CME Japanese Yen Future March 2021
| Trading Metrics calculated at close of trading on 28-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2021 |
28-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9655 |
0.9612 |
-0.0044 |
-0.5% |
0.9637 |
| High |
0.9658 |
0.9613 |
-0.0045 |
-0.5% |
0.9683 |
| Low |
0.9601 |
0.9576 |
-0.0025 |
-0.3% |
0.9612 |
| Close |
0.9606 |
0.9598 |
-0.0009 |
-0.1% |
0.9636 |
| Range |
0.0057 |
0.0037 |
-0.0020 |
-36.0% |
0.0071 |
| ATR |
0.0046 |
0.0045 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
113,387 |
104,484 |
-8,903 |
-7.9% |
323,700 |
|
| Daily Pivots for day following 28-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9705 |
0.9688 |
0.9618 |
|
| R3 |
0.9669 |
0.9651 |
0.9608 |
|
| R2 |
0.9632 |
0.9632 |
0.9604 |
|
| R1 |
0.9615 |
0.9615 |
0.9601 |
0.9605 |
| PP |
0.9596 |
0.9596 |
0.9596 |
0.9591 |
| S1 |
0.9578 |
0.9578 |
0.9594 |
0.9569 |
| S2 |
0.9559 |
0.9559 |
0.9591 |
|
| S3 |
0.9523 |
0.9542 |
0.9587 |
|
| S4 |
0.9486 |
0.9505 |
0.9577 |
|
|
| 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 |
0.9669 |
0.9576 |
0.0092 |
1.0% |
0.0036 |
0.4% |
23% |
False |
True |
80,595 |
| 10 |
0.9683 |
0.9576 |
0.0106 |
1.1% |
0.0039 |
0.4% |
20% |
False |
True |
81,414 |
| 20 |
0.9755 |
0.9576 |
0.0178 |
1.9% |
0.0048 |
0.5% |
12% |
False |
True |
86,019 |
| 40 |
0.9755 |
0.9562 |
0.0193 |
2.0% |
0.0047 |
0.5% |
18% |
False |
False |
79,403 |
| 60 |
0.9755 |
0.9478 |
0.0277 |
2.9% |
0.0051 |
0.5% |
43% |
False |
False |
53,015 |
| 80 |
0.9755 |
0.9444 |
0.0311 |
3.2% |
0.0048 |
0.5% |
50% |
False |
False |
39,795 |
| 100 |
0.9755 |
0.9427 |
0.0328 |
3.4% |
0.0047 |
0.5% |
52% |
False |
False |
31,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9768 |
|
2.618 |
0.9709 |
|
1.618 |
0.9672 |
|
1.000 |
0.9650 |
|
0.618 |
0.9636 |
|
HIGH |
0.9613 |
|
0.618 |
0.9599 |
|
0.500 |
0.9595 |
|
0.382 |
0.9590 |
|
LOW |
0.9576 |
|
0.618 |
0.9554 |
|
1.000 |
0.9540 |
|
1.618 |
0.9517 |
|
2.618 |
0.9481 |
|
4.250 |
0.9421 |
|
|
| Fisher Pivots for day following 28-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9597 |
0.9619 |
| PP |
0.9596 |
0.9612 |
| S1 |
0.9595 |
0.9605 |
|