CME Japanese Yen Future December 2020
Trading Metrics calculated at close of trading on 29-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2020 |
29-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
0.9578 |
0.9591 |
0.0013 |
0.1% |
0.9495 |
High |
0.9610 |
0.9618 |
0.0009 |
0.1% |
0.9590 |
Low |
0.9569 |
0.9553 |
-0.0016 |
-0.2% |
0.9462 |
Close |
0.9590 |
0.9560 |
-0.0030 |
-0.3% |
0.9553 |
Range |
0.0040 |
0.0065 |
0.0025 |
62.5% |
0.0129 |
ATR |
0.0043 |
0.0045 |
0.0002 |
3.6% |
0.0000 |
Volume |
104,658 |
98,383 |
-6,275 |
-6.0% |
449,516 |
|
Daily Pivots for day following 29-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9772 |
0.9731 |
0.9595 |
|
R3 |
0.9707 |
0.9666 |
0.9577 |
|
R2 |
0.9642 |
0.9642 |
0.9571 |
|
R1 |
0.9601 |
0.9601 |
0.9565 |
0.9589 |
PP |
0.9577 |
0.9577 |
0.9577 |
0.9571 |
S1 |
0.9536 |
0.9536 |
0.9554 |
0.9524 |
S2 |
0.9512 |
0.9512 |
0.9548 |
|
S3 |
0.9447 |
0.9471 |
0.9542 |
|
S4 |
0.9382 |
0.9406 |
0.9524 |
|
|
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 |
0.9618 |
0.9524 |
0.0094 |
1.0% |
0.0045 |
0.5% |
38% |
True |
False |
87,403 |
10 |
0.9618 |
0.9462 |
0.0157 |
1.6% |
0.0045 |
0.5% |
63% |
True |
False |
87,811 |
20 |
0.9618 |
0.9431 |
0.0188 |
2.0% |
0.0042 |
0.4% |
69% |
True |
False |
78,938 |
40 |
0.9626 |
0.9397 |
0.0229 |
2.4% |
0.0044 |
0.5% |
71% |
False |
False |
74,351 |
60 |
0.9626 |
0.9356 |
0.0270 |
2.8% |
0.0049 |
0.5% |
76% |
False |
False |
49,778 |
80 |
0.9626 |
0.9316 |
0.0310 |
3.2% |
0.0051 |
0.5% |
79% |
False |
False |
37,350 |
100 |
0.9626 |
0.9267 |
0.0359 |
3.8% |
0.0051 |
0.5% |
82% |
False |
False |
29,897 |
120 |
0.9626 |
0.9135 |
0.0491 |
5.1% |
0.0050 |
0.5% |
87% |
False |
False |
24,916 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9894 |
2.618 |
0.9788 |
1.618 |
0.9723 |
1.000 |
0.9683 |
0.618 |
0.9658 |
HIGH |
0.9618 |
0.618 |
0.9593 |
0.500 |
0.9586 |
0.382 |
0.9578 |
LOW |
0.9553 |
0.618 |
0.9513 |
1.000 |
0.9488 |
1.618 |
0.9448 |
2.618 |
0.9383 |
4.250 |
0.9277 |
|
|
Fisher Pivots for day following 29-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
0.9586 |
0.9579 |
PP |
0.9577 |
0.9572 |
S1 |
0.9568 |
0.9566 |
|