CME Japanese Yen Future March 2021
| Trading Metrics calculated at close of trading on 08-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2021 |
08-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9709 |
0.9635 |
-0.0074 |
-0.8% |
0.9700 |
| High |
0.9720 |
0.9659 |
-0.0062 |
-0.6% |
0.9755 |
| Low |
0.9625 |
0.9613 |
-0.0012 |
-0.1% |
0.9613 |
| Close |
0.9635 |
0.9630 |
-0.0005 |
0.0% |
0.9630 |
| Range |
0.0095 |
0.0046 |
-0.0050 |
-52.1% |
0.0142 |
| ATR |
0.0053 |
0.0053 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
120,987 |
126,161 |
5,174 |
4.3% |
554,567 |
|
| Daily Pivots for day following 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9770 |
0.9746 |
0.9655 |
|
| R3 |
0.9725 |
0.9700 |
0.9643 |
|
| R2 |
0.9679 |
0.9679 |
0.9638 |
|
| R1 |
0.9655 |
0.9655 |
0.9634 |
0.9644 |
| PP |
0.9634 |
0.9634 |
0.9634 |
0.9629 |
| S1 |
0.9609 |
0.9609 |
0.9626 |
0.9599 |
| S2 |
0.9588 |
0.9588 |
0.9622 |
|
| S3 |
0.9543 |
0.9564 |
0.9617 |
|
| S4 |
0.9497 |
0.9518 |
0.9605 |
|
|
| Weekly Pivots for week ending 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0090 |
1.0002 |
0.9708 |
|
| R3 |
0.9949 |
0.9860 |
0.9669 |
|
| R2 |
0.9807 |
0.9807 |
0.9656 |
|
| R1 |
0.9719 |
0.9719 |
0.9643 |
0.9692 |
| PP |
0.9666 |
0.9666 |
0.9666 |
0.9653 |
| S1 |
0.9577 |
0.9577 |
0.9617 |
0.9551 |
| S2 |
0.9524 |
0.9524 |
0.9604 |
|
| S3 |
0.9383 |
0.9436 |
0.9591 |
|
| S4 |
0.9241 |
0.9294 |
0.9552 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9755 |
0.9613 |
0.0142 |
1.5% |
0.0067 |
0.7% |
12% |
False |
True |
110,913 |
| 10 |
0.9755 |
0.9613 |
0.0142 |
1.5% |
0.0053 |
0.6% |
12% |
False |
True |
87,834 |
| 20 |
0.9755 |
0.9577 |
0.0178 |
1.8% |
0.0051 |
0.5% |
30% |
False |
False |
95,616 |
| 40 |
0.9755 |
0.9478 |
0.0277 |
2.9% |
0.0049 |
0.5% |
55% |
False |
False |
53,719 |
| 60 |
0.9755 |
0.9478 |
0.0277 |
2.9% |
0.0052 |
0.5% |
55% |
False |
False |
35,864 |
| 80 |
0.9755 |
0.9444 |
0.0311 |
3.2% |
0.0049 |
0.5% |
60% |
False |
False |
26,911 |
| 100 |
0.9755 |
0.9386 |
0.0369 |
3.8% |
0.0048 |
0.5% |
66% |
False |
False |
21,530 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9852 |
|
2.618 |
0.9778 |
|
1.618 |
0.9732 |
|
1.000 |
0.9704 |
|
0.618 |
0.9687 |
|
HIGH |
0.9659 |
|
0.618 |
0.9641 |
|
0.500 |
0.9636 |
|
0.382 |
0.9630 |
|
LOW |
0.9613 |
|
0.618 |
0.9585 |
|
1.000 |
0.9568 |
|
1.618 |
0.9539 |
|
2.618 |
0.9494 |
|
4.250 |
0.9420 |
|
|
| Fisher Pivots for day following 08-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9636 |
0.9684 |
| PP |
0.9634 |
0.9666 |
| S1 |
0.9632 |
0.9648 |
|