CME Japanese Yen Future December 2020
Trading Metrics calculated at close of trading on 09-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2020 |
09-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
0.9656 |
0.9684 |
0.0028 |
0.3% |
0.9561 |
High |
0.9696 |
0.9691 |
-0.0005 |
0.0% |
0.9696 |
Low |
0.9642 |
0.9469 |
-0.0174 |
-1.8% |
0.9497 |
Close |
0.9691 |
0.9489 |
-0.0202 |
-2.1% |
0.9691 |
Range |
0.0054 |
0.0223 |
0.0169 |
313.0% |
0.0200 |
ATR |
0.0053 |
0.0065 |
0.0012 |
23.0% |
0.0000 |
Volume |
121,224 |
194,775 |
73,551 |
60.7% |
514,602 |
|
Daily Pivots for day following 09-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0219 |
1.0077 |
0.9612 |
|
R3 |
0.9996 |
0.9854 |
0.9550 |
|
R2 |
0.9773 |
0.9773 |
0.9530 |
|
R1 |
0.9631 |
0.9631 |
0.9509 |
0.9590 |
PP |
0.9550 |
0.9550 |
0.9550 |
0.9529 |
S1 |
0.9408 |
0.9408 |
0.9469 |
0.9367 |
S2 |
0.9327 |
0.9327 |
0.9448 |
|
S3 |
0.9104 |
0.9185 |
0.9428 |
|
S4 |
0.8881 |
0.8962 |
0.9366 |
|
|
Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0226 |
1.0158 |
0.9801 |
|
R3 |
1.0027 |
0.9959 |
0.9746 |
|
R2 |
0.9827 |
0.9827 |
0.9728 |
|
R1 |
0.9759 |
0.9759 |
0.9710 |
0.9793 |
PP |
0.9628 |
0.9628 |
0.9628 |
0.9645 |
S1 |
0.9560 |
0.9560 |
0.9673 |
0.9594 |
S2 |
0.9428 |
0.9428 |
0.9655 |
|
S3 |
0.9229 |
0.9360 |
0.9637 |
|
S4 |
0.9029 |
0.9161 |
0.9582 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9696 |
0.9469 |
0.0228 |
2.4% |
0.0104 |
1.1% |
9% |
False |
True |
128,063 |
10 |
0.9696 |
0.9469 |
0.0228 |
2.4% |
0.0076 |
0.8% |
9% |
False |
True |
109,640 |
20 |
0.9696 |
0.9462 |
0.0235 |
2.5% |
0.0059 |
0.6% |
12% |
False |
False |
95,438 |
40 |
0.9696 |
0.9431 |
0.0266 |
2.8% |
0.0052 |
0.5% |
22% |
False |
False |
86,055 |
60 |
0.9696 |
0.9363 |
0.0333 |
3.5% |
0.0054 |
0.6% |
38% |
False |
False |
63,397 |
80 |
0.9696 |
0.9316 |
0.0380 |
4.0% |
0.0056 |
0.6% |
46% |
False |
False |
47,575 |
100 |
0.9696 |
0.9267 |
0.0429 |
4.5% |
0.0054 |
0.6% |
52% |
False |
False |
38,069 |
120 |
0.9696 |
0.9135 |
0.0561 |
5.9% |
0.0053 |
0.6% |
63% |
False |
False |
31,734 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0639 |
2.618 |
1.0275 |
1.618 |
1.0052 |
1.000 |
0.9914 |
0.618 |
0.9829 |
HIGH |
0.9691 |
0.618 |
0.9606 |
0.500 |
0.9580 |
0.382 |
0.9554 |
LOW |
0.9469 |
0.618 |
0.9331 |
1.000 |
0.9246 |
1.618 |
0.9108 |
2.618 |
0.8885 |
4.250 |
0.8521 |
|
|
Fisher Pivots for day following 09-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
0.9580 |
0.9582 |
PP |
0.9550 |
0.9551 |
S1 |
0.9519 |
0.9520 |
|