CME Japanese Yen Future March 2021
| Trading Metrics calculated at close of trading on 10-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2021 |
10-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9506 |
0.9568 |
0.0062 |
0.7% |
0.9547 |
| High |
0.9572 |
0.9580 |
0.0008 |
0.1% |
0.9563 |
| Low |
0.9503 |
0.9540 |
0.0037 |
0.4% |
0.9458 |
| Close |
0.9568 |
0.9559 |
-0.0010 |
-0.1% |
0.9487 |
| Range |
0.0069 |
0.0040 |
-0.0030 |
-42.8% |
0.0105 |
| ATR |
0.0046 |
0.0045 |
0.0000 |
-1.0% |
0.0000 |
| Volume |
97,369 |
89,008 |
-8,361 |
-8.6% |
414,648 |
|
| Daily Pivots for day following 10-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9678 |
0.9658 |
0.9580 |
|
| R3 |
0.9638 |
0.9618 |
0.9569 |
|
| R2 |
0.9599 |
0.9599 |
0.9566 |
|
| R1 |
0.9579 |
0.9579 |
0.9562 |
0.9569 |
| PP |
0.9559 |
0.9559 |
0.9559 |
0.9555 |
| S1 |
0.9539 |
0.9539 |
0.9555 |
0.9530 |
| S2 |
0.9520 |
0.9520 |
0.9551 |
|
| S3 |
0.9480 |
0.9500 |
0.9548 |
|
| S4 |
0.9441 |
0.9460 |
0.9537 |
|
|
| 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 |
0.9580 |
0.9458 |
0.0122 |
1.3% |
0.0051 |
0.5% |
83% |
True |
False |
92,954 |
| 10 |
0.9613 |
0.9458 |
0.0156 |
1.6% |
0.0045 |
0.5% |
65% |
False |
False |
92,115 |
| 20 |
0.9683 |
0.9458 |
0.0225 |
2.4% |
0.0042 |
0.4% |
45% |
False |
False |
85,654 |
| 40 |
0.9755 |
0.9458 |
0.0297 |
3.1% |
0.0047 |
0.5% |
34% |
False |
False |
87,927 |
| 60 |
0.9755 |
0.9458 |
0.0297 |
3.1% |
0.0047 |
0.5% |
34% |
False |
False |
66,608 |
| 80 |
0.9755 |
0.9458 |
0.0297 |
3.1% |
0.0050 |
0.5% |
34% |
False |
False |
49,996 |
| 100 |
0.9755 |
0.9444 |
0.0311 |
3.3% |
0.0048 |
0.5% |
37% |
False |
False |
40,007 |
| 120 |
0.9755 |
0.9386 |
0.0369 |
3.9% |
0.0047 |
0.5% |
47% |
False |
False |
33,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9747 |
|
2.618 |
0.9683 |
|
1.618 |
0.9643 |
|
1.000 |
0.9619 |
|
0.618 |
0.9604 |
|
HIGH |
0.9580 |
|
0.618 |
0.9564 |
|
0.500 |
0.9560 |
|
0.382 |
0.9555 |
|
LOW |
0.9540 |
|
0.618 |
0.9516 |
|
1.000 |
0.9501 |
|
1.618 |
0.9476 |
|
2.618 |
0.9437 |
|
4.250 |
0.9372 |
|
|
| Fisher Pivots for day following 10-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9560 |
0.9547 |
| PP |
0.9559 |
0.9535 |
| S1 |
0.9559 |
0.9523 |
|