CME Japanese Yen Future March 2021
| Trading Metrics calculated at close of trading on 27-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2021 |
27-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9641 |
0.9655 |
0.0014 |
0.1% |
0.9637 |
| High |
0.9662 |
0.9658 |
-0.0004 |
0.0% |
0.9683 |
| Low |
0.9636 |
0.9601 |
-0.0035 |
-0.4% |
0.9612 |
| Close |
0.9653 |
0.9606 |
-0.0047 |
-0.5% |
0.9636 |
| Range |
0.0026 |
0.0057 |
0.0031 |
119.2% |
0.0071 |
| ATR |
0.0045 |
0.0046 |
0.0001 |
2.0% |
0.0000 |
| Volume |
59,497 |
113,387 |
53,890 |
90.6% |
323,700 |
|
| Daily Pivots for day following 27-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9793 |
0.9756 |
0.9637 |
|
| R3 |
0.9736 |
0.9699 |
0.9622 |
|
| R2 |
0.9679 |
0.9679 |
0.9616 |
|
| R1 |
0.9642 |
0.9642 |
0.9611 |
0.9632 |
| PP |
0.9622 |
0.9622 |
0.9622 |
0.9617 |
| S1 |
0.9585 |
0.9585 |
0.9601 |
0.9575 |
| S2 |
0.9565 |
0.9565 |
0.9596 |
|
| S3 |
0.9508 |
0.9528 |
0.9590 |
|
| S4 |
0.9451 |
0.9471 |
0.9575 |
|
|
| 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 |
0.9601 |
0.0082 |
0.8% |
0.0035 |
0.4% |
6% |
False |
True |
75,358 |
| 10 |
0.9683 |
0.9601 |
0.0082 |
0.8% |
0.0040 |
0.4% |
6% |
False |
True |
79,192 |
| 20 |
0.9755 |
0.9585 |
0.0170 |
1.8% |
0.0048 |
0.5% |
12% |
False |
False |
84,147 |
| 40 |
0.9755 |
0.9562 |
0.0193 |
2.0% |
0.0047 |
0.5% |
23% |
False |
False |
76,828 |
| 60 |
0.9755 |
0.9478 |
0.0277 |
2.9% |
0.0052 |
0.5% |
46% |
False |
False |
51,275 |
| 80 |
0.9755 |
0.9444 |
0.0311 |
3.2% |
0.0049 |
0.5% |
52% |
False |
False |
38,490 |
| 100 |
0.9755 |
0.9420 |
0.0335 |
3.5% |
0.0047 |
0.5% |
56% |
False |
False |
30,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9900 |
|
2.618 |
0.9807 |
|
1.618 |
0.9750 |
|
1.000 |
0.9715 |
|
0.618 |
0.9693 |
|
HIGH |
0.9658 |
|
0.618 |
0.9636 |
|
0.500 |
0.9630 |
|
0.382 |
0.9623 |
|
LOW |
0.9601 |
|
0.618 |
0.9566 |
|
1.000 |
0.9544 |
|
1.618 |
0.9509 |
|
2.618 |
0.9452 |
|
4.250 |
0.9359 |
|
|
| Fisher Pivots for day following 27-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9630 |
0.9631 |
| PP |
0.9622 |
0.9623 |
| S1 |
0.9614 |
0.9614 |
|