CME Japanese Yen Future March 2021
| Trading Metrics calculated at close of trading on 28-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2020 |
28-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9673 |
0.9665 |
-0.0009 |
-0.1% |
0.9689 |
| High |
0.9675 |
0.9683 |
0.0008 |
0.1% |
0.9700 |
| Low |
0.9650 |
0.9636 |
-0.0014 |
-0.1% |
0.9638 |
| Close |
0.9660 |
0.9642 |
-0.0018 |
-0.2% |
0.9660 |
| Range |
0.0026 |
0.0047 |
0.0022 |
84.3% |
0.0062 |
| ATR |
0.0048 |
0.0048 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
46,734 |
75,438 |
28,704 |
61.4% |
315,167 |
|
| Daily Pivots for day following 28-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9794 |
0.9765 |
0.9667 |
|
| R3 |
0.9747 |
0.9718 |
0.9654 |
|
| R2 |
0.9700 |
0.9700 |
0.9650 |
|
| R1 |
0.9671 |
0.9671 |
0.9646 |
0.9662 |
| PP |
0.9653 |
0.9653 |
0.9653 |
0.9649 |
| S1 |
0.9624 |
0.9624 |
0.9637 |
0.9615 |
| S2 |
0.9606 |
0.9606 |
0.9633 |
|
| S3 |
0.9559 |
0.9577 |
0.9629 |
|
| S4 |
0.9512 |
0.9530 |
0.9616 |
|
|
| Weekly Pivots for week ending 25-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9852 |
0.9818 |
0.9694 |
|
| R3 |
0.9790 |
0.9756 |
0.9677 |
|
| R2 |
0.9728 |
0.9728 |
0.9671 |
|
| R1 |
0.9694 |
0.9694 |
0.9665 |
0.9680 |
| PP |
0.9666 |
0.9666 |
0.9666 |
0.9659 |
| S1 |
0.9632 |
0.9632 |
0.9654 |
0.9618 |
| S2 |
0.9604 |
0.9604 |
0.9648 |
|
| S3 |
0.9542 |
0.9570 |
0.9642 |
|
| S4 |
0.9480 |
0.9508 |
0.9625 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9700 |
0.9636 |
0.0065 |
0.7% |
0.0041 |
0.4% |
9% |
False |
True |
78,121 |
| 10 |
0.9736 |
0.9614 |
0.0122 |
1.3% |
0.0049 |
0.5% |
23% |
False |
False |
91,299 |
| 20 |
0.9736 |
0.9562 |
0.0174 |
1.8% |
0.0046 |
0.5% |
46% |
False |
False |
69,510 |
| 40 |
0.9736 |
0.9478 |
0.0259 |
2.7% |
0.0054 |
0.6% |
63% |
False |
False |
34,839 |
| 60 |
0.9736 |
0.9444 |
0.0293 |
3.0% |
0.0049 |
0.5% |
68% |
False |
False |
23,271 |
| 80 |
0.9736 |
0.9420 |
0.0317 |
3.3% |
0.0047 |
0.5% |
70% |
False |
False |
17,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9882 |
|
2.618 |
0.9806 |
|
1.618 |
0.9759 |
|
1.000 |
0.9730 |
|
0.618 |
0.9712 |
|
HIGH |
0.9683 |
|
0.618 |
0.9665 |
|
0.500 |
0.9659 |
|
0.382 |
0.9653 |
|
LOW |
0.9636 |
|
0.618 |
0.9606 |
|
1.000 |
0.9589 |
|
1.618 |
0.9559 |
|
2.618 |
0.9512 |
|
4.250 |
0.9436 |
|
|
| Fisher Pivots for day following 28-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9659 |
0.9663 |
| PP |
0.9653 |
0.9656 |
| S1 |
0.9647 |
0.9649 |
|