CME Japanese Yen Future March 2021
| Trading Metrics calculated at close of trading on 31-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2020 |
31-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9666 |
0.9694 |
0.0028 |
0.3% |
0.9689 |
| High |
0.9721 |
0.9718 |
-0.0004 |
0.0% |
0.9700 |
| Low |
0.9662 |
0.9686 |
0.0025 |
0.3% |
0.9638 |
| Close |
0.9692 |
0.9689 |
-0.0003 |
0.0% |
0.9660 |
| Range |
0.0060 |
0.0032 |
-0.0028 |
-47.1% |
0.0062 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
87,111 |
47,454 |
-39,657 |
-45.5% |
315,167 |
|
| Daily Pivots for day following 31-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9792 |
0.9772 |
0.9706 |
|
| R3 |
0.9761 |
0.9741 |
0.9698 |
|
| R2 |
0.9729 |
0.9729 |
0.9695 |
|
| R1 |
0.9709 |
0.9709 |
0.9692 |
0.9703 |
| PP |
0.9698 |
0.9698 |
0.9698 |
0.9695 |
| S1 |
0.9678 |
0.9678 |
0.9686 |
0.9672 |
| S2 |
0.9666 |
0.9666 |
0.9683 |
|
| S3 |
0.9635 |
0.9646 |
0.9680 |
|
| S4 |
0.9603 |
0.9615 |
0.9672 |
|
|
| 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% |
63% |
False |
False |
64,755 |
| 10 |
0.9736 |
0.9636 |
0.0101 |
1.0% |
0.0044 |
0.5% |
53% |
False |
False |
79,902 |
| 20 |
0.9736 |
0.9577 |
0.0159 |
1.6% |
0.0045 |
0.5% |
70% |
False |
False |
79,215 |
| 40 |
0.9736 |
0.9478 |
0.0259 |
2.7% |
0.0054 |
0.6% |
82% |
False |
False |
39,874 |
| 60 |
0.9736 |
0.9444 |
0.0293 |
3.0% |
0.0049 |
0.5% |
84% |
False |
False |
26,628 |
| 80 |
0.9736 |
0.9443 |
0.0294 |
3.0% |
0.0047 |
0.5% |
84% |
False |
False |
19,981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9851 |
|
2.618 |
0.9800 |
|
1.618 |
0.9768 |
|
1.000 |
0.9749 |
|
0.618 |
0.9737 |
|
HIGH |
0.9718 |
|
0.618 |
0.9705 |
|
0.500 |
0.9702 |
|
0.382 |
0.9698 |
|
LOW |
0.9686 |
|
0.618 |
0.9667 |
|
1.000 |
0.9655 |
|
1.618 |
0.9635 |
|
2.618 |
0.9604 |
|
4.250 |
0.9552 |
|
|
| Fisher Pivots for day following 31-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9702 |
0.9686 |
| PP |
0.9698 |
0.9684 |
| S1 |
0.9693 |
0.9681 |
|