 |
| Low |
0.9655 |
0.9662 |
0.0007 |
0.1% |
0.9614 |
| Close |
0.9662 |
0.9666 |
0.0004 |
0.0% |
0.9695 |
| Range |
0.0043 |
0.0029 |
-0.0014 |
-31.4% |
0.0122 |
| ATR |
0.0051 |
0.0050 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
73,602 |
84,010 |
10,408 |
14.1% |
522,393 |
|
| Daily Pivots for day following 23-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9761 |
0.9743 |
0.9682 |
|
| R3 |
0.9732 |
0.9713 |
0.9674 |
|
| R2 |
0.9702 |
0.9702 |
0.9671 |
|
| R1 |
0.9684 |
0.9684 |
0.9668 |
0.9678 |
| PP |
0.9673 |
0.9673 |
0.9673 |
0.9670 |
| S1 |
0.9655 |
0.9655 |
0.9663 |
0.9649 |
| S2 |
0.9644 |
0.9644 |
0.9660 |
|
| S3 |
0.9614 |
0.9625 |
0.9657 |
|
| S4 |
0.9585 |
0.9596 |
0.9649 |
|
|
| 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 |
0.0098 |
1.0% |
0.0049 |
0.5% |
28% |
False |
False |
95,050 |
| 10 |
0.9736 |
0.9577 |
0.0159 |
1.6% |
0.0049 |
0.5% |
56% |
False |
False |
103,398 |
| 20 |
0.9736 |
0.9562 |
0.0174 |
1.8% |
0.0046 |
0.5% |
59% |
False |
False |
63,436 |
| 40 |
0.9736 |
0.9478 |
0.0259 |
2.7% |
0.0055 |
0.6% |
73% |
False |
False |
31,786 |
| 60 |
0.9736 |
0.9444 |
0.0293 |
3.0% |
0.0049 |
0.5% |
76% |
False |
False |
21,236 |
| 80 |
0.9736 |
0.9420 |
0.0317 |
3.3% |
0.0047 |
0.5% |
78% |
False |
False |
15,934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9817 |
|
2.618 |
0.9769 |
|
1.618 |
0.9739 |
|
1.000 |
0.9721 |
|
0.618 |
0.9710 |
|
HIGH |
0.9691 |
|
0.618 |
0.9680 |
|
0.500 |
0.9677 |
|
0.382 |
0.9673 |
|
LOW |
0.9662 |
|
0.618 |
0.9644 |
|
1.000 |
0.9633 |
|
1.618 |
0.9614 |
|
2.618 |
0.9585 |
|
4.250 |
0.9537 |
|
|
| Fisher Pivots for day following 23-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9677 |
0.9669 |
| PP |
0.9673 |
0.9668 |
| S1 |
0.9669 |
0.9667 |
|