CME Japanese Yen Future December 2020
| Trading Metrics calculated at close of trading on 12-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2020 |
12-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9440 |
0.9465 |
0.0025 |
0.3% |
0.9490 |
| High |
0.9478 |
0.9509 |
0.0031 |
0.3% |
0.9494 |
| Low |
0.9437 |
0.9464 |
0.0027 |
0.3% |
0.9431 |
| Close |
0.9474 |
0.9499 |
0.0026 |
0.3% |
0.9474 |
| Range |
0.0041 |
0.0045 |
0.0004 |
9.8% |
0.0063 |
| ATR |
0.0045 |
0.0045 |
0.0000 |
0.0% |
0.0000 |
| Volume |
69,573 |
63,939 |
-5,634 |
-8.1% |
319,928 |
|
| Daily Pivots for day following 12-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9626 |
0.9607 |
0.9524 |
|
| R3 |
0.9581 |
0.9562 |
0.9511 |
|
| R2 |
0.9536 |
0.9536 |
0.9507 |
|
| R1 |
0.9517 |
0.9517 |
0.9503 |
0.9527 |
| PP |
0.9491 |
0.9491 |
0.9491 |
0.9495 |
| S1 |
0.9472 |
0.9472 |
0.9495 |
0.9482 |
| S2 |
0.9446 |
0.9446 |
0.9491 |
|
| S3 |
0.9401 |
0.9427 |
0.9487 |
|
| S4 |
0.9356 |
0.9382 |
0.9474 |
|
|
| 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 |
0.9509 |
0.9431 |
0.0079 |
0.8% |
0.0035 |
0.4% |
87% |
True |
False |
63,619 |
| 10 |
0.9537 |
0.9431 |
0.0106 |
1.1% |
0.0038 |
0.4% |
65% |
False |
False |
70,651 |
| 20 |
0.9626 |
0.9431 |
0.0195 |
2.1% |
0.0045 |
0.5% |
35% |
False |
False |
76,672 |
| 40 |
0.9626 |
0.9363 |
0.0263 |
2.8% |
0.0052 |
0.5% |
52% |
False |
False |
47,377 |
| 60 |
0.9626 |
0.9316 |
0.0310 |
3.3% |
0.0055 |
0.6% |
59% |
False |
False |
31,621 |
| 80 |
0.9626 |
0.9267 |
0.0359 |
3.8% |
0.0052 |
0.6% |
65% |
False |
False |
23,727 |
| 100 |
0.9626 |
0.9135 |
0.0491 |
5.2% |
0.0052 |
0.5% |
74% |
False |
False |
18,993 |
| 120 |
0.9626 |
0.9135 |
0.0491 |
5.2% |
0.0050 |
0.5% |
74% |
False |
False |
15,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9700 |
|
2.618 |
0.9627 |
|
1.618 |
0.9582 |
|
1.000 |
0.9554 |
|
0.618 |
0.9537 |
|
HIGH |
0.9509 |
|
0.618 |
0.9492 |
|
0.500 |
0.9487 |
|
0.382 |
0.9481 |
|
LOW |
0.9464 |
|
0.618 |
0.9436 |
|
1.000 |
0.9419 |
|
1.618 |
0.9391 |
|
2.618 |
0.9346 |
|
4.250 |
0.9273 |
|
|
| Fisher Pivots for day following 12-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9495 |
0.9489 |
| PP |
0.9491 |
0.9480 |
| S1 |
0.9487 |
0.9470 |
|