CME Japanese Yen Future December 2020
Trading Metrics calculated at close of trading on 25-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2020 |
25-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
0.9571 |
0.9572 |
0.0002 |
0.0% |
0.9557 |
High |
0.9605 |
0.9594 |
-0.0011 |
-0.1% |
0.9651 |
Low |
0.9548 |
0.9563 |
0.0015 |
0.2% |
0.9514 |
Close |
0.9566 |
0.9579 |
0.0013 |
0.1% |
0.9634 |
Range |
0.0057 |
0.0032 |
-0.0026 |
-44.7% |
0.0137 |
ATR |
0.0059 |
0.0057 |
-0.0002 |
-3.3% |
0.0000 |
Volume |
110,409 |
82,476 |
-27,933 |
-25.3% |
439,535 |
|
Daily Pivots for day following 25-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9673 |
0.9657 |
0.9596 |
|
R3 |
0.9641 |
0.9626 |
0.9587 |
|
R2 |
0.9610 |
0.9610 |
0.9584 |
|
R1 |
0.9594 |
0.9594 |
0.9581 |
0.9602 |
PP |
0.9578 |
0.9578 |
0.9578 |
0.9582 |
S1 |
0.9563 |
0.9563 |
0.9576 |
0.9571 |
S2 |
0.9547 |
0.9547 |
0.9573 |
|
S3 |
0.9515 |
0.9531 |
0.9570 |
|
S4 |
0.9484 |
0.9500 |
0.9561 |
|
|
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 |
0.9648 |
0.9548 |
0.0100 |
1.0% |
0.0049 |
0.5% |
31% |
False |
False |
92,395 |
10 |
0.9651 |
0.9484 |
0.0167 |
1.7% |
0.0050 |
0.5% |
57% |
False |
False |
90,860 |
20 |
0.9696 |
0.9466 |
0.0231 |
2.4% |
0.0065 |
0.7% |
49% |
False |
False |
102,070 |
40 |
0.9696 |
0.9431 |
0.0266 |
2.8% |
0.0053 |
0.5% |
56% |
False |
False |
89,749 |
60 |
0.9696 |
0.9397 |
0.0299 |
3.1% |
0.0050 |
0.5% |
61% |
False |
False |
81,973 |
80 |
0.9696 |
0.9356 |
0.0340 |
3.5% |
0.0053 |
0.6% |
65% |
False |
False |
61,622 |
100 |
0.9696 |
0.9305 |
0.0391 |
4.1% |
0.0054 |
0.6% |
70% |
False |
False |
49,310 |
120 |
0.9696 |
0.9248 |
0.0448 |
4.7% |
0.0053 |
0.6% |
74% |
False |
False |
41,106 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9728 |
2.618 |
0.9676 |
1.618 |
0.9645 |
1.000 |
0.9626 |
0.618 |
0.9613 |
HIGH |
0.9594 |
0.618 |
0.9582 |
0.500 |
0.9578 |
0.382 |
0.9575 |
LOW |
0.9563 |
0.618 |
0.9543 |
1.000 |
0.9531 |
1.618 |
0.9512 |
2.618 |
0.9480 |
4.250 |
0.9429 |
|
|
Fisher Pivots for day following 25-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
0.9578 |
0.9598 |
PP |
0.9578 |
0.9591 |
S1 |
0.9578 |
0.9585 |
|