CME Japanese Yen Future December 2020
Trading Metrics calculated at close of trading on 05-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2020 |
05-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
0.9567 |
0.9573 |
0.0006 |
0.1% |
0.9562 |
High |
0.9607 |
0.9671 |
0.0065 |
0.7% |
0.9618 |
Low |
0.9497 |
0.9572 |
0.0076 |
0.8% |
0.9524 |
Close |
0.9578 |
0.9666 |
0.0088 |
0.9% |
0.9558 |
Range |
0.0110 |
0.0099 |
-0.0011 |
-10.0% |
0.0094 |
ATR |
0.0049 |
0.0053 |
0.0004 |
7.2% |
0.0000 |
Volume |
133,171 |
121,987 |
-11,184 |
-8.4% |
471,104 |
|
Daily Pivots for day following 05-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9933 |
0.9898 |
0.9720 |
|
R3 |
0.9834 |
0.9799 |
0.9693 |
|
R2 |
0.9735 |
0.9735 |
0.9684 |
|
R1 |
0.9700 |
0.9700 |
0.9675 |
0.9718 |
PP |
0.9636 |
0.9636 |
0.9636 |
0.9645 |
S1 |
0.9601 |
0.9601 |
0.9656 |
0.9619 |
S2 |
0.9537 |
0.9537 |
0.9647 |
|
S3 |
0.9438 |
0.9502 |
0.9638 |
|
S4 |
0.9339 |
0.9403 |
0.9611 |
|
|
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 |
0.9671 |
0.9497 |
0.0175 |
1.8% |
0.0067 |
0.7% |
97% |
True |
False |
100,427 |
10 |
0.9671 |
0.9497 |
0.0175 |
1.8% |
0.0056 |
0.6% |
97% |
True |
False |
93,915 |
20 |
0.9671 |
0.9437 |
0.0234 |
2.4% |
0.0049 |
0.5% |
98% |
True |
False |
86,314 |
40 |
0.9671 |
0.9422 |
0.0250 |
2.6% |
0.0047 |
0.5% |
98% |
True |
False |
81,733 |
60 |
0.9671 |
0.9356 |
0.0315 |
3.3% |
0.0051 |
0.5% |
98% |
True |
False |
58,134 |
80 |
0.9671 |
0.9316 |
0.0355 |
3.7% |
0.0053 |
0.6% |
98% |
True |
False |
43,626 |
100 |
0.9671 |
0.9267 |
0.0404 |
4.2% |
0.0052 |
0.5% |
99% |
True |
False |
34,913 |
120 |
0.9671 |
0.9135 |
0.0536 |
5.5% |
0.0051 |
0.5% |
99% |
True |
False |
29,100 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0092 |
2.618 |
0.9930 |
1.618 |
0.9831 |
1.000 |
0.9770 |
0.618 |
0.9732 |
HIGH |
0.9671 |
0.618 |
0.9633 |
0.500 |
0.9622 |
0.382 |
0.9610 |
LOW |
0.9572 |
0.618 |
0.9511 |
1.000 |
0.9473 |
1.618 |
0.9412 |
2.618 |
0.9313 |
4.250 |
0.9151 |
|
|
Fisher Pivots for day following 05-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
0.9651 |
0.9638 |
PP |
0.9636 |
0.9611 |
S1 |
0.9622 |
0.9584 |
|