CME Japanese Yen Future December 2020
| Trading Metrics calculated at close of trading on 11-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2020 |
11-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9504 |
0.9503 |
-0.0001 |
0.0% |
0.9561 |
| High |
0.9544 |
0.9526 |
-0.0018 |
-0.2% |
0.9696 |
| Low |
0.9483 |
0.9466 |
-0.0018 |
-0.2% |
0.9497 |
| Close |
0.9501 |
0.9487 |
-0.0015 |
-0.2% |
0.9691 |
| Range |
0.0061 |
0.0061 |
0.0000 |
0.0% |
0.0200 |
| ATR |
0.0065 |
0.0064 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
135,451 |
80,843 |
-54,608 |
-40.3% |
514,602 |
|
| Daily Pivots for day following 11-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9674 |
0.9641 |
0.9520 |
|
| R3 |
0.9614 |
0.9580 |
0.9503 |
|
| R2 |
0.9553 |
0.9553 |
0.9498 |
|
| R1 |
0.9520 |
0.9520 |
0.9492 |
0.9506 |
| PP |
0.9493 |
0.9493 |
0.9493 |
0.9486 |
| S1 |
0.9459 |
0.9459 |
0.9481 |
0.9446 |
| S2 |
0.9432 |
0.9432 |
0.9475 |
|
| S3 |
0.9372 |
0.9399 |
0.9470 |
|
| S4 |
0.9311 |
0.9338 |
0.9453 |
|
|
| 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 |
0.9466 |
0.0231 |
2.4% |
0.0099 |
1.0% |
9% |
False |
True |
130,856 |
| 10 |
0.9696 |
0.9466 |
0.0231 |
2.4% |
0.0080 |
0.8% |
9% |
False |
True |
113,281 |
| 20 |
0.9696 |
0.9462 |
0.0235 |
2.5% |
0.0061 |
0.6% |
11% |
False |
False |
99,567 |
| 40 |
0.9696 |
0.9431 |
0.0266 |
2.8% |
0.0052 |
0.6% |
21% |
False |
False |
87,149 |
| 60 |
0.9696 |
0.9363 |
0.0333 |
3.5% |
0.0054 |
0.6% |
37% |
False |
False |
66,998 |
| 80 |
0.9696 |
0.9339 |
0.0357 |
3.8% |
0.0056 |
0.6% |
41% |
False |
False |
50,278 |
| 100 |
0.9696 |
0.9267 |
0.0429 |
4.5% |
0.0054 |
0.6% |
51% |
False |
False |
40,231 |
| 120 |
0.9696 |
0.9135 |
0.0561 |
5.9% |
0.0054 |
0.6% |
63% |
False |
False |
33,536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9783 |
|
2.618 |
0.9684 |
|
1.618 |
0.9624 |
|
1.000 |
0.9587 |
|
0.618 |
0.9563 |
|
HIGH |
0.9526 |
|
0.618 |
0.9503 |
|
0.500 |
0.9496 |
|
0.382 |
0.9489 |
|
LOW |
0.9466 |
|
0.618 |
0.9428 |
|
1.000 |
0.9405 |
|
1.618 |
0.9368 |
|
2.618 |
0.9307 |
|
4.250 |
0.9208 |
|
|
| Fisher Pivots for day following 11-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9496 |
0.9578 |
| PP |
0.9493 |
0.9548 |
| S1 |
0.9490 |
0.9517 |
|