CME Japanese Yen Future December 2020
| Trading Metrics calculated at close of trading on 12-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2020 |
12-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9503 |
0.9488 |
-0.0015 |
-0.2% |
0.9561 |
| High |
0.9526 |
0.9521 |
-0.0006 |
-0.1% |
0.9696 |
| Low |
0.9466 |
0.9484 |
0.0018 |
0.2% |
0.9497 |
| Close |
0.9487 |
0.9518 |
0.0032 |
0.3% |
0.9691 |
| Range |
0.0061 |
0.0037 |
-0.0024 |
-38.8% |
0.0200 |
| ATR |
0.0064 |
0.0062 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
80,843 |
91,765 |
10,922 |
13.5% |
514,602 |
|
| Daily Pivots for day following 12-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9618 |
0.9605 |
0.9538 |
|
| R3 |
0.9581 |
0.9568 |
0.9528 |
|
| R2 |
0.9544 |
0.9544 |
0.9525 |
|
| R1 |
0.9531 |
0.9531 |
0.9521 |
0.9538 |
| PP |
0.9507 |
0.9507 |
0.9507 |
0.9511 |
| S1 |
0.9494 |
0.9494 |
0.9515 |
0.9501 |
| S2 |
0.9470 |
0.9470 |
0.9511 |
|
| S3 |
0.9433 |
0.9457 |
0.9508 |
|
| S4 |
0.9396 |
0.9420 |
0.9498 |
|
|
| 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% |
0.0087 |
0.9% |
23% |
False |
False |
124,811 |
| 10 |
0.9696 |
0.9466 |
0.0231 |
2.4% |
0.0077 |
0.8% |
23% |
False |
False |
112,619 |
| 20 |
0.9696 |
0.9462 |
0.0235 |
2.5% |
0.0061 |
0.6% |
24% |
False |
False |
100,215 |
| 40 |
0.9696 |
0.9431 |
0.0266 |
2.8% |
0.0052 |
0.5% |
33% |
False |
False |
87,029 |
| 60 |
0.9696 |
0.9363 |
0.0333 |
3.5% |
0.0053 |
0.6% |
47% |
False |
False |
68,525 |
| 80 |
0.9696 |
0.9344 |
0.0352 |
3.7% |
0.0056 |
0.6% |
49% |
False |
False |
51,425 |
| 100 |
0.9696 |
0.9267 |
0.0429 |
4.5% |
0.0054 |
0.6% |
59% |
False |
False |
41,146 |
| 120 |
0.9696 |
0.9135 |
0.0561 |
5.9% |
0.0054 |
0.6% |
68% |
False |
False |
34,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9678 |
|
2.618 |
0.9617 |
|
1.618 |
0.9580 |
|
1.000 |
0.9558 |
|
0.618 |
0.9543 |
|
HIGH |
0.9521 |
|
0.618 |
0.9506 |
|
0.500 |
0.9502 |
|
0.382 |
0.9498 |
|
LOW |
0.9484 |
|
0.618 |
0.9461 |
|
1.000 |
0.9447 |
|
1.618 |
0.9424 |
|
2.618 |
0.9387 |
|
4.250 |
0.9326 |
|
|
| Fisher Pivots for day following 12-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9513 |
0.9514 |
| PP |
0.9507 |
0.9509 |
| S1 |
0.9502 |
0.9505 |
|