CME Japanese Yen Future March 2021
| Trading Metrics calculated at close of trading on 11-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2021 |
11-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9635 |
0.9626 |
-0.0010 |
-0.1% |
0.9700 |
| High |
0.9659 |
0.9629 |
-0.0030 |
-0.3% |
0.9755 |
| Low |
0.9613 |
0.9585 |
-0.0028 |
-0.3% |
0.9613 |
| Close |
0.9630 |
0.9607 |
-0.0023 |
-0.2% |
0.9630 |
| Range |
0.0046 |
0.0044 |
-0.0002 |
-3.3% |
0.0142 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
126,161 |
64,938 |
-61,223 |
-48.5% |
554,567 |
|
| Daily Pivots for day following 11-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9739 |
0.9717 |
0.9631 |
|
| R3 |
0.9695 |
0.9673 |
0.9619 |
|
| R2 |
0.9651 |
0.9651 |
0.9615 |
|
| R1 |
0.9629 |
0.9629 |
0.9611 |
0.9618 |
| PP |
0.9607 |
0.9607 |
0.9607 |
0.9602 |
| S1 |
0.9585 |
0.9585 |
0.9603 |
0.9574 |
| S2 |
0.9563 |
0.9563 |
0.9599 |
|
| S3 |
0.9519 |
0.9541 |
0.9595 |
|
| S4 |
0.9475 |
0.9497 |
0.9583 |
|
|
| 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 |
0.9585 |
0.0170 |
1.8% |
0.0064 |
0.7% |
13% |
False |
True |
105,333 |
| 10 |
0.9755 |
0.9585 |
0.0170 |
1.8% |
0.0055 |
0.6% |
13% |
False |
True |
89,654 |
| 20 |
0.9755 |
0.9585 |
0.0170 |
1.8% |
0.0052 |
0.5% |
13% |
False |
True |
93,390 |
| 40 |
0.9755 |
0.9497 |
0.0257 |
2.7% |
0.0049 |
0.5% |
43% |
False |
False |
55,340 |
| 60 |
0.9755 |
0.9478 |
0.0277 |
2.9% |
0.0052 |
0.5% |
47% |
False |
False |
36,946 |
| 80 |
0.9755 |
0.9444 |
0.0311 |
3.2% |
0.0049 |
0.5% |
53% |
False |
False |
27,722 |
| 100 |
0.9755 |
0.9386 |
0.0369 |
3.8% |
0.0049 |
0.5% |
60% |
False |
False |
22,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9816 |
|
2.618 |
0.9744 |
|
1.618 |
0.9700 |
|
1.000 |
0.9673 |
|
0.618 |
0.9656 |
|
HIGH |
0.9629 |
|
0.618 |
0.9612 |
|
0.500 |
0.9607 |
|
0.382 |
0.9602 |
|
LOW |
0.9585 |
|
0.618 |
0.9558 |
|
1.000 |
0.9541 |
|
1.618 |
0.9514 |
|
2.618 |
0.9470 |
|
4.250 |
0.9398 |
|
|
| Fisher Pivots for day following 11-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9607 |
0.9653 |
| PP |
0.9607 |
0.9637 |
| S1 |
0.9607 |
0.9622 |
|