CME Japanese Yen Future March 2021
| Trading Metrics calculated at close of trading on 22-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2021 |
22-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9661 |
0.9667 |
0.0006 |
0.1% |
0.9637 |
| High |
0.9683 |
0.9669 |
-0.0014 |
-0.1% |
0.9683 |
| Low |
0.9652 |
0.9630 |
-0.0021 |
-0.2% |
0.9612 |
| Close |
0.9666 |
0.9636 |
-0.0030 |
-0.3% |
0.9636 |
| Range |
0.0031 |
0.0038 |
0.0007 |
22.6% |
0.0071 |
| ATR |
0.0049 |
0.0048 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
78,298 |
60,430 |
-17,868 |
-22.8% |
323,700 |
|
| Daily Pivots for day following 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9759 |
0.9736 |
0.9657 |
|
| R3 |
0.9721 |
0.9698 |
0.9646 |
|
| R2 |
0.9683 |
0.9683 |
0.9643 |
|
| R1 |
0.9660 |
0.9660 |
0.9639 |
0.9652 |
| PP |
0.9645 |
0.9645 |
0.9645 |
0.9641 |
| S1 |
0.9621 |
0.9621 |
0.9633 |
0.9614 |
| S2 |
0.9607 |
0.9607 |
0.9629 |
|
| S3 |
0.9569 |
0.9583 |
0.9626 |
|
| S4 |
0.9531 |
0.9545 |
0.9615 |
|
|
| Weekly Pivots for week ending 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9855 |
0.9816 |
0.9675 |
|
| R3 |
0.9785 |
0.9746 |
0.9655 |
|
| R2 |
0.9714 |
0.9714 |
0.9649 |
|
| R1 |
0.9675 |
0.9675 |
0.9642 |
0.9659 |
| PP |
0.9644 |
0.9644 |
0.9644 |
0.9636 |
| S1 |
0.9605 |
0.9605 |
0.9630 |
0.9589 |
| S2 |
0.9573 |
0.9573 |
0.9623 |
|
| S3 |
0.9503 |
0.9534 |
0.9617 |
|
| S4 |
0.9432 |
0.9464 |
0.9597 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9683 |
0.9612 |
0.0071 |
0.7% |
0.0037 |
0.4% |
34% |
False |
False |
76,830 |
| 10 |
0.9683 |
0.9585 |
0.0098 |
1.0% |
0.0044 |
0.5% |
52% |
False |
False |
81,486 |
| 20 |
0.9755 |
0.9585 |
0.0170 |
1.8% |
0.0047 |
0.5% |
30% |
False |
False |
82,553 |
| 40 |
0.9755 |
0.9562 |
0.0193 |
2.0% |
0.0048 |
0.5% |
38% |
False |
False |
70,899 |
| 60 |
0.9755 |
0.9478 |
0.0277 |
2.9% |
0.0052 |
0.5% |
57% |
False |
False |
47,308 |
| 80 |
0.9755 |
0.9444 |
0.0311 |
3.2% |
0.0049 |
0.5% |
62% |
False |
False |
35,515 |
| 100 |
0.9755 |
0.9420 |
0.0335 |
3.5% |
0.0047 |
0.5% |
65% |
False |
False |
28,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9830 |
|
2.618 |
0.9768 |
|
1.618 |
0.9730 |
|
1.000 |
0.9707 |
|
0.618 |
0.9692 |
|
HIGH |
0.9669 |
|
0.618 |
0.9654 |
|
0.500 |
0.9649 |
|
0.382 |
0.9645 |
|
LOW |
0.9630 |
|
0.618 |
0.9607 |
|
1.000 |
0.9592 |
|
1.618 |
0.9569 |
|
2.618 |
0.9531 |
|
4.250 |
0.9469 |
|
|
| Fisher Pivots for day following 22-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9649 |
0.9655 |
| PP |
0.9645 |
0.9648 |
| S1 |
0.9640 |
0.9642 |
|