CME Japanese Yen Future December 2020
| Trading Metrics calculated at close of trading on 07-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2020 |
07-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9465 |
0.9475 |
0.0010 |
0.1% |
0.9475 |
| High |
0.9488 |
0.9477 |
-0.0012 |
-0.1% |
0.9537 |
| Low |
0.9460 |
0.9431 |
-0.0029 |
-0.3% |
0.9460 |
| Close |
0.9481 |
0.9438 |
-0.0043 |
-0.5% |
0.9497 |
| Range |
0.0029 |
0.0046 |
0.0017 |
59.6% |
0.0077 |
| ATR |
0.0048 |
0.0048 |
0.0000 |
0.3% |
0.0000 |
| Volume |
64,000 |
75,199 |
11,199 |
17.5% |
380,276 |
|
| Daily Pivots for day following 07-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9585 |
0.9557 |
0.9463 |
|
| R3 |
0.9539 |
0.9511 |
0.9450 |
|
| R2 |
0.9494 |
0.9494 |
0.9446 |
|
| R1 |
0.9466 |
0.9466 |
0.9442 |
0.9457 |
| PP |
0.9448 |
0.9448 |
0.9448 |
0.9444 |
| S1 |
0.9420 |
0.9420 |
0.9433 |
0.9412 |
| S2 |
0.9403 |
0.9403 |
0.9429 |
|
| S3 |
0.9357 |
0.9375 |
0.9425 |
|
| S4 |
0.9312 |
0.9329 |
0.9412 |
|
|
| 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 |
0.9431 |
0.0106 |
1.1% |
0.0041 |
0.4% |
6% |
False |
True |
75,481 |
| 10 |
0.9537 |
0.9431 |
0.0106 |
1.1% |
0.0038 |
0.4% |
6% |
False |
True |
73,047 |
| 20 |
0.9626 |
0.9418 |
0.0207 |
2.2% |
0.0045 |
0.5% |
9% |
False |
False |
78,650 |
| 40 |
0.9626 |
0.9356 |
0.0270 |
2.9% |
0.0053 |
0.6% |
30% |
False |
False |
42,914 |
| 60 |
0.9626 |
0.9316 |
0.0310 |
3.3% |
0.0055 |
0.6% |
39% |
False |
False |
28,640 |
| 80 |
0.9626 |
0.9267 |
0.0359 |
3.8% |
0.0053 |
0.6% |
48% |
False |
False |
21,495 |
| 100 |
0.9626 |
0.9135 |
0.0491 |
5.2% |
0.0052 |
0.5% |
62% |
False |
False |
17,204 |
| 120 |
0.9626 |
0.9135 |
0.0491 |
5.2% |
0.0050 |
0.5% |
62% |
False |
False |
14,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9670 |
|
2.618 |
0.9596 |
|
1.618 |
0.9550 |
|
1.000 |
0.9522 |
|
0.618 |
0.9505 |
|
HIGH |
0.9477 |
|
0.618 |
0.9459 |
|
0.500 |
0.9454 |
|
0.382 |
0.9448 |
|
LOW |
0.9431 |
|
0.618 |
0.9403 |
|
1.000 |
0.9386 |
|
1.618 |
0.9357 |
|
2.618 |
0.9312 |
|
4.250 |
0.9238 |
|
|
| Fisher Pivots for day following 07-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9454 |
0.9462 |
| PP |
0.9448 |
0.9454 |
| S1 |
0.9443 |
0.9446 |
|