CME Japanese Yen Future March 2021
| Trading Metrics calculated at close of trading on 30-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2020 |
30-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9644 |
0.9666 |
0.0023 |
0.2% |
0.9689 |
| High |
0.9673 |
0.9721 |
0.0048 |
0.5% |
0.9700 |
| Low |
0.9641 |
0.9662 |
0.0021 |
0.2% |
0.9638 |
| Close |
0.9668 |
0.9692 |
0.0024 |
0.2% |
0.9660 |
| Range |
0.0032 |
0.0060 |
0.0027 |
83.1% |
0.0062 |
| ATR |
0.0047 |
0.0048 |
0.0001 |
1.9% |
0.0000 |
| Volume |
67,038 |
87,111 |
20,073 |
29.9% |
315,167 |
|
| Daily Pivots for day following 30-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9870 |
0.9841 |
0.9725 |
|
| R3 |
0.9811 |
0.9781 |
0.9708 |
|
| R2 |
0.9751 |
0.9751 |
0.9703 |
|
| R1 |
0.9722 |
0.9722 |
0.9697 |
0.9736 |
| PP |
0.9692 |
0.9692 |
0.9692 |
0.9699 |
| S1 |
0.9662 |
0.9662 |
0.9687 |
0.9677 |
| S2 |
0.9632 |
0.9632 |
0.9681 |
|
| S3 |
0.9573 |
0.9603 |
0.9676 |
|
| S4 |
0.9513 |
0.9543 |
0.9659 |
|
|
| 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 |
0.9721 |
0.9636 |
0.0086 |
0.9% |
0.0039 |
0.4% |
66% |
True |
False |
72,066 |
| 10 |
0.9736 |
0.9636 |
0.0101 |
1.0% |
0.0047 |
0.5% |
56% |
False |
False |
86,644 |
| 20 |
0.9736 |
0.9562 |
0.0174 |
1.8% |
0.0046 |
0.5% |
75% |
False |
False |
77,081 |
| 40 |
0.9736 |
0.9478 |
0.0259 |
2.7% |
0.0054 |
0.6% |
83% |
False |
False |
38,689 |
| 60 |
0.9736 |
0.9444 |
0.0293 |
3.0% |
0.0049 |
0.5% |
85% |
False |
False |
25,838 |
| 80 |
0.9736 |
0.9434 |
0.0302 |
3.1% |
0.0047 |
0.5% |
85% |
False |
False |
19,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9974 |
|
2.618 |
0.9877 |
|
1.618 |
0.9817 |
|
1.000 |
0.9781 |
|
0.618 |
0.9758 |
|
HIGH |
0.9721 |
|
0.618 |
0.9698 |
|
0.500 |
0.9691 |
|
0.382 |
0.9684 |
|
LOW |
0.9662 |
|
0.618 |
0.9625 |
|
1.000 |
0.9602 |
|
1.618 |
0.9565 |
|
2.618 |
0.9506 |
|
4.250 |
0.9409 |
|
|
| Fisher Pivots for day following 30-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9692 |
0.9687 |
| PP |
0.9692 |
0.9683 |
| S1 |
0.9691 |
0.9678 |
|