CME Japanese Yen Future December 2020
| Trading Metrics calculated at close of trading on 17-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2020 |
17-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9557 |
0.9565 |
0.0009 |
0.1% |
0.9684 |
| High |
0.9585 |
0.9612 |
0.0027 |
0.3% |
0.9691 |
| Low |
0.9514 |
0.9565 |
0.0051 |
0.5% |
0.9466 |
| Close |
0.9564 |
0.9599 |
0.0035 |
0.4% |
0.9561 |
| Range |
0.0071 |
0.0047 |
-0.0024 |
-33.8% |
0.0226 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
101,506 |
78,850 |
-22,656 |
-22.3% |
588,207 |
|
| Daily Pivots for day following 17-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9733 |
0.9713 |
0.9624 |
|
| R3 |
0.9686 |
0.9666 |
0.9611 |
|
| R2 |
0.9639 |
0.9639 |
0.9607 |
|
| R1 |
0.9619 |
0.9619 |
0.9603 |
0.9629 |
| PP |
0.9592 |
0.9592 |
0.9592 |
0.9597 |
| S1 |
0.9572 |
0.9572 |
0.9594 |
0.9582 |
| S2 |
0.9545 |
0.9545 |
0.9590 |
|
| S3 |
0.9498 |
0.9525 |
0.9586 |
|
| S4 |
0.9451 |
0.9478 |
0.9573 |
|
|
| Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0250 |
1.0131 |
0.9685 |
|
| R3 |
1.0024 |
0.9905 |
0.9623 |
|
| R2 |
0.9798 |
0.9798 |
0.9602 |
|
| R1 |
0.9679 |
0.9679 |
0.9581 |
0.9626 |
| PP |
0.9572 |
0.9572 |
0.9572 |
0.9546 |
| S1 |
0.9454 |
0.9454 |
0.9540 |
0.9400 |
| S2 |
0.9347 |
0.9347 |
0.9519 |
|
| S3 |
0.9121 |
0.9228 |
0.9498 |
|
| S4 |
0.8895 |
0.9002 |
0.9436 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9612 |
0.9466 |
0.0147 |
1.5% |
0.0054 |
0.6% |
91% |
True |
False |
87,667 |
| 10 |
0.9696 |
0.9466 |
0.0231 |
2.4% |
0.0082 |
0.9% |
58% |
False |
False |
114,494 |
| 20 |
0.9696 |
0.9466 |
0.0231 |
2.4% |
0.0066 |
0.7% |
58% |
False |
False |
103,654 |
| 40 |
0.9696 |
0.9431 |
0.0266 |
2.8% |
0.0051 |
0.5% |
63% |
False |
False |
86,957 |
| 60 |
0.9696 |
0.9363 |
0.0333 |
3.5% |
0.0054 |
0.6% |
71% |
False |
False |
72,944 |
| 80 |
0.9696 |
0.9356 |
0.0340 |
3.5% |
0.0055 |
0.6% |
71% |
False |
False |
54,742 |
| 100 |
0.9696 |
0.9267 |
0.0429 |
4.5% |
0.0054 |
0.6% |
77% |
False |
False |
43,803 |
| 120 |
0.9696 |
0.9135 |
0.0561 |
5.8% |
0.0054 |
0.6% |
83% |
False |
False |
36,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9812 |
|
2.618 |
0.9735 |
|
1.618 |
0.9688 |
|
1.000 |
0.9659 |
|
0.618 |
0.9641 |
|
HIGH |
0.9612 |
|
0.618 |
0.9594 |
|
0.500 |
0.9589 |
|
0.382 |
0.9583 |
|
LOW |
0.9565 |
|
0.618 |
0.9536 |
|
1.000 |
0.9518 |
|
1.618 |
0.9489 |
|
2.618 |
0.9442 |
|
4.250 |
0.9365 |
|
|
| Fisher Pivots for day following 17-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9595 |
0.9586 |
| PP |
0.9592 |
0.9574 |
| S1 |
0.9589 |
0.9562 |
|