CME Japanese Yen Future December 2020
| Trading Metrics calculated at close of trading on 02-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2020 |
02-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9587 |
0.9588 |
0.0002 |
0.0% |
0.9636 |
| High |
0.9600 |
0.9596 |
-0.0005 |
0.0% |
0.9648 |
| Low |
0.9564 |
0.9547 |
-0.0017 |
-0.2% |
0.9548 |
| Close |
0.9580 |
0.9566 |
-0.0014 |
-0.1% |
0.9615 |
| Range |
0.0037 |
0.0049 |
0.0013 |
34.2% |
0.0100 |
| ATR |
0.0055 |
0.0054 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
96,996 |
90,224 |
-6,772 |
-7.0% |
406,635 |
|
| Daily Pivots for day following 02-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9716 |
0.9690 |
0.9592 |
|
| R3 |
0.9667 |
0.9641 |
0.9579 |
|
| R2 |
0.9618 |
0.9618 |
0.9574 |
|
| R1 |
0.9592 |
0.9592 |
0.9570 |
0.9581 |
| PP |
0.9569 |
0.9569 |
0.9569 |
0.9564 |
| S1 |
0.9543 |
0.9543 |
0.9561 |
0.9532 |
| S2 |
0.9520 |
0.9520 |
0.9557 |
|
| S3 |
0.9471 |
0.9494 |
0.9552 |
|
| S4 |
0.9422 |
0.9445 |
0.9539 |
|
|
| 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 |
0.9547 |
0.0086 |
0.9% |
0.0044 |
0.5% |
22% |
False |
True |
99,225 |
| 10 |
0.9651 |
0.9547 |
0.0104 |
1.1% |
0.0048 |
0.5% |
18% |
False |
True |
96,475 |
| 20 |
0.9696 |
0.9466 |
0.0231 |
2.4% |
0.0065 |
0.7% |
43% |
False |
False |
105,485 |
| 40 |
0.9696 |
0.9431 |
0.0266 |
2.8% |
0.0053 |
0.6% |
51% |
False |
False |
92,535 |
| 60 |
0.9696 |
0.9418 |
0.0278 |
2.9% |
0.0051 |
0.5% |
53% |
False |
False |
88,069 |
| 80 |
0.9696 |
0.9356 |
0.0340 |
3.6% |
0.0053 |
0.6% |
62% |
False |
False |
66,785 |
| 100 |
0.9696 |
0.9316 |
0.0380 |
4.0% |
0.0054 |
0.6% |
66% |
False |
False |
53,446 |
| 120 |
0.9696 |
0.9267 |
0.0429 |
4.5% |
0.0053 |
0.5% |
70% |
False |
False |
44,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9804 |
|
2.618 |
0.9724 |
|
1.618 |
0.9675 |
|
1.000 |
0.9645 |
|
0.618 |
0.9626 |
|
HIGH |
0.9596 |
|
0.618 |
0.9577 |
|
0.500 |
0.9571 |
|
0.382 |
0.9565 |
|
LOW |
0.9547 |
|
0.618 |
0.9516 |
|
1.000 |
0.9498 |
|
1.618 |
0.9467 |
|
2.618 |
0.9418 |
|
4.250 |
0.9338 |
|
|
| Fisher Pivots for day following 02-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9571 |
0.9590 |
| PP |
0.9569 |
0.9582 |
| S1 |
0.9567 |
0.9574 |
|