CME Japanese Yen Future March 2021
| Trading Metrics calculated at close of trading on 04-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2021 |
04-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9528 |
0.9525 |
-0.0003 |
0.0% |
0.9638 |
| High |
0.9534 |
0.9529 |
-0.0005 |
-0.1% |
0.9662 |
| Low |
0.9517 |
0.9475 |
-0.0043 |
-0.4% |
0.9533 |
| Close |
0.9522 |
0.9480 |
-0.0043 |
-0.4% |
0.9551 |
| Range |
0.0017 |
0.0055 |
0.0038 |
220.6% |
0.0129 |
| ATR |
0.0043 |
0.0044 |
0.0001 |
1.9% |
0.0000 |
| Volume |
63,615 |
81,402 |
17,787 |
28.0% |
474,514 |
|
| Daily Pivots for day following 04-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9658 |
0.9623 |
0.9509 |
|
| R3 |
0.9603 |
0.9569 |
0.9494 |
|
| R2 |
0.9549 |
0.9549 |
0.9489 |
|
| R1 |
0.9514 |
0.9514 |
0.9484 |
0.9504 |
| PP |
0.9494 |
0.9494 |
0.9494 |
0.9489 |
| S1 |
0.9460 |
0.9460 |
0.9475 |
0.9450 |
| S2 |
0.9440 |
0.9440 |
0.9470 |
|
| S3 |
0.9385 |
0.9405 |
0.9465 |
|
| S4 |
0.9331 |
0.9351 |
0.9450 |
|
|
| 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 |
0.9599 |
0.9475 |
0.0125 |
1.3% |
0.0042 |
0.4% |
4% |
False |
True |
86,660 |
| 10 |
0.9669 |
0.9475 |
0.0194 |
2.0% |
0.0039 |
0.4% |
3% |
False |
True |
83,628 |
| 20 |
0.9720 |
0.9475 |
0.0246 |
2.6% |
0.0044 |
0.5% |
2% |
False |
True |
85,585 |
| 40 |
0.9755 |
0.9475 |
0.0280 |
3.0% |
0.0046 |
0.5% |
2% |
False |
True |
88,753 |
| 60 |
0.9755 |
0.9475 |
0.0280 |
3.0% |
0.0050 |
0.5% |
2% |
False |
True |
60,230 |
| 80 |
0.9755 |
0.9475 |
0.0280 |
3.0% |
0.0049 |
0.5% |
2% |
False |
True |
45,205 |
| 100 |
0.9755 |
0.9444 |
0.0311 |
3.3% |
0.0048 |
0.5% |
12% |
False |
False |
36,176 |
| 120 |
0.9755 |
0.9380 |
0.0375 |
4.0% |
0.0047 |
0.5% |
27% |
False |
False |
30,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9761 |
|
2.618 |
0.9672 |
|
1.618 |
0.9617 |
|
1.000 |
0.9584 |
|
0.618 |
0.9563 |
|
HIGH |
0.9529 |
|
0.618 |
0.9508 |
|
0.500 |
0.9502 |
|
0.382 |
0.9495 |
|
LOW |
0.9475 |
|
0.618 |
0.9441 |
|
1.000 |
0.9420 |
|
1.618 |
0.9386 |
|
2.618 |
0.9332 |
|
4.250 |
0.9243 |
|
|
| Fisher Pivots for day following 04-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9502 |
0.9509 |
| PP |
0.9494 |
0.9499 |
| S1 |
0.9487 |
0.9489 |
|