CME Japanese Yen Future March 2021
| Trading Metrics calculated at close of trading on 06-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2021 |
06-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9703 |
0.9745 |
0.0042 |
0.4% |
0.9665 |
| High |
0.9754 |
0.9755 |
0.0001 |
0.0% |
0.9721 |
| Low |
0.9698 |
0.9673 |
-0.0025 |
-0.3% |
0.9636 |
| Close |
0.9750 |
0.9704 |
-0.0046 |
-0.5% |
0.9689 |
| Range |
0.0056 |
0.0081 |
0.0026 |
45.9% |
0.0086 |
| ATR |
0.0048 |
0.0050 |
0.0002 |
4.9% |
0.0000 |
| Volume |
81,996 |
132,584 |
50,588 |
61.7% |
277,041 |
|
| Daily Pivots for day following 06-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9954 |
0.9910 |
0.9748 |
|
| R3 |
0.9873 |
0.9829 |
0.9726 |
|
| R2 |
0.9792 |
0.9792 |
0.9718 |
|
| R1 |
0.9748 |
0.9748 |
0.9711 |
0.9729 |
| PP |
0.9710 |
0.9710 |
0.9710 |
0.9701 |
| S1 |
0.9666 |
0.9666 |
0.9696 |
0.9648 |
| S2 |
0.9629 |
0.9629 |
0.9689 |
|
| S3 |
0.9548 |
0.9585 |
0.9681 |
|
| S4 |
0.9467 |
0.9504 |
0.9659 |
|
|
| 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 |
0.9755 |
0.9662 |
0.0093 |
1.0% |
0.0057 |
0.6% |
45% |
True |
False |
88,396 |
| 10 |
0.9755 |
0.9636 |
0.0119 |
1.2% |
0.0046 |
0.5% |
57% |
True |
False |
78,880 |
| 20 |
0.9755 |
0.9577 |
0.0178 |
1.8% |
0.0047 |
0.5% |
71% |
True |
False |
91,920 |
| 40 |
0.9755 |
0.9478 |
0.0277 |
2.9% |
0.0053 |
0.5% |
82% |
True |
False |
47,552 |
| 60 |
0.9755 |
0.9478 |
0.0277 |
2.9% |
0.0051 |
0.5% |
82% |
True |
False |
31,745 |
| 80 |
0.9755 |
0.9444 |
0.0311 |
3.2% |
0.0049 |
0.5% |
84% |
True |
False |
23,823 |
| 100 |
0.9755 |
0.9380 |
0.0375 |
3.9% |
0.0048 |
0.5% |
86% |
True |
False |
19,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0099 |
|
2.618 |
0.9967 |
|
1.618 |
0.9886 |
|
1.000 |
0.9836 |
|
0.618 |
0.9805 |
|
HIGH |
0.9755 |
|
0.618 |
0.9724 |
|
0.500 |
0.9714 |
|
0.382 |
0.9704 |
|
LOW |
0.9673 |
|
0.618 |
0.9623 |
|
1.000 |
0.9592 |
|
1.618 |
0.9542 |
|
2.618 |
0.9461 |
|
4.250 |
0.9329 |
|
|
| Fisher Pivots for day following 06-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9714 |
0.9714 |
| PP |
0.9710 |
0.9710 |
| S1 |
0.9707 |
0.9707 |
|