CME Japanese Yen Future December 2020
Trading Metrics calculated at close of trading on 09-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2020 |
09-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
0.9443 |
0.9440 |
-0.0004 |
0.0% |
0.9490 |
High |
0.9447 |
0.9478 |
0.0031 |
0.3% |
0.9494 |
Low |
0.9431 |
0.9437 |
0.0007 |
0.1% |
0.9431 |
Close |
0.9439 |
0.9474 |
0.0035 |
0.4% |
0.9474 |
Range |
0.0017 |
0.0041 |
0.0025 |
148.5% |
0.0063 |
ATR |
0.0046 |
0.0045 |
0.0000 |
-0.7% |
0.0000 |
Volume |
45,387 |
69,573 |
24,186 |
53.3% |
319,928 |
|
Daily Pivots for day following 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9586 |
0.9571 |
0.9496 |
|
R3 |
0.9545 |
0.9530 |
0.9485 |
|
R2 |
0.9504 |
0.9504 |
0.9481 |
|
R1 |
0.9489 |
0.9489 |
0.9477 |
0.9496 |
PP |
0.9463 |
0.9463 |
0.9463 |
0.9467 |
S1 |
0.9448 |
0.9448 |
0.9470 |
0.9455 |
S2 |
0.9422 |
0.9422 |
0.9466 |
|
S3 |
0.9381 |
0.9407 |
0.9462 |
|
S4 |
0.9340 |
0.9366 |
0.9451 |
|
|
Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9656 |
0.9628 |
0.9508 |
|
R3 |
0.9593 |
0.9565 |
0.9491 |
|
R2 |
0.9529 |
0.9529 |
0.9485 |
|
R1 |
0.9501 |
0.9501 |
0.9479 |
0.9484 |
PP |
0.9466 |
0.9466 |
0.9466 |
0.9457 |
S1 |
0.9438 |
0.9438 |
0.9468 |
0.9420 |
S2 |
0.9403 |
0.9403 |
0.9462 |
|
S3 |
0.9339 |
0.9375 |
0.9456 |
|
S4 |
0.9276 |
0.9311 |
0.9439 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9494 |
0.9431 |
0.0063 |
0.7% |
0.0034 |
0.4% |
68% |
False |
False |
63,985 |
10 |
0.9537 |
0.9431 |
0.0106 |
1.1% |
0.0037 |
0.4% |
41% |
False |
False |
70,020 |
20 |
0.9626 |
0.9431 |
0.0195 |
2.1% |
0.0046 |
0.5% |
22% |
False |
False |
76,962 |
40 |
0.9626 |
0.9357 |
0.0269 |
2.8% |
0.0052 |
0.5% |
43% |
False |
False |
45,782 |
60 |
0.9626 |
0.9316 |
0.0310 |
3.3% |
0.0054 |
0.6% |
51% |
False |
False |
30,556 |
80 |
0.9626 |
0.9267 |
0.0359 |
3.8% |
0.0052 |
0.6% |
58% |
False |
False |
22,932 |
100 |
0.9626 |
0.9135 |
0.0491 |
5.2% |
0.0052 |
0.5% |
69% |
False |
False |
18,353 |
120 |
0.9626 |
0.9135 |
0.0491 |
5.2% |
0.0050 |
0.5% |
69% |
False |
False |
15,295 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9652 |
2.618 |
0.9585 |
1.618 |
0.9544 |
1.000 |
0.9519 |
0.618 |
0.9503 |
HIGH |
0.9478 |
0.618 |
0.9462 |
0.500 |
0.9458 |
0.382 |
0.9453 |
LOW |
0.9437 |
0.618 |
0.9412 |
1.000 |
0.9396 |
1.618 |
0.9371 |
2.618 |
0.9330 |
4.250 |
0.9263 |
|
|
Fisher Pivots for day following 09-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
0.9468 |
0.9467 |
PP |
0.9463 |
0.9461 |
S1 |
0.9458 |
0.9454 |
|