CME Japanese Yen Future December 2020
| Trading Metrics calculated at close of trading on 04-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2020 |
04-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9578 |
0.9628 |
0.0050 |
0.5% |
0.9613 |
| High |
0.9647 |
0.9640 |
-0.0007 |
-0.1% |
0.9647 |
| Low |
0.9567 |
0.9594 |
0.0027 |
0.3% |
0.9547 |
| Close |
0.9620 |
0.9608 |
-0.0012 |
-0.1% |
0.9608 |
| Range |
0.0080 |
0.0047 |
-0.0034 |
-41.9% |
0.0101 |
| ATR |
0.0056 |
0.0056 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
106,898 |
106,297 |
-601 |
-0.6% |
512,137 |
|
| Daily Pivots for day following 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9753 |
0.9727 |
0.9633 |
|
| R3 |
0.9707 |
0.9680 |
0.9620 |
|
| R2 |
0.9660 |
0.9660 |
0.9616 |
|
| R1 |
0.9634 |
0.9634 |
0.9612 |
0.9624 |
| PP |
0.9614 |
0.9614 |
0.9614 |
0.9609 |
| S1 |
0.9587 |
0.9587 |
0.9603 |
0.9577 |
| S2 |
0.9567 |
0.9567 |
0.9599 |
|
| S3 |
0.9521 |
0.9541 |
0.9595 |
|
| S4 |
0.9474 |
0.9494 |
0.9582 |
|
|
| Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9902 |
0.9855 |
0.9663 |
|
| R3 |
0.9801 |
0.9755 |
0.9635 |
|
| R2 |
0.9701 |
0.9701 |
0.9626 |
|
| R1 |
0.9654 |
0.9654 |
0.9617 |
0.9627 |
| PP |
0.9600 |
0.9600 |
0.9600 |
0.9587 |
| S1 |
0.9554 |
0.9554 |
0.9598 |
0.9527 |
| S2 |
0.9500 |
0.9500 |
0.9589 |
|
| S3 |
0.9399 |
0.9453 |
0.9580 |
|
| S4 |
0.9299 |
0.9353 |
0.9552 |
|
|
| 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% |
0.0053 |
0.6% |
61% |
False |
False |
102,427 |
| 10 |
0.9648 |
0.9547 |
0.0101 |
1.1% |
0.0051 |
0.5% |
60% |
False |
False |
99,734 |
| 20 |
0.9696 |
0.9466 |
0.0231 |
2.4% |
0.0061 |
0.6% |
62% |
False |
False |
103,386 |
| 40 |
0.9696 |
0.9437 |
0.0259 |
2.7% |
0.0055 |
0.6% |
66% |
False |
False |
94,850 |
| 60 |
0.9696 |
0.9422 |
0.0275 |
2.9% |
0.0052 |
0.5% |
68% |
False |
False |
88,951 |
| 80 |
0.9696 |
0.9356 |
0.0340 |
3.5% |
0.0053 |
0.6% |
74% |
False |
False |
69,447 |
| 100 |
0.9696 |
0.9316 |
0.0380 |
4.0% |
0.0055 |
0.6% |
77% |
False |
False |
55,578 |
| 120 |
0.9696 |
0.9267 |
0.0429 |
4.5% |
0.0053 |
0.6% |
79% |
False |
False |
46,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9838 |
|
2.618 |
0.9762 |
|
1.618 |
0.9715 |
|
1.000 |
0.9687 |
|
0.618 |
0.9669 |
|
HIGH |
0.9640 |
|
0.618 |
0.9622 |
|
0.500 |
0.9617 |
|
0.382 |
0.9611 |
|
LOW |
0.9594 |
|
0.618 |
0.9565 |
|
1.000 |
0.9547 |
|
1.618 |
0.9518 |
|
2.618 |
0.9472 |
|
4.250 |
0.9396 |
|
|
| Fisher Pivots for day following 04-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9617 |
0.9604 |
| PP |
0.9614 |
0.9600 |
| S1 |
0.9611 |
0.9597 |
|