CME Japanese Yen Future December 2020
| Trading Metrics calculated at close of trading on 19-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2020 |
19-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9602 |
0.9633 |
0.0031 |
0.3% |
0.9684 |
| High |
0.9651 |
0.9645 |
-0.0006 |
-0.1% |
0.9691 |
| Low |
0.9600 |
0.9598 |
-0.0003 |
0.0% |
0.9466 |
| Close |
0.9635 |
0.9637 |
0.0003 |
0.0% |
0.9561 |
| Range |
0.0051 |
0.0048 |
-0.0003 |
-5.9% |
0.0226 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
89,131 |
91,475 |
2,344 |
2.6% |
588,207 |
|
| Daily Pivots for day following 19-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9769 |
0.9751 |
0.9663 |
|
| R3 |
0.9722 |
0.9703 |
0.9650 |
|
| R2 |
0.9674 |
0.9674 |
0.9646 |
|
| R1 |
0.9656 |
0.9656 |
0.9641 |
0.9665 |
| PP |
0.9627 |
0.9627 |
0.9627 |
0.9631 |
| S1 |
0.9608 |
0.9608 |
0.9633 |
0.9617 |
| S2 |
0.9579 |
0.9579 |
0.9628 |
|
| S3 |
0.9532 |
0.9561 |
0.9624 |
|
| S4 |
0.9484 |
0.9513 |
0.9611 |
|
|
| 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 |
0.9513 |
0.0138 |
1.4% |
0.0054 |
0.6% |
90% |
False |
False |
89,267 |
| 10 |
0.9696 |
0.9466 |
0.0231 |
2.4% |
0.0070 |
0.7% |
74% |
False |
False |
107,039 |
| 20 |
0.9696 |
0.9466 |
0.0231 |
2.4% |
0.0063 |
0.7% |
74% |
False |
False |
100,477 |
| 40 |
0.9696 |
0.9431 |
0.0266 |
2.8% |
0.0051 |
0.5% |
78% |
False |
False |
87,349 |
| 60 |
0.9696 |
0.9363 |
0.0333 |
3.5% |
0.0053 |
0.6% |
82% |
False |
False |
75,923 |
| 80 |
0.9696 |
0.9356 |
0.0340 |
3.5% |
0.0055 |
0.6% |
83% |
False |
False |
56,997 |
| 100 |
0.9696 |
0.9267 |
0.0429 |
4.5% |
0.0054 |
0.6% |
86% |
False |
False |
45,607 |
| 120 |
0.9696 |
0.9135 |
0.0561 |
5.8% |
0.0054 |
0.6% |
89% |
False |
False |
38,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9847 |
|
2.618 |
0.9769 |
|
1.618 |
0.9722 |
|
1.000 |
0.9693 |
|
0.618 |
0.9674 |
|
HIGH |
0.9645 |
|
0.618 |
0.9627 |
|
0.500 |
0.9621 |
|
0.382 |
0.9616 |
|
LOW |
0.9598 |
|
0.618 |
0.9568 |
|
1.000 |
0.9550 |
|
1.618 |
0.9521 |
|
2.618 |
0.9473 |
|
4.250 |
0.9396 |
|
|
| Fisher Pivots for day following 19-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9632 |
0.9627 |
| PP |
0.9627 |
0.9618 |
| S1 |
0.9621 |
0.9608 |
|