CME Japanese Yen Future December 2020
| Trading Metrics calculated at close of trading on 27-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2020 |
27-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9572 |
0.9577 |
0.0005 |
0.1% |
0.9636 |
| High |
0.9594 |
0.9626 |
0.0032 |
0.3% |
0.9648 |
| Low |
0.9563 |
0.9575 |
0.0013 |
0.1% |
0.9548 |
| Close |
0.9579 |
0.9615 |
0.0036 |
0.4% |
0.9615 |
| Range |
0.0032 |
0.0051 |
0.0019 |
60.3% |
0.0100 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
82,476 |
114,707 |
32,231 |
39.1% |
406,635 |
|
| Daily Pivots for day following 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9757 |
0.9736 |
0.9642 |
|
| R3 |
0.9706 |
0.9686 |
0.9628 |
|
| R2 |
0.9656 |
0.9656 |
0.9624 |
|
| R1 |
0.9635 |
0.9635 |
0.9619 |
0.9645 |
| PP |
0.9605 |
0.9605 |
0.9605 |
0.9610 |
| S1 |
0.9585 |
0.9585 |
0.9610 |
0.9595 |
| S2 |
0.9555 |
0.9555 |
0.9605 |
|
| S3 |
0.9504 |
0.9534 |
0.9601 |
|
| S4 |
0.9454 |
0.9484 |
0.9587 |
|
|
| Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9903 |
0.9859 |
0.9670 |
|
| R3 |
0.9803 |
0.9759 |
0.9642 |
|
| R2 |
0.9703 |
0.9703 |
0.9633 |
|
| R1 |
0.9659 |
0.9659 |
0.9624 |
0.9631 |
| PP |
0.9603 |
0.9603 |
0.9603 |
0.9589 |
| S1 |
0.9559 |
0.9559 |
0.9605 |
0.9531 |
| S2 |
0.9503 |
0.9503 |
0.9596 |
|
| S3 |
0.9403 |
0.9459 |
0.9587 |
|
| S4 |
0.9303 |
0.9359 |
0.9560 |
|
|
| 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% |
67% |
False |
False |
97,041 |
| 10 |
0.9651 |
0.9513 |
0.0138 |
1.4% |
0.0052 |
0.5% |
74% |
False |
False |
93,154 |
| 20 |
0.9696 |
0.9466 |
0.0231 |
2.4% |
0.0064 |
0.7% |
65% |
False |
False |
102,886 |
| 40 |
0.9696 |
0.9431 |
0.0266 |
2.8% |
0.0053 |
0.6% |
69% |
False |
False |
90,912 |
| 60 |
0.9696 |
0.9397 |
0.0299 |
3.1% |
0.0051 |
0.5% |
73% |
False |
False |
83,863 |
| 80 |
0.9696 |
0.9356 |
0.0340 |
3.5% |
0.0053 |
0.6% |
76% |
False |
False |
63,055 |
| 100 |
0.9696 |
0.9316 |
0.0380 |
4.0% |
0.0054 |
0.6% |
79% |
False |
False |
50,457 |
| 120 |
0.9696 |
0.9267 |
0.0429 |
4.5% |
0.0053 |
0.6% |
81% |
False |
False |
42,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9840 |
|
2.618 |
0.9758 |
|
1.618 |
0.9707 |
|
1.000 |
0.9676 |
|
0.618 |
0.9657 |
|
HIGH |
0.9626 |
|
0.618 |
0.9606 |
|
0.500 |
0.9600 |
|
0.382 |
0.9594 |
|
LOW |
0.9575 |
|
0.618 |
0.9544 |
|
1.000 |
0.9525 |
|
1.618 |
0.9493 |
|
2.618 |
0.9443 |
|
4.250 |
0.9360 |
|
|
| Fisher Pivots for day following 27-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9610 |
0.9605 |
| PP |
0.9605 |
0.9596 |
| S1 |
0.9600 |
0.9587 |
|