CME Japanese Yen Future December 2020
Trading Metrics calculated at close of trading on 20-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2020 |
20-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
0.9633 |
0.9640 |
0.0007 |
0.1% |
0.9557 |
High |
0.9645 |
0.9646 |
0.0001 |
0.0% |
0.9651 |
Low |
0.9598 |
0.9627 |
0.0029 |
0.3% |
0.9514 |
Close |
0.9637 |
0.9634 |
-0.0003 |
0.0% |
0.9634 |
Range |
0.0048 |
0.0019 |
-0.0029 |
-60.0% |
0.0137 |
ATR |
0.0060 |
0.0057 |
-0.0003 |
-4.9% |
0.0000 |
Volume |
91,475 |
78,573 |
-12,902 |
-14.1% |
439,535 |
|
Daily Pivots for day following 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9692 |
0.9682 |
0.9644 |
|
R3 |
0.9673 |
0.9663 |
0.9639 |
|
R2 |
0.9654 |
0.9654 |
0.9637 |
|
R1 |
0.9644 |
0.9644 |
0.9636 |
0.9640 |
PP |
0.9635 |
0.9635 |
0.9635 |
0.9633 |
S1 |
0.9625 |
0.9625 |
0.9632 |
0.9621 |
S2 |
0.9616 |
0.9616 |
0.9631 |
|
S3 |
0.9597 |
0.9606 |
0.9629 |
|
S4 |
0.9578 |
0.9587 |
0.9624 |
|
|
Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0009 |
0.9958 |
0.9709 |
|
R3 |
0.9872 |
0.9821 |
0.9672 |
|
R2 |
0.9736 |
0.9736 |
0.9659 |
|
R1 |
0.9685 |
0.9685 |
0.9647 |
0.9710 |
PP |
0.9599 |
0.9599 |
0.9599 |
0.9612 |
S1 |
0.9548 |
0.9548 |
0.9621 |
0.9574 |
S2 |
0.9463 |
0.9463 |
0.9609 |
|
S3 |
0.9326 |
0.9412 |
0.9596 |
|
S4 |
0.9190 |
0.9275 |
0.9559 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9651 |
0.9514 |
0.0137 |
1.4% |
0.0047 |
0.5% |
88% |
False |
False |
87,907 |
10 |
0.9691 |
0.9466 |
0.0226 |
2.3% |
0.0067 |
0.7% |
75% |
False |
False |
102,774 |
20 |
0.9696 |
0.9466 |
0.0231 |
2.4% |
0.0062 |
0.6% |
73% |
False |
False |
100,672 |
40 |
0.9696 |
0.9431 |
0.0266 |
2.8% |
0.0051 |
0.5% |
77% |
False |
False |
87,647 |
60 |
0.9696 |
0.9363 |
0.0333 |
3.5% |
0.0052 |
0.5% |
81% |
False |
False |
77,204 |
80 |
0.9696 |
0.9356 |
0.0340 |
3.5% |
0.0055 |
0.6% |
82% |
False |
False |
57,979 |
100 |
0.9696 |
0.9296 |
0.0400 |
4.1% |
0.0053 |
0.6% |
84% |
False |
False |
46,392 |
120 |
0.9696 |
0.9135 |
0.0561 |
5.8% |
0.0054 |
0.6% |
89% |
False |
False |
38,675 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9726 |
2.618 |
0.9695 |
1.618 |
0.9676 |
1.000 |
0.9665 |
0.618 |
0.9657 |
HIGH |
0.9646 |
0.618 |
0.9638 |
0.500 |
0.9636 |
0.382 |
0.9634 |
LOW |
0.9627 |
0.618 |
0.9615 |
1.000 |
0.9608 |
1.618 |
0.9596 |
2.618 |
0.9577 |
4.250 |
0.9546 |
|
|
Fisher Pivots for day following 20-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
0.9636 |
0.9631 |
PP |
0.9635 |
0.9627 |
S1 |
0.9635 |
0.9624 |
|