CME Japanese Yen Future December 2020
Trading Metrics calculated at close of trading on 23-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2020 |
23-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
0.9640 |
0.9636 |
-0.0004 |
0.0% |
0.9557 |
High |
0.9646 |
0.9648 |
0.0002 |
0.0% |
0.9651 |
Low |
0.9627 |
0.9559 |
-0.0068 |
-0.7% |
0.9514 |
Close |
0.9634 |
0.9572 |
-0.0062 |
-0.6% |
0.9634 |
Range |
0.0019 |
0.0089 |
0.0070 |
365.8% |
0.0137 |
ATR |
0.0057 |
0.0059 |
0.0002 |
4.0% |
0.0000 |
Volume |
78,573 |
99,043 |
20,470 |
26.1% |
439,535 |
|
Daily Pivots for day following 23-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9858 |
0.9804 |
0.9621 |
|
R3 |
0.9770 |
0.9715 |
0.9596 |
|
R2 |
0.9681 |
0.9681 |
0.9588 |
|
R1 |
0.9627 |
0.9627 |
0.9580 |
0.9610 |
PP |
0.9593 |
0.9593 |
0.9593 |
0.9584 |
S1 |
0.9538 |
0.9538 |
0.9564 |
0.9521 |
S2 |
0.9504 |
0.9504 |
0.9556 |
|
S3 |
0.9416 |
0.9450 |
0.9548 |
|
S4 |
0.9327 |
0.9361 |
0.9523 |
|
|
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 |
0.9559 |
0.0092 |
1.0% |
0.0051 |
0.5% |
14% |
False |
True |
87,414 |
10 |
0.9651 |
0.9466 |
0.0185 |
1.9% |
0.0054 |
0.6% |
58% |
False |
False |
93,201 |
20 |
0.9696 |
0.9466 |
0.0231 |
2.4% |
0.0065 |
0.7% |
46% |
False |
False |
101,420 |
40 |
0.9696 |
0.9431 |
0.0266 |
2.8% |
0.0052 |
0.5% |
53% |
False |
False |
88,682 |
60 |
0.9696 |
0.9397 |
0.0299 |
3.1% |
0.0051 |
0.5% |
59% |
False |
False |
78,816 |
80 |
0.9696 |
0.9356 |
0.0340 |
3.6% |
0.0054 |
0.6% |
64% |
False |
False |
59,213 |
100 |
0.9696 |
0.9296 |
0.0400 |
4.2% |
0.0054 |
0.6% |
69% |
False |
False |
47,382 |
120 |
0.9696 |
0.9135 |
0.0561 |
5.9% |
0.0054 |
0.6% |
78% |
False |
False |
39,500 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0024 |
2.618 |
0.9879 |
1.618 |
0.9791 |
1.000 |
0.9736 |
0.618 |
0.9702 |
HIGH |
0.9648 |
0.618 |
0.9614 |
0.500 |
0.9603 |
0.382 |
0.9593 |
LOW |
0.9559 |
0.618 |
0.9504 |
1.000 |
0.9471 |
1.618 |
0.9416 |
2.618 |
0.9327 |
4.250 |
0.9183 |
|
|
Fisher Pivots for day following 23-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
0.9603 |
0.9603 |
PP |
0.9593 |
0.9593 |
S1 |
0.9582 |
0.9582 |
|