CME Japanese Yen Future March 2021
| Trading Metrics calculated at close of trading on 26-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2021 |
26-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9638 |
0.9641 |
0.0003 |
0.0% |
0.9637 |
| High |
0.9651 |
0.9662 |
0.0011 |
0.1% |
0.9683 |
| Low |
0.9626 |
0.9636 |
0.0010 |
0.1% |
0.9612 |
| Close |
0.9639 |
0.9653 |
0.0014 |
0.1% |
0.9636 |
| Range |
0.0025 |
0.0026 |
0.0002 |
6.1% |
0.0071 |
| ATR |
0.0046 |
0.0045 |
-0.0001 |
-3.1% |
0.0000 |
| Volume |
65,181 |
59,497 |
-5,684 |
-8.7% |
323,700 |
|
| Daily Pivots for day following 26-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9728 |
0.9716 |
0.9667 |
|
| R3 |
0.9702 |
0.9690 |
0.9660 |
|
| R2 |
0.9676 |
0.9676 |
0.9657 |
|
| R1 |
0.9664 |
0.9664 |
0.9655 |
0.9670 |
| PP |
0.9650 |
0.9650 |
0.9650 |
0.9653 |
| S1 |
0.9638 |
0.9638 |
0.9650 |
0.9644 |
| S2 |
0.9624 |
0.9624 |
0.9648 |
|
| S3 |
0.9598 |
0.9612 |
0.9645 |
|
| S4 |
0.9572 |
0.9586 |
0.9638 |
|
|
| 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 |
0.9626 |
0.0057 |
0.6% |
0.0033 |
0.3% |
47% |
False |
False |
66,348 |
| 10 |
0.9683 |
0.9590 |
0.0093 |
1.0% |
0.0040 |
0.4% |
68% |
False |
False |
74,844 |
| 20 |
0.9755 |
0.9585 |
0.0170 |
1.8% |
0.0047 |
0.5% |
40% |
False |
False |
82,249 |
| 40 |
0.9755 |
0.9562 |
0.0193 |
2.0% |
0.0047 |
0.5% |
47% |
False |
False |
74,003 |
| 60 |
0.9755 |
0.9478 |
0.0277 |
2.9% |
0.0052 |
0.5% |
63% |
False |
False |
49,386 |
| 80 |
0.9755 |
0.9444 |
0.0311 |
3.2% |
0.0048 |
0.5% |
67% |
False |
False |
37,073 |
| 100 |
0.9755 |
0.9420 |
0.0335 |
3.5% |
0.0047 |
0.5% |
70% |
False |
False |
29,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9772 |
|
2.618 |
0.9730 |
|
1.618 |
0.9704 |
|
1.000 |
0.9688 |
|
0.618 |
0.9678 |
|
HIGH |
0.9662 |
|
0.618 |
0.9652 |
|
0.500 |
0.9649 |
|
0.382 |
0.9645 |
|
LOW |
0.9636 |
|
0.618 |
0.9619 |
|
1.000 |
0.9610 |
|
1.618 |
0.9593 |
|
2.618 |
0.9567 |
|
4.250 |
0.9525 |
|
|
| Fisher Pivots for day following 26-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9651 |
0.9651 |
| PP |
0.9650 |
0.9649 |
| S1 |
0.9649 |
0.9647 |
|