CME Japanese Yen Future December 2020
| Trading Metrics calculated at close of trading on 30-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2020 |
30-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9591 |
0.9564 |
-0.0027 |
-0.3% |
0.9562 |
| High |
0.9618 |
0.9608 |
-0.0010 |
-0.1% |
0.9618 |
| Low |
0.9553 |
0.9551 |
-0.0002 |
0.0% |
0.9524 |
| Close |
0.9560 |
0.9558 |
-0.0002 |
0.0% |
0.9558 |
| Range |
0.0065 |
0.0057 |
-0.0008 |
-12.3% |
0.0094 |
| ATR |
0.0045 |
0.0046 |
0.0001 |
1.9% |
0.0000 |
| Volume |
98,383 |
108,759 |
10,376 |
10.5% |
471,104 |
|
| Daily Pivots for day following 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9743 |
0.9707 |
0.9589 |
|
| R3 |
0.9686 |
0.9650 |
0.9573 |
|
| R2 |
0.9629 |
0.9629 |
0.9568 |
|
| R1 |
0.9593 |
0.9593 |
0.9563 |
0.9583 |
| PP |
0.9572 |
0.9572 |
0.9572 |
0.9567 |
| S1 |
0.9536 |
0.9536 |
0.9552 |
0.9526 |
| S2 |
0.9515 |
0.9515 |
0.9547 |
|
| S3 |
0.9458 |
0.9479 |
0.9542 |
|
| S4 |
0.9401 |
0.9422 |
0.9526 |
|
|
| Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9849 |
0.9797 |
0.9609 |
|
| R3 |
0.9755 |
0.9703 |
0.9583 |
|
| R2 |
0.9661 |
0.9661 |
0.9575 |
|
| R1 |
0.9609 |
0.9609 |
0.9566 |
0.9588 |
| PP |
0.9567 |
0.9567 |
0.9567 |
0.9556 |
| S1 |
0.9515 |
0.9515 |
0.9549 |
0.9494 |
| S2 |
0.9473 |
0.9473 |
0.9540 |
|
| S3 |
0.9379 |
0.9421 |
0.9532 |
|
| S4 |
0.9285 |
0.9327 |
0.9506 |
|
|
| 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% |
0.0049 |
0.5% |
36% |
False |
False |
94,220 |
| 10 |
0.9618 |
0.9462 |
0.0157 |
1.6% |
0.0048 |
0.5% |
61% |
False |
False |
92,062 |
| 20 |
0.9618 |
0.9431 |
0.0188 |
2.0% |
0.0041 |
0.4% |
68% |
False |
False |
79,163 |
| 40 |
0.9626 |
0.9401 |
0.0225 |
2.4% |
0.0044 |
0.5% |
70% |
False |
False |
77,000 |
| 60 |
0.9626 |
0.9356 |
0.0270 |
2.8% |
0.0050 |
0.5% |
75% |
False |
False |
51,588 |
| 80 |
0.9626 |
0.9316 |
0.0310 |
3.2% |
0.0052 |
0.5% |
78% |
False |
False |
38,709 |
| 100 |
0.9626 |
0.9267 |
0.0359 |
3.8% |
0.0051 |
0.5% |
81% |
False |
False |
30,984 |
| 120 |
0.9626 |
0.9135 |
0.0491 |
5.1% |
0.0050 |
0.5% |
86% |
False |
False |
25,822 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9850 |
|
2.618 |
0.9757 |
|
1.618 |
0.9700 |
|
1.000 |
0.9665 |
|
0.618 |
0.9643 |
|
HIGH |
0.9608 |
|
0.618 |
0.9586 |
|
0.500 |
0.9580 |
|
0.382 |
0.9573 |
|
LOW |
0.9551 |
|
0.618 |
0.9516 |
|
1.000 |
0.9494 |
|
1.618 |
0.9459 |
|
2.618 |
0.9402 |
|
4.250 |
0.9309 |
|
|
| Fisher Pivots for day following 30-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9580 |
0.9585 |
| PP |
0.9572 |
0.9576 |
| S1 |
0.9565 |
0.9567 |
|