CME Japanese Yen Future March 2021
| Trading Metrics calculated at close of trading on 07-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2021 |
07-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9745 |
0.9709 |
-0.0036 |
-0.4% |
0.9665 |
| High |
0.9755 |
0.9720 |
-0.0035 |
-0.4% |
0.9721 |
| Low |
0.9673 |
0.9625 |
-0.0048 |
-0.5% |
0.9636 |
| Close |
0.9704 |
0.9635 |
-0.0069 |
-0.7% |
0.9689 |
| Range |
0.0081 |
0.0095 |
0.0014 |
17.3% |
0.0086 |
| ATR |
0.0050 |
0.0053 |
0.0003 |
6.4% |
0.0000 |
| Volume |
132,584 |
120,987 |
-11,597 |
-8.7% |
277,041 |
|
| Daily Pivots for day following 07-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9945 |
0.9885 |
0.9687 |
|
| R3 |
0.9850 |
0.9790 |
0.9661 |
|
| R2 |
0.9755 |
0.9755 |
0.9652 |
|
| R1 |
0.9695 |
0.9695 |
0.9643 |
0.9677 |
| PP |
0.9660 |
0.9660 |
0.9660 |
0.9651 |
| S1 |
0.9600 |
0.9600 |
0.9626 |
0.9582 |
| S2 |
0.9565 |
0.9565 |
0.9617 |
|
| S3 |
0.9470 |
0.9505 |
0.9608 |
|
| S4 |
0.9375 |
0.9410 |
0.9582 |
|
|
| 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 |
0.9625 |
0.0130 |
1.3% |
0.0064 |
0.7% |
7% |
False |
True |
95,172 |
| 10 |
0.9755 |
0.9625 |
0.0130 |
1.3% |
0.0051 |
0.5% |
7% |
False |
True |
83,619 |
| 20 |
0.9755 |
0.9577 |
0.0178 |
1.8% |
0.0051 |
0.5% |
32% |
False |
False |
95,171 |
| 40 |
0.9755 |
0.9478 |
0.0277 |
2.9% |
0.0050 |
0.5% |
57% |
False |
False |
50,568 |
| 60 |
0.9755 |
0.9478 |
0.0277 |
2.9% |
0.0051 |
0.5% |
57% |
False |
False |
33,761 |
| 80 |
0.9755 |
0.9444 |
0.0311 |
3.2% |
0.0049 |
0.5% |
61% |
False |
False |
25,336 |
| 100 |
0.9755 |
0.9386 |
0.0369 |
3.8% |
0.0048 |
0.5% |
67% |
False |
False |
20,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0124 |
|
2.618 |
0.9969 |
|
1.618 |
0.9874 |
|
1.000 |
0.9815 |
|
0.618 |
0.9779 |
|
HIGH |
0.9720 |
|
0.618 |
0.9684 |
|
0.500 |
0.9673 |
|
0.382 |
0.9661 |
|
LOW |
0.9625 |
|
0.618 |
0.9566 |
|
1.000 |
0.9530 |
|
1.618 |
0.9471 |
|
2.618 |
0.9376 |
|
4.250 |
0.9221 |
|
|
| Fisher Pivots for day following 07-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9673 |
0.9690 |
| PP |
0.9660 |
0.9671 |
| S1 |
0.9647 |
0.9653 |
|