CME Japanese Yen Future December 2020
| Trading Metrics calculated at close of trading on 03-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2020 |
03-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9588 |
0.9578 |
-0.0010 |
-0.1% |
0.9636 |
| High |
0.9596 |
0.9647 |
0.0052 |
0.5% |
0.9648 |
| Low |
0.9547 |
0.9567 |
0.0021 |
0.2% |
0.9548 |
| Close |
0.9566 |
0.9620 |
0.0054 |
0.6% |
0.9615 |
| Range |
0.0049 |
0.0080 |
0.0031 |
63.3% |
0.0100 |
| ATR |
0.0054 |
0.0056 |
0.0002 |
3.5% |
0.0000 |
| Volume |
90,224 |
106,898 |
16,674 |
18.5% |
406,635 |
|
| Daily Pivots for day following 03-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9851 |
0.9815 |
0.9664 |
|
| R3 |
0.9771 |
0.9735 |
0.9642 |
|
| R2 |
0.9691 |
0.9691 |
0.9634 |
|
| R1 |
0.9655 |
0.9655 |
0.9627 |
0.9673 |
| PP |
0.9611 |
0.9611 |
0.9611 |
0.9620 |
| S1 |
0.9575 |
0.9575 |
0.9612 |
0.9593 |
| S2 |
0.9531 |
0.9531 |
0.9605 |
|
| S3 |
0.9451 |
0.9495 |
0.9598 |
|
| S4 |
0.9371 |
0.9415 |
0.9576 |
|
|
| 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 |
0.9647 |
0.9547 |
0.0101 |
1.0% |
0.0054 |
0.6% |
73% |
True |
False |
104,109 |
| 10 |
0.9648 |
0.9547 |
0.0101 |
1.0% |
0.0051 |
0.5% |
72% |
False |
False |
98,252 |
| 20 |
0.9696 |
0.9466 |
0.0231 |
2.4% |
0.0063 |
0.7% |
67% |
False |
False |
104,171 |
| 40 |
0.9696 |
0.9431 |
0.0266 |
2.8% |
0.0054 |
0.6% |
71% |
False |
False |
93,327 |
| 60 |
0.9696 |
0.9418 |
0.0278 |
2.9% |
0.0051 |
0.5% |
72% |
False |
False |
88,435 |
| 80 |
0.9696 |
0.9356 |
0.0340 |
3.5% |
0.0053 |
0.6% |
78% |
False |
False |
68,120 |
| 100 |
0.9696 |
0.9316 |
0.0380 |
4.0% |
0.0055 |
0.6% |
80% |
False |
False |
54,515 |
| 120 |
0.9696 |
0.9267 |
0.0429 |
4.5% |
0.0053 |
0.6% |
82% |
False |
False |
45,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9987 |
|
2.618 |
0.9856 |
|
1.618 |
0.9776 |
|
1.000 |
0.9727 |
|
0.618 |
0.9696 |
|
HIGH |
0.9647 |
|
0.618 |
0.9616 |
|
0.500 |
0.9607 |
|
0.382 |
0.9598 |
|
LOW |
0.9567 |
|
0.618 |
0.9518 |
|
1.000 |
0.9487 |
|
1.618 |
0.9438 |
|
2.618 |
0.9358 |
|
4.250 |
0.9227 |
|
|
| Fisher Pivots for day following 03-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9615 |
0.9612 |
| PP |
0.9611 |
0.9604 |
| S1 |
0.9607 |
0.9597 |
|