CME Japanese Yen Future December 2020
Trading Metrics calculated at close of trading on 01-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2020 |
01-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
0.9613 |
0.9587 |
-0.0027 |
-0.3% |
0.9636 |
High |
0.9633 |
0.9600 |
-0.0033 |
-0.3% |
0.9648 |
Low |
0.9579 |
0.9564 |
-0.0016 |
-0.2% |
0.9548 |
Close |
0.9587 |
0.9580 |
-0.0007 |
-0.1% |
0.9615 |
Range |
0.0054 |
0.0037 |
-0.0017 |
-31.8% |
0.0100 |
ATR |
0.0056 |
0.0055 |
-0.0001 |
-2.5% |
0.0000 |
Volume |
111,722 |
96,996 |
-14,726 |
-13.2% |
406,635 |
|
Daily Pivots for day following 01-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9691 |
0.9672 |
0.9600 |
|
R3 |
0.9654 |
0.9635 |
0.9590 |
|
R2 |
0.9618 |
0.9618 |
0.9586 |
|
R1 |
0.9599 |
0.9599 |
0.9583 |
0.9590 |
PP |
0.9581 |
0.9581 |
0.9581 |
0.9577 |
S1 |
0.9562 |
0.9562 |
0.9576 |
0.9553 |
S2 |
0.9545 |
0.9545 |
0.9573 |
|
S3 |
0.9508 |
0.9526 |
0.9569 |
|
S4 |
0.9472 |
0.9489 |
0.9559 |
|
|
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 |
0.9633 |
0.9548 |
0.0085 |
0.9% |
0.0046 |
0.5% |
38% |
False |
False |
103,262 |
10 |
0.9651 |
0.9548 |
0.0103 |
1.1% |
0.0048 |
0.5% |
31% |
False |
False |
95,338 |
20 |
0.9696 |
0.9466 |
0.0231 |
2.4% |
0.0064 |
0.7% |
49% |
False |
False |
104,431 |
40 |
0.9696 |
0.9431 |
0.0266 |
2.8% |
0.0053 |
0.6% |
56% |
False |
False |
91,879 |
60 |
0.9696 |
0.9412 |
0.0285 |
3.0% |
0.0051 |
0.5% |
59% |
False |
False |
87,142 |
80 |
0.9696 |
0.9356 |
0.0340 |
3.5% |
0.0053 |
0.6% |
66% |
False |
False |
65,659 |
100 |
0.9696 |
0.9316 |
0.0380 |
4.0% |
0.0054 |
0.6% |
69% |
False |
False |
52,544 |
120 |
0.9696 |
0.9267 |
0.0429 |
4.5% |
0.0053 |
0.6% |
73% |
False |
False |
43,801 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9755 |
2.618 |
0.9696 |
1.618 |
0.9659 |
1.000 |
0.9637 |
0.618 |
0.9623 |
HIGH |
0.9600 |
0.618 |
0.9586 |
0.500 |
0.9582 |
0.382 |
0.9577 |
LOW |
0.9564 |
0.618 |
0.9541 |
1.000 |
0.9527 |
1.618 |
0.9504 |
2.618 |
0.9468 |
4.250 |
0.9408 |
|
|
Fisher Pivots for day following 01-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
0.9582 |
0.9598 |
PP |
0.9581 |
0.9592 |
S1 |
0.9580 |
0.9586 |
|