CME Japanese Yen Future December 2020
Trading Metrics calculated at close of trading on 06-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2020 |
06-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
0.9490 |
0.9465 |
-0.0025 |
-0.3% |
0.9475 |
High |
0.9494 |
0.9488 |
-0.0006 |
-0.1% |
0.9537 |
Low |
0.9458 |
0.9460 |
0.0002 |
0.0% |
0.9460 |
Close |
0.9466 |
0.9481 |
0.0015 |
0.2% |
0.9497 |
Range |
0.0036 |
0.0029 |
-0.0008 |
-21.9% |
0.0077 |
ATR |
0.0049 |
0.0048 |
-0.0001 |
-3.0% |
0.0000 |
Volume |
65,769 |
64,000 |
-1,769 |
-2.7% |
380,276 |
|
Daily Pivots for day following 06-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9562 |
0.9550 |
0.9496 |
|
R3 |
0.9533 |
0.9521 |
0.9488 |
|
R2 |
0.9505 |
0.9505 |
0.9486 |
|
R1 |
0.9493 |
0.9493 |
0.9483 |
0.9499 |
PP |
0.9476 |
0.9476 |
0.9476 |
0.9479 |
S1 |
0.9464 |
0.9464 |
0.9478 |
0.9470 |
S2 |
0.9448 |
0.9448 |
0.9475 |
|
S3 |
0.9419 |
0.9436 |
0.9473 |
|
S4 |
0.9391 |
0.9407 |
0.9465 |
|
|
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% |
0.0039 |
0.4% |
29% |
False |
False |
78,217 |
10 |
0.9541 |
0.9458 |
0.0083 |
0.9% |
0.0039 |
0.4% |
28% |
False |
False |
74,164 |
20 |
0.9626 |
0.9418 |
0.0207 |
2.2% |
0.0045 |
0.5% |
30% |
False |
False |
79,138 |
40 |
0.9626 |
0.9356 |
0.0270 |
2.8% |
0.0053 |
0.6% |
46% |
False |
False |
41,036 |
60 |
0.9626 |
0.9316 |
0.0310 |
3.3% |
0.0055 |
0.6% |
53% |
False |
False |
27,387 |
80 |
0.9626 |
0.9267 |
0.0359 |
3.8% |
0.0052 |
0.6% |
60% |
False |
False |
20,555 |
100 |
0.9626 |
0.9135 |
0.0491 |
5.2% |
0.0052 |
0.5% |
70% |
False |
False |
16,452 |
120 |
0.9626 |
0.9135 |
0.0491 |
5.2% |
0.0050 |
0.5% |
70% |
False |
False |
13,710 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9609 |
2.618 |
0.9563 |
1.618 |
0.9534 |
1.000 |
0.9517 |
0.618 |
0.9506 |
HIGH |
0.9488 |
0.618 |
0.9477 |
0.500 |
0.9474 |
0.382 |
0.9470 |
LOW |
0.9460 |
0.618 |
0.9442 |
1.000 |
0.9431 |
1.618 |
0.9413 |
2.618 |
0.9385 |
4.250 |
0.9338 |
|
|
Fisher Pivots for day following 06-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
0.9478 |
0.9497 |
PP |
0.9476 |
0.9492 |
S1 |
0.9474 |
0.9486 |
|