CME Japanese Yen Future March 2021
| Trading Metrics calculated at close of trading on 15-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2021 |
15-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9635 |
0.9639 |
0.0004 |
0.0% |
0.9626 |
| High |
0.9662 |
0.9657 |
-0.0006 |
-0.1% |
0.9666 |
| Low |
0.9603 |
0.9629 |
0.0027 |
0.3% |
0.9585 |
| Close |
0.9641 |
0.9634 |
-0.0008 |
-0.1% |
0.9634 |
| Range |
0.0060 |
0.0028 |
-0.0032 |
-53.8% |
0.0081 |
| ATR |
0.0053 |
0.0051 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
87,443 |
60,451 |
-26,992 |
-30.9% |
365,008 |
|
| Daily Pivots for day following 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9722 |
0.9705 |
0.9649 |
|
| R3 |
0.9695 |
0.9678 |
0.9641 |
|
| R2 |
0.9667 |
0.9667 |
0.9639 |
|
| R1 |
0.9650 |
0.9650 |
0.9636 |
0.9645 |
| PP |
0.9640 |
0.9640 |
0.9640 |
0.9637 |
| S1 |
0.9623 |
0.9623 |
0.9631 |
0.9618 |
| S2 |
0.9612 |
0.9612 |
0.9628 |
|
| S3 |
0.9585 |
0.9595 |
0.9626 |
|
| S4 |
0.9557 |
0.9568 |
0.9618 |
|
|
| Weekly Pivots for week ending 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9873 |
0.9835 |
0.9678 |
|
| R3 |
0.9791 |
0.9753 |
0.9656 |
|
| R2 |
0.9710 |
0.9710 |
0.9648 |
|
| R1 |
0.9672 |
0.9672 |
0.9641 |
0.9691 |
| PP |
0.9628 |
0.9628 |
0.9628 |
0.9638 |
| S1 |
0.9590 |
0.9590 |
0.9626 |
0.9609 |
| S2 |
0.9547 |
0.9547 |
0.9619 |
|
| S3 |
0.9465 |
0.9509 |
0.9611 |
|
| S4 |
0.9384 |
0.9427 |
0.9589 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9666 |
0.9585 |
0.0081 |
0.8% |
0.0047 |
0.5% |
60% |
False |
False |
73,001 |
| 10 |
0.9755 |
0.9585 |
0.0170 |
1.8% |
0.0057 |
0.6% |
29% |
False |
False |
91,957 |
| 20 |
0.9755 |
0.9585 |
0.0170 |
1.8% |
0.0050 |
0.5% |
29% |
False |
False |
85,930 |
| 40 |
0.9755 |
0.9562 |
0.0193 |
2.0% |
0.0049 |
0.5% |
37% |
False |
False |
62,833 |
| 60 |
0.9755 |
0.9478 |
0.0277 |
2.9% |
0.0053 |
0.6% |
56% |
False |
False |
41,946 |
| 80 |
0.9755 |
0.9444 |
0.0311 |
3.2% |
0.0048 |
0.5% |
61% |
False |
False |
31,472 |
| 100 |
0.9755 |
0.9386 |
0.0369 |
3.8% |
0.0049 |
0.5% |
67% |
False |
False |
25,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9773 |
|
2.618 |
0.9728 |
|
1.618 |
0.9701 |
|
1.000 |
0.9684 |
|
0.618 |
0.9673 |
|
HIGH |
0.9657 |
|
0.618 |
0.9646 |
|
0.500 |
0.9643 |
|
0.382 |
0.9640 |
|
LOW |
0.9629 |
|
0.618 |
0.9612 |
|
1.000 |
0.9602 |
|
1.618 |
0.9585 |
|
2.618 |
0.9557 |
|
4.250 |
0.9512 |
|
|
| Fisher Pivots for day following 15-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9643 |
0.9634 |
| PP |
0.9640 |
0.9634 |
| S1 |
0.9637 |
0.9634 |
|