CME Japanese Yen Future December 2020
| Trading Metrics calculated at close of trading on 30-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2020 |
30-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9577 |
0.9613 |
0.0036 |
0.4% |
0.9636 |
| High |
0.9626 |
0.9633 |
0.0007 |
0.1% |
0.9648 |
| Low |
0.9575 |
0.9579 |
0.0004 |
0.0% |
0.9548 |
| Close |
0.9615 |
0.9587 |
-0.0028 |
-0.3% |
0.9615 |
| Range |
0.0051 |
0.0054 |
0.0003 |
5.9% |
0.0100 |
| ATR |
0.0057 |
0.0056 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
114,707 |
111,722 |
-2,985 |
-2.6% |
406,635 |
|
| Daily Pivots for day following 30-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9760 |
0.9727 |
0.9616 |
|
| R3 |
0.9706 |
0.9673 |
0.9601 |
|
| R2 |
0.9653 |
0.9653 |
0.9596 |
|
| R1 |
0.9620 |
0.9620 |
0.9591 |
0.9610 |
| PP |
0.9599 |
0.9599 |
0.9599 |
0.9594 |
| S1 |
0.9566 |
0.9566 |
0.9582 |
0.9556 |
| S2 |
0.9546 |
0.9546 |
0.9577 |
|
| S3 |
0.9492 |
0.9513 |
0.9572 |
|
| S4 |
0.9439 |
0.9459 |
0.9557 |
|
|
| 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% |
0.0056 |
0.6% |
39% |
False |
False |
103,671 |
| 10 |
0.9651 |
0.9514 |
0.0137 |
1.4% |
0.0052 |
0.5% |
53% |
False |
False |
95,789 |
| 20 |
0.9696 |
0.9466 |
0.0231 |
2.4% |
0.0064 |
0.7% |
52% |
False |
False |
103,035 |
| 40 |
0.9696 |
0.9431 |
0.0266 |
2.8% |
0.0053 |
0.6% |
59% |
False |
False |
91,099 |
| 60 |
0.9696 |
0.9401 |
0.0296 |
3.1% |
0.0051 |
0.5% |
63% |
False |
False |
85,678 |
| 80 |
0.9696 |
0.9356 |
0.0340 |
3.5% |
0.0053 |
0.6% |
68% |
False |
False |
64,450 |
| 100 |
0.9696 |
0.9316 |
0.0380 |
4.0% |
0.0054 |
0.6% |
71% |
False |
False |
51,574 |
| 120 |
0.9696 |
0.9267 |
0.0429 |
4.5% |
0.0053 |
0.6% |
74% |
False |
False |
42,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9860 |
|
2.618 |
0.9773 |
|
1.618 |
0.9719 |
|
1.000 |
0.9686 |
|
0.618 |
0.9666 |
|
HIGH |
0.9633 |
|
0.618 |
0.9612 |
|
0.500 |
0.9606 |
|
0.382 |
0.9599 |
|
LOW |
0.9579 |
|
0.618 |
0.9546 |
|
1.000 |
0.9526 |
|
1.618 |
0.9492 |
|
2.618 |
0.9439 |
|
4.250 |
0.9352 |
|
|
| Fisher Pivots for day following 30-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9606 |
0.9598 |
| PP |
0.9599 |
0.9594 |
| S1 |
0.9593 |
0.9590 |
|