CME Japanese Yen Future December 2020
| Trading Metrics calculated at close of trading on 03-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2020 |
03-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9561 |
0.9553 |
-0.0008 |
-0.1% |
0.9562 |
| High |
0.9568 |
0.9581 |
0.0013 |
0.1% |
0.9618 |
| Low |
0.9533 |
0.9547 |
0.0014 |
0.1% |
0.9524 |
| Close |
0.9544 |
0.9565 |
0.0021 |
0.2% |
0.9558 |
| Range |
0.0036 |
0.0034 |
-0.0002 |
-4.2% |
0.0094 |
| ATR |
0.0045 |
0.0044 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
69,061 |
69,159 |
98 |
0.1% |
471,104 |
|
| Daily Pivots for day following 03-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9666 |
0.9650 |
0.9584 |
|
| R3 |
0.9632 |
0.9616 |
0.9574 |
|
| R2 |
0.9598 |
0.9598 |
0.9571 |
|
| R1 |
0.9582 |
0.9582 |
0.9568 |
0.9590 |
| PP |
0.9564 |
0.9564 |
0.9564 |
0.9568 |
| S1 |
0.9548 |
0.9548 |
0.9562 |
0.9556 |
| S2 |
0.9530 |
0.9530 |
0.9559 |
|
| S3 |
0.9496 |
0.9514 |
0.9556 |
|
| S4 |
0.9462 |
0.9480 |
0.9546 |
|
|
| 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 |
0.9533 |
0.0086 |
0.9% |
0.0046 |
0.5% |
38% |
False |
False |
90,004 |
| 10 |
0.9618 |
0.9482 |
0.0137 |
1.4% |
0.0050 |
0.5% |
61% |
False |
False |
92,815 |
| 20 |
0.9618 |
0.9431 |
0.0188 |
2.0% |
0.0042 |
0.4% |
72% |
False |
False |
79,585 |
| 40 |
0.9626 |
0.9418 |
0.0207 |
2.2% |
0.0044 |
0.5% |
71% |
False |
False |
79,362 |
| 60 |
0.9626 |
0.9356 |
0.0270 |
2.8% |
0.0049 |
0.5% |
78% |
False |
False |
53,886 |
| 80 |
0.9626 |
0.9316 |
0.0310 |
3.2% |
0.0052 |
0.5% |
80% |
False |
False |
40,436 |
| 100 |
0.9626 |
0.9267 |
0.0359 |
3.7% |
0.0050 |
0.5% |
83% |
False |
False |
32,361 |
| 120 |
0.9626 |
0.9135 |
0.0491 |
5.1% |
0.0050 |
0.5% |
88% |
False |
False |
26,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9725 |
|
2.618 |
0.9670 |
|
1.618 |
0.9636 |
|
1.000 |
0.9615 |
|
0.618 |
0.9602 |
|
HIGH |
0.9581 |
|
0.618 |
0.9568 |
|
0.500 |
0.9564 |
|
0.382 |
0.9559 |
|
LOW |
0.9547 |
|
0.618 |
0.9525 |
|
1.000 |
0.9513 |
|
1.618 |
0.9491 |
|
2.618 |
0.9457 |
|
4.250 |
0.9402 |
|
|
| Fisher Pivots for day following 03-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9565 |
0.9570 |
| PP |
0.9564 |
0.9569 |
| S1 |
0.9564 |
0.9567 |
|