CME Japanese Yen Future December 2020
| Trading Metrics calculated at close of trading on 05-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2020 |
05-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9485 |
0.9490 |
0.0006 |
0.1% |
0.9475 |
| High |
0.9537 |
0.9494 |
-0.0043 |
-0.4% |
0.9537 |
| Low |
0.9471 |
0.9458 |
-0.0014 |
-0.1% |
0.9460 |
| Close |
0.9497 |
0.9466 |
-0.0031 |
-0.3% |
0.9497 |
| Range |
0.0066 |
0.0036 |
-0.0029 |
-44.3% |
0.0077 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
104,267 |
65,769 |
-38,498 |
-36.9% |
380,276 |
|
| Daily Pivots for day following 05-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9582 |
0.9560 |
0.9486 |
|
| R3 |
0.9545 |
0.9524 |
0.9476 |
|
| R2 |
0.9509 |
0.9509 |
0.9473 |
|
| R1 |
0.9487 |
0.9487 |
0.9469 |
0.9480 |
| PP |
0.9472 |
0.9472 |
0.9472 |
0.9469 |
| S1 |
0.9451 |
0.9451 |
0.9463 |
0.9444 |
| S2 |
0.9436 |
0.9436 |
0.9459 |
|
| S3 |
0.9400 |
0.9415 |
0.9456 |
|
| S4 |
0.9363 |
0.9378 |
0.9446 |
|
|
| Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9729 |
0.9690 |
0.9539 |
|
| R3 |
0.9652 |
0.9613 |
0.9518 |
|
| R2 |
0.9575 |
0.9575 |
0.9511 |
|
| R1 |
0.9536 |
0.9536 |
0.9504 |
0.9555 |
| PP |
0.9498 |
0.9498 |
0.9498 |
0.9507 |
| S1 |
0.9459 |
0.9459 |
0.9489 |
0.9478 |
| S2 |
0.9421 |
0.9421 |
0.9482 |
|
| S3 |
0.9344 |
0.9382 |
0.9475 |
|
| S4 |
0.9267 |
0.9305 |
0.9454 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9537 |
0.9458 |
0.0079 |
0.8% |
0.0041 |
0.4% |
11% |
False |
True |
77,683 |
| 10 |
0.9589 |
0.9458 |
0.0131 |
1.4% |
0.0043 |
0.5% |
6% |
False |
True |
74,688 |
| 20 |
0.9626 |
0.9412 |
0.0214 |
2.3% |
0.0046 |
0.5% |
25% |
False |
False |
77,669 |
| 40 |
0.9626 |
0.9356 |
0.0270 |
2.8% |
0.0054 |
0.6% |
41% |
False |
False |
39,438 |
| 60 |
0.9626 |
0.9316 |
0.0310 |
3.3% |
0.0055 |
0.6% |
48% |
False |
False |
26,320 |
| 80 |
0.9626 |
0.9267 |
0.0359 |
3.8% |
0.0053 |
0.6% |
56% |
False |
False |
19,761 |
| 100 |
0.9626 |
0.9135 |
0.0491 |
5.2% |
0.0052 |
0.5% |
67% |
False |
False |
15,812 |
| 120 |
0.9626 |
0.9135 |
0.0491 |
5.2% |
0.0050 |
0.5% |
67% |
False |
False |
13,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9649 |
|
2.618 |
0.9590 |
|
1.618 |
0.9553 |
|
1.000 |
0.9530 |
|
0.618 |
0.9517 |
|
HIGH |
0.9494 |
|
0.618 |
0.9480 |
|
0.500 |
0.9476 |
|
0.382 |
0.9471 |
|
LOW |
0.9458 |
|
0.618 |
0.9435 |
|
1.000 |
0.9421 |
|
1.618 |
0.9398 |
|
2.618 |
0.9362 |
|
4.250 |
0.9302 |
|
|
| Fisher Pivots for day following 05-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9476 |
0.9497 |
| PP |
0.9472 |
0.9487 |
| S1 |
0.9469 |
0.9476 |
|