CME Japanese Yen Future December 2020
| Trading Metrics calculated at close of trading on 18-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2020 |
18-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9565 |
0.9602 |
0.0037 |
0.4% |
0.9684 |
| High |
0.9612 |
0.9651 |
0.0039 |
0.4% |
0.9691 |
| Low |
0.9565 |
0.9600 |
0.0035 |
0.4% |
0.9466 |
| Close |
0.9599 |
0.9635 |
0.0036 |
0.4% |
0.9561 |
| Range |
0.0047 |
0.0051 |
0.0004 |
7.4% |
0.0226 |
| ATR |
0.0061 |
0.0061 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
78,850 |
89,131 |
10,281 |
13.0% |
588,207 |
|
| Daily Pivots for day following 18-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9780 |
0.9758 |
0.9662 |
|
| R3 |
0.9729 |
0.9707 |
0.9648 |
|
| R2 |
0.9679 |
0.9679 |
0.9644 |
|
| R1 |
0.9657 |
0.9657 |
0.9639 |
0.9668 |
| PP |
0.9628 |
0.9628 |
0.9628 |
0.9634 |
| S1 |
0.9606 |
0.9606 |
0.9630 |
0.9617 |
| S2 |
0.9578 |
0.9578 |
0.9625 |
|
| S3 |
0.9527 |
0.9556 |
0.9621 |
|
| S4 |
0.9477 |
0.9505 |
0.9607 |
|
|
| 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 |
0.9651 |
0.9484 |
0.0167 |
1.7% |
0.0052 |
0.5% |
90% |
True |
False |
89,325 |
| 10 |
0.9696 |
0.9466 |
0.0231 |
2.4% |
0.0076 |
0.8% |
73% |
False |
False |
110,090 |
| 20 |
0.9696 |
0.9466 |
0.0231 |
2.4% |
0.0063 |
0.7% |
73% |
False |
False |
100,792 |
| 40 |
0.9696 |
0.9431 |
0.0266 |
2.8% |
0.0051 |
0.5% |
77% |
False |
False |
87,026 |
| 60 |
0.9696 |
0.9363 |
0.0333 |
3.5% |
0.0053 |
0.6% |
82% |
False |
False |
74,423 |
| 80 |
0.9696 |
0.9356 |
0.0340 |
3.5% |
0.0055 |
0.6% |
82% |
False |
False |
55,854 |
| 100 |
0.9696 |
0.9267 |
0.0429 |
4.5% |
0.0054 |
0.6% |
86% |
False |
False |
44,693 |
| 120 |
0.9696 |
0.9135 |
0.0561 |
5.8% |
0.0054 |
0.6% |
89% |
False |
False |
37,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9865 |
|
2.618 |
0.9783 |
|
1.618 |
0.9732 |
|
1.000 |
0.9701 |
|
0.618 |
0.9682 |
|
HIGH |
0.9651 |
|
0.618 |
0.9631 |
|
0.500 |
0.9625 |
|
0.382 |
0.9619 |
|
LOW |
0.9600 |
|
0.618 |
0.9569 |
|
1.000 |
0.9550 |
|
1.618 |
0.9518 |
|
2.618 |
0.9468 |
|
4.250 |
0.9385 |
|
|
| Fisher Pivots for day following 18-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9631 |
0.9617 |
| PP |
0.9628 |
0.9600 |
| S1 |
0.9625 |
0.9582 |
|