CME Japanese Yen Future December 2020
| Trading Metrics calculated at close of trading on 16-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2020 |
16-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9520 |
0.9491 |
-0.0029 |
-0.3% |
0.9465 |
| High |
0.9521 |
0.9513 |
-0.0008 |
-0.1% |
0.9527 |
| Low |
0.9485 |
0.9490 |
0.0005 |
0.0% |
0.9464 |
| Close |
0.9489 |
0.9494 |
0.0005 |
0.1% |
0.9494 |
| Range |
0.0036 |
0.0024 |
-0.0012 |
-33.8% |
0.0063 |
| ATR |
0.0044 |
0.0042 |
-0.0001 |
-3.2% |
0.0000 |
| Volume |
78,805 |
66,251 |
-12,554 |
-15.9% |
342,716 |
|
| Daily Pivots for day following 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9569 |
0.9555 |
0.9507 |
|
| R3 |
0.9546 |
0.9532 |
0.9500 |
|
| R2 |
0.9522 |
0.9522 |
0.9498 |
|
| R1 |
0.9508 |
0.9508 |
0.9496 |
0.9515 |
| PP |
0.9499 |
0.9499 |
0.9499 |
0.9502 |
| S1 |
0.9485 |
0.9485 |
0.9492 |
0.9492 |
| S2 |
0.9475 |
0.9475 |
0.9490 |
|
| S3 |
0.9452 |
0.9461 |
0.9488 |
|
| S4 |
0.9428 |
0.9438 |
0.9481 |
|
|
| Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9684 |
0.9652 |
0.9529 |
|
| R3 |
0.9621 |
0.9589 |
0.9511 |
|
| R2 |
0.9558 |
0.9558 |
0.9506 |
|
| R1 |
0.9526 |
0.9526 |
0.9500 |
0.9542 |
| PP |
0.9495 |
0.9495 |
0.9495 |
0.9503 |
| S1 |
0.9463 |
0.9463 |
0.9488 |
0.9479 |
| S2 |
0.9432 |
0.9432 |
0.9482 |
|
| S3 |
0.9369 |
0.9400 |
0.9477 |
|
| S4 |
0.9306 |
0.9337 |
0.9459 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9527 |
0.9464 |
0.0063 |
0.7% |
0.0036 |
0.4% |
48% |
False |
False |
68,543 |
| 10 |
0.9527 |
0.9431 |
0.0097 |
1.0% |
0.0035 |
0.4% |
66% |
False |
False |
66,264 |
| 20 |
0.9626 |
0.9431 |
0.0195 |
2.1% |
0.0041 |
0.4% |
33% |
False |
False |
72,778 |
| 40 |
0.9626 |
0.9363 |
0.0263 |
2.8% |
0.0048 |
0.5% |
50% |
False |
False |
54,330 |
| 60 |
0.9626 |
0.9356 |
0.0270 |
2.8% |
0.0054 |
0.6% |
51% |
False |
False |
36,266 |
| 80 |
0.9626 |
0.9267 |
0.0359 |
3.8% |
0.0051 |
0.5% |
63% |
False |
False |
27,207 |
| 100 |
0.9626 |
0.9135 |
0.0491 |
5.2% |
0.0052 |
0.5% |
73% |
False |
False |
21,780 |
| 120 |
0.9626 |
0.9135 |
0.0491 |
5.2% |
0.0049 |
0.5% |
73% |
False |
False |
18,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9613 |
|
2.618 |
0.9575 |
|
1.618 |
0.9551 |
|
1.000 |
0.9537 |
|
0.618 |
0.9528 |
|
HIGH |
0.9513 |
|
0.618 |
0.9504 |
|
0.500 |
0.9501 |
|
0.382 |
0.9498 |
|
LOW |
0.9490 |
|
0.618 |
0.9475 |
|
1.000 |
0.9466 |
|
1.618 |
0.9451 |
|
2.618 |
0.9428 |
|
4.250 |
0.9390 |
|
|
| Fisher Pivots for day following 16-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9501 |
0.9505 |
| PP |
0.9499 |
0.9501 |
| S1 |
0.9496 |
0.9498 |
|