CME Japanese Yen Future December 2020
| Trading Metrics calculated at close of trading on 13-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2020 |
13-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9465 |
0.9501 |
0.0037 |
0.4% |
0.9490 |
| High |
0.9509 |
0.9505 |
-0.0004 |
0.0% |
0.9494 |
| Low |
0.9464 |
0.9474 |
0.0010 |
0.1% |
0.9431 |
| Close |
0.9499 |
0.9486 |
-0.0014 |
-0.1% |
0.9474 |
| Range |
0.0045 |
0.0032 |
-0.0014 |
-30.0% |
0.0063 |
| ATR |
0.0045 |
0.0044 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
63,939 |
59,029 |
-4,910 |
-7.7% |
319,928 |
|
| Daily Pivots for day following 13-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9583 |
0.9566 |
0.9503 |
|
| R3 |
0.9551 |
0.9534 |
0.9494 |
|
| R2 |
0.9520 |
0.9520 |
0.9491 |
|
| R1 |
0.9503 |
0.9503 |
0.9488 |
0.9495 |
| PP |
0.9488 |
0.9488 |
0.9488 |
0.9484 |
| S1 |
0.9471 |
0.9471 |
0.9483 |
0.9464 |
| S2 |
0.9457 |
0.9457 |
0.9480 |
|
| S3 |
0.9425 |
0.9440 |
0.9477 |
|
| S4 |
0.9394 |
0.9408 |
0.9468 |
|
|
| 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% |
0.0036 |
0.4% |
70% |
False |
False |
62,625 |
| 10 |
0.9537 |
0.9431 |
0.0106 |
1.1% |
0.0038 |
0.4% |
52% |
False |
False |
70,421 |
| 20 |
0.9626 |
0.9431 |
0.0195 |
2.1% |
0.0045 |
0.5% |
28% |
False |
False |
76,122 |
| 40 |
0.9626 |
0.9363 |
0.0263 |
2.8% |
0.0051 |
0.5% |
47% |
False |
False |
48,849 |
| 60 |
0.9626 |
0.9332 |
0.0294 |
3.1% |
0.0054 |
0.6% |
52% |
False |
False |
32,604 |
| 80 |
0.9626 |
0.9267 |
0.0359 |
3.8% |
0.0052 |
0.6% |
61% |
False |
False |
24,464 |
| 100 |
0.9626 |
0.9135 |
0.0491 |
5.2% |
0.0052 |
0.5% |
71% |
False |
False |
19,583 |
| 120 |
0.9626 |
0.9135 |
0.0491 |
5.2% |
0.0050 |
0.5% |
71% |
False |
False |
16,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9639 |
|
2.618 |
0.9587 |
|
1.618 |
0.9556 |
|
1.000 |
0.9537 |
|
0.618 |
0.9524 |
|
HIGH |
0.9505 |
|
0.618 |
0.9493 |
|
0.500 |
0.9489 |
|
0.382 |
0.9486 |
|
LOW |
0.9474 |
|
0.618 |
0.9454 |
|
1.000 |
0.9442 |
|
1.618 |
0.9423 |
|
2.618 |
0.9391 |
|
4.250 |
0.9340 |
|
|
| Fisher Pivots for day following 13-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9489 |
0.9481 |
| PP |
0.9488 |
0.9477 |
| S1 |
0.9487 |
0.9473 |
|