CME Japanese Yen Future March 2021
| Trading Metrics calculated at close of trading on 11-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2021 |
11-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9568 |
0.9563 |
-0.0006 |
-0.1% |
0.9547 |
| High |
0.9580 |
0.9568 |
-0.0012 |
-0.1% |
0.9563 |
| Low |
0.9540 |
0.9544 |
0.0004 |
0.0% |
0.9458 |
| Close |
0.9559 |
0.9548 |
-0.0011 |
-0.1% |
0.9487 |
| Range |
0.0040 |
0.0024 |
-0.0016 |
-39.2% |
0.0105 |
| ATR |
0.0045 |
0.0044 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
89,008 |
49,800 |
-39,208 |
-44.0% |
414,648 |
|
| Daily Pivots for day following 11-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9625 |
0.9611 |
0.9561 |
|
| R3 |
0.9601 |
0.9587 |
0.9555 |
|
| R2 |
0.9577 |
0.9577 |
0.9552 |
|
| R1 |
0.9563 |
0.9563 |
0.9550 |
0.9558 |
| PP |
0.9553 |
0.9553 |
0.9553 |
0.9551 |
| S1 |
0.9539 |
0.9539 |
0.9546 |
0.9534 |
| S2 |
0.9529 |
0.9529 |
0.9544 |
|
| S3 |
0.9505 |
0.9515 |
0.9541 |
|
| S4 |
0.9481 |
0.9491 |
0.9535 |
|
|
| 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% |
0.0045 |
0.5% |
74% |
False |
False |
86,633 |
| 10 |
0.9599 |
0.9458 |
0.0142 |
1.5% |
0.0043 |
0.5% |
64% |
False |
False |
86,647 |
| 20 |
0.9683 |
0.9458 |
0.0225 |
2.4% |
0.0041 |
0.4% |
40% |
False |
False |
84,030 |
| 40 |
0.9755 |
0.9458 |
0.0297 |
3.1% |
0.0046 |
0.5% |
30% |
False |
False |
86,276 |
| 60 |
0.9755 |
0.9458 |
0.0297 |
3.1% |
0.0046 |
0.5% |
30% |
False |
False |
67,437 |
| 80 |
0.9755 |
0.9458 |
0.0297 |
3.1% |
0.0050 |
0.5% |
30% |
False |
False |
50,619 |
| 100 |
0.9755 |
0.9444 |
0.0311 |
3.3% |
0.0048 |
0.5% |
34% |
False |
False |
40,505 |
| 120 |
0.9755 |
0.9386 |
0.0369 |
3.9% |
0.0047 |
0.5% |
44% |
False |
False |
33,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9670 |
|
2.618 |
0.9630 |
|
1.618 |
0.9606 |
|
1.000 |
0.9592 |
|
0.618 |
0.9582 |
|
HIGH |
0.9568 |
|
0.618 |
0.9558 |
|
0.500 |
0.9556 |
|
0.382 |
0.9553 |
|
LOW |
0.9544 |
|
0.618 |
0.9529 |
|
1.000 |
0.9520 |
|
1.618 |
0.9505 |
|
2.618 |
0.9481 |
|
4.250 |
0.9442 |
|
|
| Fisher Pivots for day following 11-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9556 |
0.9546 |
| PP |
0.9553 |
0.9544 |
| S1 |
0.9551 |
0.9541 |
|