CME Japanese Yen Future March 2021
| Trading Metrics calculated at close of trading on 29-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2020 |
29-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9665 |
0.9644 |
-0.0021 |
-0.2% |
0.9689 |
| High |
0.9683 |
0.9673 |
-0.0009 |
-0.1% |
0.9700 |
| Low |
0.9636 |
0.9641 |
0.0006 |
0.1% |
0.9638 |
| Close |
0.9642 |
0.9668 |
0.0027 |
0.3% |
0.9660 |
| Range |
0.0047 |
0.0032 |
-0.0015 |
-30.9% |
0.0062 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
75,438 |
67,038 |
-8,400 |
-11.1% |
315,167 |
|
| Daily Pivots for day following 29-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9758 |
0.9746 |
0.9686 |
|
| R3 |
0.9726 |
0.9713 |
0.9677 |
|
| R2 |
0.9693 |
0.9693 |
0.9674 |
|
| R1 |
0.9681 |
0.9681 |
0.9671 |
0.9687 |
| PP |
0.9661 |
0.9661 |
0.9661 |
0.9664 |
| S1 |
0.9648 |
0.9648 |
0.9665 |
0.9655 |
| S2 |
0.9628 |
0.9628 |
0.9662 |
|
| S3 |
0.9596 |
0.9616 |
0.9659 |
|
| S4 |
0.9563 |
0.9583 |
0.9650 |
|
|
| 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 |
0.9699 |
0.9636 |
0.0063 |
0.7% |
0.0035 |
0.4% |
52% |
False |
False |
69,364 |
| 10 |
0.9736 |
0.9614 |
0.0122 |
1.3% |
0.0046 |
0.5% |
44% |
False |
False |
86,419 |
| 20 |
0.9736 |
0.9562 |
0.0174 |
1.8% |
0.0045 |
0.5% |
61% |
False |
False |
72,787 |
| 40 |
0.9736 |
0.9478 |
0.0259 |
2.7% |
0.0053 |
0.6% |
74% |
False |
False |
36,512 |
| 60 |
0.9736 |
0.9444 |
0.0293 |
3.0% |
0.0048 |
0.5% |
77% |
False |
False |
24,387 |
| 80 |
0.9736 |
0.9427 |
0.0309 |
3.2% |
0.0047 |
0.5% |
78% |
False |
False |
18,299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9812 |
|
2.618 |
0.9759 |
|
1.618 |
0.9726 |
|
1.000 |
0.9706 |
|
0.618 |
0.9694 |
|
HIGH |
0.9673 |
|
0.618 |
0.9661 |
|
0.500 |
0.9657 |
|
0.382 |
0.9653 |
|
LOW |
0.9641 |
|
0.618 |
0.9621 |
|
1.000 |
0.9609 |
|
1.618 |
0.9588 |
|
2.618 |
0.9556 |
|
4.250 |
0.9503 |
|
|
| Fisher Pivots for day following 29-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9664 |
0.9665 |
| PP |
0.9661 |
0.9662 |
| S1 |
0.9657 |
0.9659 |
|