CME Japanese Yen Future December 2020
| Trading Metrics calculated at close of trading on 27-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2020 |
27-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9562 |
0.9543 |
-0.0019 |
-0.2% |
0.9495 |
| High |
0.9563 |
0.9586 |
0.0023 |
0.2% |
0.9590 |
| Low |
0.9524 |
0.9539 |
0.0015 |
0.2% |
0.9462 |
| Close |
0.9542 |
0.9576 |
0.0034 |
0.4% |
0.9553 |
| Range |
0.0039 |
0.0047 |
0.0008 |
20.8% |
0.0129 |
| ATR |
0.0043 |
0.0044 |
0.0000 |
0.5% |
0.0000 |
| Volume |
84,074 |
75,230 |
-8,844 |
-10.5% |
449,516 |
|
| Daily Pivots for day following 27-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9706 |
0.9688 |
0.9602 |
|
| R3 |
0.9660 |
0.9641 |
0.9589 |
|
| R2 |
0.9613 |
0.9613 |
0.9585 |
|
| R1 |
0.9595 |
0.9595 |
0.9580 |
0.9604 |
| PP |
0.9567 |
0.9567 |
0.9567 |
0.9572 |
| S1 |
0.9548 |
0.9548 |
0.9572 |
0.9558 |
| S2 |
0.9520 |
0.9520 |
0.9567 |
|
| S3 |
0.9474 |
0.9502 |
0.9563 |
|
| S4 |
0.9427 |
0.9455 |
0.9550 |
|
|
| Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9920 |
0.9865 |
0.9624 |
|
| R3 |
0.9792 |
0.9737 |
0.9588 |
|
| R2 |
0.9663 |
0.9663 |
0.9577 |
|
| R1 |
0.9608 |
0.9608 |
0.9565 |
0.9636 |
| PP |
0.9535 |
0.9535 |
0.9535 |
0.9549 |
| S1 |
0.9480 |
0.9480 |
0.9541 |
0.9507 |
| S2 |
0.9406 |
0.9406 |
0.9529 |
|
| S3 |
0.9278 |
0.9351 |
0.9518 |
|
| S4 |
0.9149 |
0.9223 |
0.9482 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9590 |
0.9482 |
0.0109 |
1.1% |
0.0054 |
0.6% |
87% |
False |
False |
95,626 |
| 10 |
0.9590 |
0.9462 |
0.0129 |
1.3% |
0.0042 |
0.4% |
89% |
False |
False |
82,856 |
| 20 |
0.9590 |
0.9431 |
0.0160 |
1.7% |
0.0040 |
0.4% |
91% |
False |
False |
76,639 |
| 40 |
0.9626 |
0.9397 |
0.0229 |
2.4% |
0.0043 |
0.5% |
78% |
False |
False |
69,351 |
| 60 |
0.9626 |
0.9356 |
0.0270 |
2.8% |
0.0049 |
0.5% |
82% |
False |
False |
46,396 |
| 80 |
0.9626 |
0.9296 |
0.0329 |
3.4% |
0.0051 |
0.5% |
85% |
False |
False |
34,812 |
| 100 |
0.9626 |
0.9150 |
0.0476 |
5.0% |
0.0052 |
0.5% |
90% |
False |
False |
27,868 |
| 120 |
0.9626 |
0.9135 |
0.0491 |
5.1% |
0.0050 |
0.5% |
90% |
False |
False |
23,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9783 |
|
2.618 |
0.9707 |
|
1.618 |
0.9661 |
|
1.000 |
0.9632 |
|
0.618 |
0.9614 |
|
HIGH |
0.9586 |
|
0.618 |
0.9568 |
|
0.500 |
0.9562 |
|
0.382 |
0.9557 |
|
LOW |
0.9539 |
|
0.618 |
0.9510 |
|
1.000 |
0.9493 |
|
1.618 |
0.9464 |
|
2.618 |
0.9417 |
|
4.250 |
0.9341 |
|
|
| Fisher Pivots for day following 27-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9571 |
0.9569 |
| PP |
0.9567 |
0.9562 |
| S1 |
0.9562 |
0.9555 |
|