CME Japanese Yen Future March 2021
| Trading Metrics calculated at close of trading on 29-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2021 |
29-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9612 |
0.9597 |
-0.0015 |
-0.2% |
0.9638 |
| High |
0.9613 |
0.9599 |
-0.0014 |
-0.1% |
0.9662 |
| Low |
0.9576 |
0.9533 |
-0.0044 |
-0.5% |
0.9533 |
| Close |
0.9598 |
0.9551 |
-0.0047 |
-0.5% |
0.9551 |
| Range |
0.0037 |
0.0067 |
0.0030 |
82.2% |
0.0129 |
| ATR |
0.0045 |
0.0046 |
0.0002 |
3.4% |
0.0000 |
| Volume |
104,484 |
131,965 |
27,481 |
26.3% |
474,514 |
|
| Daily Pivots for day following 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9760 |
0.9722 |
0.9588 |
|
| R3 |
0.9694 |
0.9656 |
0.9569 |
|
| R2 |
0.9627 |
0.9627 |
0.9563 |
|
| R1 |
0.9589 |
0.9589 |
0.9557 |
0.9575 |
| PP |
0.9561 |
0.9561 |
0.9561 |
0.9554 |
| S1 |
0.9523 |
0.9523 |
0.9545 |
0.9509 |
| S2 |
0.9494 |
0.9494 |
0.9539 |
|
| S3 |
0.9428 |
0.9456 |
0.9533 |
|
| S4 |
0.9361 |
0.9390 |
0.9514 |
|
|
| Weekly Pivots for week ending 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9969 |
0.9889 |
0.9622 |
|
| R3 |
0.9840 |
0.9760 |
0.9586 |
|
| R2 |
0.9711 |
0.9711 |
0.9575 |
|
| R1 |
0.9631 |
0.9631 |
0.9563 |
0.9606 |
| PP |
0.9582 |
0.9582 |
0.9582 |
0.9569 |
| S1 |
0.9502 |
0.9502 |
0.9539 |
0.9477 |
| S2 |
0.9453 |
0.9453 |
0.9527 |
|
| S3 |
0.9324 |
0.9373 |
0.9516 |
|
| S4 |
0.9195 |
0.9244 |
0.9480 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9662 |
0.9533 |
0.0129 |
1.4% |
0.0042 |
0.4% |
14% |
False |
True |
94,902 |
| 10 |
0.9683 |
0.9533 |
0.0150 |
1.6% |
0.0040 |
0.4% |
12% |
False |
True |
85,866 |
| 20 |
0.9755 |
0.9533 |
0.0222 |
2.3% |
0.0048 |
0.5% |
8% |
False |
True |
88,262 |
| 40 |
0.9755 |
0.9533 |
0.0222 |
2.3% |
0.0047 |
0.5% |
8% |
False |
True |
82,671 |
| 60 |
0.9755 |
0.9478 |
0.0277 |
2.9% |
0.0052 |
0.5% |
27% |
False |
False |
55,213 |
| 80 |
0.9755 |
0.9444 |
0.0311 |
3.3% |
0.0049 |
0.5% |
35% |
False |
False |
41,444 |
| 100 |
0.9755 |
0.9434 |
0.0321 |
3.4% |
0.0047 |
0.5% |
37% |
False |
False |
33,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9882 |
|
2.618 |
0.9773 |
|
1.618 |
0.9707 |
|
1.000 |
0.9666 |
|
0.618 |
0.9640 |
|
HIGH |
0.9599 |
|
0.618 |
0.9574 |
|
0.500 |
0.9566 |
|
0.382 |
0.9558 |
|
LOW |
0.9533 |
|
0.618 |
0.9491 |
|
1.000 |
0.9466 |
|
1.618 |
0.9425 |
|
2.618 |
0.9358 |
|
4.250 |
0.9250 |
|
|
| Fisher Pivots for day following 29-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9566 |
0.9595 |
| PP |
0.9561 |
0.9581 |
| S1 |
0.9556 |
0.9566 |
|