CME Japanese Yen Future December 2020
| Trading Metrics calculated at close of trading on 22-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2020 |
22-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9486 |
0.9566 |
0.0080 |
0.8% |
0.9465 |
| High |
0.9590 |
0.9576 |
-0.0014 |
-0.1% |
0.9527 |
| Low |
0.9482 |
0.9536 |
0.0055 |
0.6% |
0.9464 |
| Close |
0.9571 |
0.9542 |
-0.0030 |
-0.3% |
0.9494 |
| Range |
0.0109 |
0.0040 |
-0.0068 |
-62.7% |
0.0063 |
| ATR |
0.0045 |
0.0044 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
146,386 |
97,770 |
-48,616 |
-33.2% |
342,716 |
|
| Daily Pivots for day following 22-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9673 |
0.9648 |
0.9564 |
|
| R3 |
0.9632 |
0.9607 |
0.9553 |
|
| R2 |
0.9592 |
0.9592 |
0.9549 |
|
| R1 |
0.9567 |
0.9567 |
0.9545 |
0.9559 |
| PP |
0.9551 |
0.9551 |
0.9551 |
0.9547 |
| S1 |
0.9526 |
0.9526 |
0.9538 |
0.9519 |
| S2 |
0.9511 |
0.9511 |
0.9534 |
|
| S3 |
0.9470 |
0.9486 |
0.9530 |
|
| S4 |
0.9430 |
0.9445 |
0.9519 |
|
|
| 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 |
0.9590 |
0.9462 |
0.0129 |
1.3% |
0.0045 |
0.5% |
62% |
False |
False |
88,219 |
| 10 |
0.9590 |
0.9437 |
0.0153 |
1.6% |
0.0042 |
0.4% |
68% |
False |
False |
78,713 |
| 20 |
0.9590 |
0.9431 |
0.0160 |
1.7% |
0.0040 |
0.4% |
70% |
False |
False |
74,221 |
| 40 |
0.9626 |
0.9363 |
0.0263 |
2.8% |
0.0048 |
0.5% |
68% |
False |
False |
63,646 |
| 60 |
0.9626 |
0.9356 |
0.0270 |
2.8% |
0.0052 |
0.5% |
69% |
False |
False |
42,504 |
| 80 |
0.9626 |
0.9267 |
0.0359 |
3.8% |
0.0052 |
0.5% |
77% |
False |
False |
31,889 |
| 100 |
0.9626 |
0.9135 |
0.0491 |
5.1% |
0.0052 |
0.5% |
83% |
False |
False |
25,529 |
| 120 |
0.9626 |
0.9135 |
0.0491 |
5.1% |
0.0049 |
0.5% |
83% |
False |
False |
21,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9749 |
|
2.618 |
0.9683 |
|
1.618 |
0.9642 |
|
1.000 |
0.9617 |
|
0.618 |
0.9602 |
|
HIGH |
0.9576 |
|
0.618 |
0.9561 |
|
0.500 |
0.9556 |
|
0.382 |
0.9551 |
|
LOW |
0.9536 |
|
0.618 |
0.9511 |
|
1.000 |
0.9496 |
|
1.618 |
0.9470 |
|
2.618 |
0.9430 |
|
4.250 |
0.9364 |
|
|
| Fisher Pivots for day following 22-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9556 |
0.9536 |
| PP |
0.9551 |
0.9531 |
| S1 |
0.9546 |
0.9526 |
|