CME Japanese Yen Future December 2020
| Trading Metrics calculated at close of trading on 14-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2020 |
14-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9501 |
0.9487 |
-0.0015 |
-0.2% |
0.9490 |
| High |
0.9505 |
0.9527 |
0.0022 |
0.2% |
0.9494 |
| Low |
0.9474 |
0.9484 |
0.0010 |
0.1% |
0.9431 |
| Close |
0.9486 |
0.9521 |
0.0035 |
0.4% |
0.9474 |
| Range |
0.0032 |
0.0044 |
0.0012 |
38.1% |
0.0063 |
| ATR |
0.0044 |
0.0044 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
59,029 |
74,692 |
15,663 |
26.5% |
319,928 |
|
| Daily Pivots for day following 14-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9641 |
0.9624 |
0.9544 |
|
| R3 |
0.9597 |
0.9581 |
0.9532 |
|
| R2 |
0.9554 |
0.9554 |
0.9528 |
|
| R1 |
0.9537 |
0.9537 |
0.9524 |
0.9546 |
| PP |
0.9510 |
0.9510 |
0.9510 |
0.9515 |
| S1 |
0.9494 |
0.9494 |
0.9517 |
0.9502 |
| S2 |
0.9467 |
0.9467 |
0.9513 |
|
| S3 |
0.9423 |
0.9450 |
0.9509 |
|
| S4 |
0.9380 |
0.9407 |
0.9497 |
|
|
| 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 |
0.9527 |
0.9431 |
0.0097 |
1.0% |
0.0036 |
0.4% |
93% |
True |
False |
62,524 |
| 10 |
0.9537 |
0.9431 |
0.0106 |
1.1% |
0.0038 |
0.4% |
85% |
False |
False |
69,002 |
| 20 |
0.9626 |
0.9431 |
0.0195 |
2.0% |
0.0044 |
0.5% |
46% |
False |
False |
74,732 |
| 40 |
0.9626 |
0.9363 |
0.0263 |
2.8% |
0.0050 |
0.5% |
60% |
False |
False |
50,713 |
| 60 |
0.9626 |
0.9339 |
0.0287 |
3.0% |
0.0054 |
0.6% |
63% |
False |
False |
33,849 |
| 80 |
0.9626 |
0.9267 |
0.0359 |
3.8% |
0.0053 |
0.6% |
71% |
False |
False |
25,397 |
| 100 |
0.9626 |
0.9135 |
0.0491 |
5.2% |
0.0052 |
0.5% |
79% |
False |
False |
20,330 |
| 120 |
0.9626 |
0.9135 |
0.0491 |
5.2% |
0.0050 |
0.5% |
79% |
False |
False |
16,942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9712 |
|
2.618 |
0.9641 |
|
1.618 |
0.9597 |
|
1.000 |
0.9571 |
|
0.618 |
0.9554 |
|
HIGH |
0.9527 |
|
0.618 |
0.9510 |
|
0.500 |
0.9505 |
|
0.382 |
0.9500 |
|
LOW |
0.9484 |
|
0.618 |
0.9457 |
|
1.000 |
0.9440 |
|
1.618 |
0.9413 |
|
2.618 |
0.9370 |
|
4.250 |
0.9299 |
|
|
| Fisher Pivots for day following 14-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9515 |
0.9512 |
| PP |
0.9510 |
0.9504 |
| S1 |
0.9505 |
0.9496 |
|