CME Japanese Yen Future December 2020
Trading Metrics calculated at close of trading on 24-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2020 |
24-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
0.9636 |
0.9571 |
-0.0066 |
-0.7% |
0.9557 |
High |
0.9648 |
0.9605 |
-0.0043 |
-0.4% |
0.9651 |
Low |
0.9559 |
0.9548 |
-0.0012 |
-0.1% |
0.9514 |
Close |
0.9572 |
0.9566 |
-0.0006 |
-0.1% |
0.9634 |
Range |
0.0089 |
0.0057 |
-0.0032 |
-35.6% |
0.0137 |
ATR |
0.0059 |
0.0059 |
0.0000 |
-0.3% |
0.0000 |
Volume |
99,043 |
110,409 |
11,366 |
11.5% |
439,535 |
|
Daily Pivots for day following 24-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9744 |
0.9712 |
0.9597 |
|
R3 |
0.9687 |
0.9655 |
0.9582 |
|
R2 |
0.9630 |
0.9630 |
0.9576 |
|
R1 |
0.9598 |
0.9598 |
0.9571 |
0.9585 |
PP |
0.9573 |
0.9573 |
0.9573 |
0.9566 |
S1 |
0.9541 |
0.9541 |
0.9561 |
0.9528 |
S2 |
0.9516 |
0.9516 |
0.9556 |
|
S3 |
0.9459 |
0.9484 |
0.9550 |
|
S4 |
0.9402 |
0.9427 |
0.9535 |
|
|
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 |
0.9548 |
0.0103 |
1.1% |
0.0053 |
0.5% |
18% |
False |
True |
93,726 |
10 |
0.9651 |
0.9466 |
0.0185 |
1.9% |
0.0053 |
0.6% |
54% |
False |
False |
90,696 |
20 |
0.9696 |
0.9466 |
0.0231 |
2.4% |
0.0066 |
0.7% |
44% |
False |
False |
103,179 |
40 |
0.9696 |
0.9431 |
0.0266 |
2.8% |
0.0053 |
0.6% |
51% |
False |
False |
89,909 |
60 |
0.9696 |
0.9397 |
0.0299 |
3.1% |
0.0051 |
0.5% |
57% |
False |
False |
80,627 |
80 |
0.9696 |
0.9356 |
0.0340 |
3.6% |
0.0053 |
0.6% |
62% |
False |
False |
60,592 |
100 |
0.9696 |
0.9296 |
0.0400 |
4.2% |
0.0054 |
0.6% |
67% |
False |
False |
48,485 |
120 |
0.9696 |
0.9150 |
0.0546 |
5.7% |
0.0054 |
0.6% |
76% |
False |
False |
40,420 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9847 |
2.618 |
0.9754 |
1.618 |
0.9697 |
1.000 |
0.9662 |
0.618 |
0.9640 |
HIGH |
0.9605 |
0.618 |
0.9583 |
0.500 |
0.9576 |
0.382 |
0.9569 |
LOW |
0.9548 |
0.618 |
0.9512 |
1.000 |
0.9491 |
1.618 |
0.9455 |
2.618 |
0.9398 |
4.250 |
0.9305 |
|
|
Fisher Pivots for day following 24-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
0.9576 |
0.9598 |
PP |
0.9573 |
0.9587 |
S1 |
0.9569 |
0.9577 |
|