CME Japanese Yen Future March 2021
| Trading Metrics calculated at close of trading on 05-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2021 |
05-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9700 |
0.9703 |
0.0004 |
0.0% |
0.9665 |
| High |
0.9744 |
0.9754 |
0.0010 |
0.1% |
0.9721 |
| Low |
0.9687 |
0.9698 |
0.0012 |
0.1% |
0.9636 |
| Close |
0.9705 |
0.9750 |
0.0045 |
0.5% |
0.9689 |
| Range |
0.0057 |
0.0056 |
-0.0002 |
-2.6% |
0.0086 |
| ATR |
0.0047 |
0.0048 |
0.0001 |
1.2% |
0.0000 |
| Volume |
92,839 |
81,996 |
-10,843 |
-11.7% |
277,041 |
|
| Daily Pivots for day following 05-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9900 |
0.9880 |
0.9780 |
|
| R3 |
0.9845 |
0.9825 |
0.9765 |
|
| R2 |
0.9789 |
0.9789 |
0.9760 |
|
| R1 |
0.9769 |
0.9769 |
0.9755 |
0.9779 |
| PP |
0.9734 |
0.9734 |
0.9734 |
0.9739 |
| S1 |
0.9714 |
0.9714 |
0.9744 |
0.9724 |
| S2 |
0.9678 |
0.9678 |
0.9739 |
|
| S3 |
0.9623 |
0.9658 |
0.9734 |
|
| S4 |
0.9567 |
0.9603 |
0.9719 |
|
|
| Weekly Pivots for week ending 01-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9938 |
0.9899 |
0.9736 |
|
| R3 |
0.9853 |
0.9814 |
0.9713 |
|
| R2 |
0.9767 |
0.9767 |
0.9705 |
|
| R1 |
0.9728 |
0.9728 |
0.9697 |
0.9748 |
| PP |
0.9682 |
0.9682 |
0.9682 |
0.9692 |
| S1 |
0.9643 |
0.9643 |
0.9681 |
0.9662 |
| S2 |
0.9596 |
0.9596 |
0.9673 |
|
| S3 |
0.9511 |
0.9557 |
0.9665 |
|
| S4 |
0.9425 |
0.9472 |
0.9642 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9754 |
0.9641 |
0.0113 |
1.2% |
0.0047 |
0.5% |
96% |
True |
False |
75,287 |
| 10 |
0.9754 |
0.9636 |
0.0118 |
1.2% |
0.0044 |
0.5% |
97% |
True |
False |
76,704 |
| 20 |
0.9754 |
0.9577 |
0.0177 |
1.8% |
0.0045 |
0.5% |
98% |
True |
False |
87,179 |
| 40 |
0.9754 |
0.9478 |
0.0276 |
2.8% |
0.0052 |
0.5% |
99% |
True |
False |
44,240 |
| 60 |
0.9754 |
0.9450 |
0.0304 |
3.1% |
0.0050 |
0.5% |
99% |
True |
False |
29,535 |
| 80 |
0.9754 |
0.9444 |
0.0310 |
3.2% |
0.0048 |
0.5% |
99% |
True |
False |
22,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9989 |
|
2.618 |
0.9899 |
|
1.618 |
0.9843 |
|
1.000 |
0.9809 |
|
0.618 |
0.9788 |
|
HIGH |
0.9754 |
|
0.618 |
0.9732 |
|
0.500 |
0.9726 |
|
0.382 |
0.9719 |
|
LOW |
0.9698 |
|
0.618 |
0.9664 |
|
1.000 |
0.9643 |
|
1.618 |
0.9608 |
|
2.618 |
0.9553 |
|
4.250 |
0.9462 |
|
|
| Fisher Pivots for day following 05-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9742 |
0.9740 |
| PP |
0.9734 |
0.9730 |
| S1 |
0.9726 |
0.9720 |
|