CME Japanese Yen Future March 2021
Trading Metrics calculated at close of trading on 19-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2021 |
19-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
0.9639 |
0.9637 |
-0.0002 |
0.0% |
0.9626 |
High |
0.9657 |
0.9655 |
-0.0002 |
0.0% |
0.9666 |
Low |
0.9629 |
0.9612 |
-0.0017 |
-0.2% |
0.9585 |
Close |
0.9634 |
0.9633 |
-0.0001 |
0.0% |
0.9634 |
Range |
0.0028 |
0.0043 |
0.0015 |
54.5% |
0.0081 |
ATR |
0.0051 |
0.0050 |
-0.0001 |
-1.2% |
0.0000 |
Volume |
60,451 |
116,638 |
56,187 |
92.9% |
365,008 |
|
Daily Pivots for day following 19-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9761 |
0.9739 |
0.9656 |
|
R3 |
0.9718 |
0.9697 |
0.9645 |
|
R2 |
0.9676 |
0.9676 |
0.9641 |
|
R1 |
0.9654 |
0.9654 |
0.9637 |
0.9644 |
PP |
0.9633 |
0.9633 |
0.9633 |
0.9628 |
S1 |
0.9612 |
0.9612 |
0.9629 |
0.9601 |
S2 |
0.9591 |
0.9591 |
0.9625 |
|
S3 |
0.9548 |
0.9569 |
0.9621 |
|
S4 |
0.9506 |
0.9527 |
0.9610 |
|
|
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 |
0.9590 |
0.0076 |
0.8% |
0.0046 |
0.5% |
56% |
False |
False |
83,341 |
10 |
0.9755 |
0.9585 |
0.0170 |
1.8% |
0.0055 |
0.6% |
28% |
False |
False |
94,337 |
20 |
0.9755 |
0.9585 |
0.0170 |
1.8% |
0.0049 |
0.5% |
28% |
False |
False |
85,992 |
40 |
0.9755 |
0.9562 |
0.0193 |
2.0% |
0.0049 |
0.5% |
37% |
False |
False |
65,746 |
60 |
0.9755 |
0.9478 |
0.0277 |
2.9% |
0.0052 |
0.5% |
56% |
False |
False |
43,890 |
80 |
0.9755 |
0.9444 |
0.0311 |
3.2% |
0.0048 |
0.5% |
61% |
False |
False |
32,929 |
100 |
0.9755 |
0.9386 |
0.0369 |
3.8% |
0.0049 |
0.5% |
67% |
False |
False |
26,347 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9835 |
2.618 |
0.9766 |
1.618 |
0.9723 |
1.000 |
0.9697 |
0.618 |
0.9681 |
HIGH |
0.9655 |
0.618 |
0.9638 |
0.500 |
0.9633 |
0.382 |
0.9628 |
LOW |
0.9612 |
0.618 |
0.9586 |
1.000 |
0.9570 |
1.618 |
0.9543 |
2.618 |
0.9501 |
4.250 |
0.9431 |
|
|
Fisher Pivots for day following 19-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
0.9633 |
0.9633 |
PP |
0.9633 |
0.9633 |
S1 |
0.9633 |
0.9632 |
|