CME Japanese Yen Future March 2021
| Trading Metrics calculated at close of trading on 03-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2021 |
03-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9531 |
0.9528 |
-0.0004 |
0.0% |
0.9638 |
| High |
0.9543 |
0.9534 |
-0.0009 |
-0.1% |
0.9662 |
| Low |
0.9511 |
0.9517 |
0.0006 |
0.1% |
0.9533 |
| Close |
0.9520 |
0.9522 |
0.0002 |
0.0% |
0.9551 |
| Range |
0.0032 |
0.0017 |
-0.0015 |
-46.0% |
0.0129 |
| ATR |
0.0045 |
0.0043 |
-0.0002 |
-4.4% |
0.0000 |
| Volume |
72,814 |
63,615 |
-9,199 |
-12.6% |
474,514 |
|
| Daily Pivots for day following 03-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9575 |
0.9566 |
0.9531 |
|
| R3 |
0.9558 |
0.9549 |
0.9527 |
|
| R2 |
0.9541 |
0.9541 |
0.9525 |
|
| R1 |
0.9532 |
0.9532 |
0.9524 |
0.9528 |
| PP |
0.9524 |
0.9524 |
0.9524 |
0.9523 |
| S1 |
0.9515 |
0.9515 |
0.9520 |
0.9511 |
| S2 |
0.9507 |
0.9507 |
0.9519 |
|
| S3 |
0.9490 |
0.9498 |
0.9517 |
|
| S4 |
0.9473 |
0.9481 |
0.9513 |
|
|
| 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 |
0.9613 |
0.9511 |
0.0102 |
1.1% |
0.0038 |
0.4% |
11% |
False |
False |
91,277 |
| 10 |
0.9683 |
0.9511 |
0.0172 |
1.8% |
0.0037 |
0.4% |
6% |
False |
False |
83,317 |
| 20 |
0.9755 |
0.9511 |
0.0244 |
2.6% |
0.0045 |
0.5% |
5% |
False |
False |
88,144 |
| 40 |
0.9755 |
0.9511 |
0.0244 |
2.6% |
0.0045 |
0.5% |
5% |
False |
False |
87,661 |
| 60 |
0.9755 |
0.9478 |
0.0277 |
2.9% |
0.0050 |
0.5% |
16% |
False |
False |
58,874 |
| 80 |
0.9755 |
0.9450 |
0.0305 |
3.2% |
0.0049 |
0.5% |
24% |
False |
False |
44,187 |
| 100 |
0.9755 |
0.9444 |
0.0311 |
3.3% |
0.0047 |
0.5% |
25% |
False |
False |
35,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9606 |
|
2.618 |
0.9579 |
|
1.618 |
0.9562 |
|
1.000 |
0.9551 |
|
0.618 |
0.9545 |
|
HIGH |
0.9534 |
|
0.618 |
0.9528 |
|
0.500 |
0.9526 |
|
0.382 |
0.9523 |
|
LOW |
0.9517 |
|
0.618 |
0.9506 |
|
1.000 |
0.9500 |
|
1.618 |
0.9489 |
|
2.618 |
0.9472 |
|
4.250 |
0.9445 |
|
|
| Fisher Pivots for day following 03-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9526 |
0.9537 |
| PP |
0.9524 |
0.9532 |
| S1 |
0.9523 |
0.9527 |
|