CME Japanese Yen Future March 2021
Trading Metrics calculated at close of trading on 25-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2021 |
25-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
0.9667 |
0.9638 |
-0.0029 |
-0.3% |
0.9637 |
High |
0.9669 |
0.9651 |
-0.0018 |
-0.2% |
0.9683 |
Low |
0.9630 |
0.9626 |
-0.0004 |
0.0% |
0.9612 |
Close |
0.9636 |
0.9639 |
0.0003 |
0.0% |
0.9636 |
Range |
0.0038 |
0.0025 |
-0.0014 |
-35.5% |
0.0071 |
ATR |
0.0048 |
0.0046 |
-0.0002 |
-3.5% |
0.0000 |
Volume |
60,430 |
65,181 |
4,751 |
7.9% |
323,700 |
|
Daily Pivots for day following 25-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9712 |
0.9700 |
0.9652 |
|
R3 |
0.9687 |
0.9675 |
0.9645 |
|
R2 |
0.9663 |
0.9663 |
0.9643 |
|
R1 |
0.9651 |
0.9651 |
0.9641 |
0.9657 |
PP |
0.9638 |
0.9638 |
0.9638 |
0.9641 |
S1 |
0.9626 |
0.9626 |
0.9636 |
0.9632 |
S2 |
0.9614 |
0.9614 |
0.9634 |
|
S3 |
0.9589 |
0.9602 |
0.9632 |
|
S4 |
0.9565 |
0.9577 |
0.9625 |
|
|
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% |
0.0036 |
0.4% |
38% |
False |
False |
77,776 |
10 |
0.9683 |
0.9585 |
0.0098 |
1.0% |
0.0042 |
0.4% |
55% |
False |
False |
75,388 |
20 |
0.9755 |
0.9585 |
0.0170 |
1.8% |
0.0047 |
0.5% |
32% |
False |
False |
81,611 |
40 |
0.9755 |
0.9562 |
0.0193 |
2.0% |
0.0047 |
0.5% |
40% |
False |
False |
72,523 |
60 |
0.9755 |
0.9478 |
0.0277 |
2.9% |
0.0052 |
0.5% |
58% |
False |
False |
48,394 |
80 |
0.9755 |
0.9444 |
0.0311 |
3.2% |
0.0048 |
0.5% |
63% |
False |
False |
36,330 |
100 |
0.9755 |
0.9420 |
0.0335 |
3.5% |
0.0047 |
0.5% |
65% |
False |
False |
29,069 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9755 |
2.618 |
0.9715 |
1.618 |
0.9690 |
1.000 |
0.9675 |
0.618 |
0.9666 |
HIGH |
0.9651 |
0.618 |
0.9641 |
0.500 |
0.9638 |
0.382 |
0.9635 |
LOW |
0.9626 |
0.618 |
0.9611 |
1.000 |
0.9602 |
1.618 |
0.9586 |
2.618 |
0.9562 |
4.250 |
0.9522 |
|
|
Fisher Pivots for day following 25-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
0.9638 |
0.9654 |
PP |
0.9638 |
0.9649 |
S1 |
0.9638 |
0.9644 |
|