CME Japanese Yen Future March 2021
| Trading Metrics calculated at close of trading on 05-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2021 |
05-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9525 |
0.9479 |
-0.0046 |
-0.5% |
0.9547 |
| High |
0.9529 |
0.9496 |
-0.0033 |
-0.3% |
0.9563 |
| Low |
0.9475 |
0.9458 |
-0.0017 |
-0.2% |
0.9458 |
| Close |
0.9480 |
0.9487 |
0.0007 |
0.1% |
0.9487 |
| Range |
0.0055 |
0.0039 |
-0.0016 |
-29.4% |
0.0105 |
| ATR |
0.0044 |
0.0043 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
81,402 |
113,309 |
31,907 |
39.2% |
414,648 |
|
| Daily Pivots for day following 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9596 |
0.9580 |
0.9508 |
|
| R3 |
0.9557 |
0.9541 |
0.9497 |
|
| R2 |
0.9519 |
0.9519 |
0.9494 |
|
| R1 |
0.9503 |
0.9503 |
0.9490 |
0.9511 |
| PP |
0.9480 |
0.9480 |
0.9480 |
0.9484 |
| S1 |
0.9464 |
0.9464 |
0.9483 |
0.9472 |
| S2 |
0.9442 |
0.9442 |
0.9479 |
|
| S3 |
0.9403 |
0.9426 |
0.9476 |
|
| S4 |
0.9365 |
0.9387 |
0.9465 |
|
|
| Weekly Pivots for week ending 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9817 |
0.9757 |
0.9544 |
|
| R3 |
0.9712 |
0.9652 |
0.9515 |
|
| R2 |
0.9607 |
0.9607 |
0.9506 |
|
| R1 |
0.9547 |
0.9547 |
0.9496 |
0.9525 |
| PP |
0.9502 |
0.9502 |
0.9502 |
0.9491 |
| S1 |
0.9442 |
0.9442 |
0.9477 |
0.9420 |
| S2 |
0.9397 |
0.9397 |
0.9467 |
|
| S3 |
0.9292 |
0.9337 |
0.9458 |
|
| S4 |
0.9187 |
0.9232 |
0.9429 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9563 |
0.9458 |
0.0105 |
1.1% |
0.0036 |
0.4% |
28% |
False |
True |
82,929 |
| 10 |
0.9662 |
0.9458 |
0.0204 |
2.2% |
0.0039 |
0.4% |
14% |
False |
True |
88,916 |
| 20 |
0.9683 |
0.9458 |
0.0225 |
2.4% |
0.0041 |
0.4% |
13% |
False |
True |
85,201 |
| 40 |
0.9755 |
0.9458 |
0.0297 |
3.1% |
0.0046 |
0.5% |
10% |
False |
True |
90,186 |
| 60 |
0.9755 |
0.9458 |
0.0297 |
3.1% |
0.0047 |
0.5% |
10% |
False |
True |
62,112 |
| 80 |
0.9755 |
0.9458 |
0.0297 |
3.1% |
0.0049 |
0.5% |
10% |
False |
True |
46,621 |
| 100 |
0.9755 |
0.9444 |
0.0311 |
3.3% |
0.0048 |
0.5% |
14% |
False |
False |
37,309 |
| 120 |
0.9755 |
0.9386 |
0.0369 |
3.9% |
0.0047 |
0.5% |
27% |
False |
False |
31,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9660 |
|
2.618 |
0.9597 |
|
1.618 |
0.9558 |
|
1.000 |
0.9535 |
|
0.618 |
0.9520 |
|
HIGH |
0.9496 |
|
0.618 |
0.9481 |
|
0.500 |
0.9477 |
|
0.382 |
0.9472 |
|
LOW |
0.9458 |
|
0.618 |
0.9434 |
|
1.000 |
0.9419 |
|
1.618 |
0.9395 |
|
2.618 |
0.9357 |
|
4.250 |
0.9294 |
|
|
| Fisher Pivots for day following 05-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9483 |
0.9496 |
| PP |
0.9480 |
0.9493 |
| S1 |
0.9477 |
0.9490 |
|