CME Japanese Yen Future December 2020
| Trading Metrics calculated at close of trading on 20-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2020 |
20-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9495 |
0.9491 |
-0.0004 |
0.0% |
0.9465 |
| High |
0.9503 |
0.9492 |
-0.0011 |
-0.1% |
0.9527 |
| Low |
0.9483 |
0.9462 |
-0.0021 |
-0.2% |
0.9464 |
| Close |
0.9490 |
0.9489 |
-0.0002 |
0.0% |
0.9494 |
| Range |
0.0020 |
0.0031 |
0.0011 |
52.5% |
0.0063 |
| ATR |
0.0041 |
0.0040 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
55,829 |
74,859 |
19,030 |
34.1% |
342,716 |
|
| Daily Pivots for day following 20-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9572 |
0.9561 |
0.9505 |
|
| R3 |
0.9542 |
0.9530 |
0.9497 |
|
| R2 |
0.9511 |
0.9511 |
0.9494 |
|
| R1 |
0.9500 |
0.9500 |
0.9491 |
0.9490 |
| PP |
0.9481 |
0.9481 |
0.9481 |
0.9476 |
| S1 |
0.9469 |
0.9469 |
0.9486 |
0.9460 |
| S2 |
0.9450 |
0.9450 |
0.9483 |
|
| S3 |
0.9420 |
0.9439 |
0.9480 |
|
| S4 |
0.9389 |
0.9408 |
0.9472 |
|
|
| 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 |
0.9462 |
0.0066 |
0.7% |
0.0031 |
0.3% |
41% |
False |
True |
70,087 |
| 10 |
0.9527 |
0.9431 |
0.0097 |
1.0% |
0.0033 |
0.4% |
60% |
False |
False |
66,356 |
| 20 |
0.9541 |
0.9431 |
0.0110 |
1.2% |
0.0036 |
0.4% |
53% |
False |
False |
70,260 |
| 40 |
0.9626 |
0.9363 |
0.0263 |
2.8% |
0.0048 |
0.5% |
48% |
False |
False |
57,588 |
| 60 |
0.9626 |
0.9356 |
0.0270 |
2.8% |
0.0051 |
0.5% |
49% |
False |
False |
38,438 |
| 80 |
0.9626 |
0.9267 |
0.0359 |
3.8% |
0.0051 |
0.5% |
62% |
False |
False |
28,840 |
| 100 |
0.9626 |
0.9135 |
0.0491 |
5.2% |
0.0052 |
0.5% |
72% |
False |
False |
23,087 |
| 120 |
0.9626 |
0.9135 |
0.0491 |
5.2% |
0.0049 |
0.5% |
72% |
False |
False |
19,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9622 |
|
2.618 |
0.9572 |
|
1.618 |
0.9541 |
|
1.000 |
0.9523 |
|
0.618 |
0.9511 |
|
HIGH |
0.9492 |
|
0.618 |
0.9480 |
|
0.500 |
0.9477 |
|
0.382 |
0.9473 |
|
LOW |
0.9462 |
|
0.618 |
0.9443 |
|
1.000 |
0.9431 |
|
1.618 |
0.9412 |
|
2.618 |
0.9382 |
|
4.250 |
0.9332 |
|
|
| Fisher Pivots for day following 20-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9485 |
0.9488 |
| PP |
0.9481 |
0.9488 |
| S1 |
0.9477 |
0.9487 |
|