CME Japanese Yen Future December 2020
| Trading Metrics calculated at close of trading on 07-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2020 |
07-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9628 |
0.9598 |
-0.0030 |
-0.3% |
0.9613 |
| High |
0.9640 |
0.9624 |
-0.0017 |
-0.2% |
0.9647 |
| Low |
0.9594 |
0.9587 |
-0.0007 |
-0.1% |
0.9547 |
| Close |
0.9608 |
0.9618 |
0.0011 |
0.1% |
0.9608 |
| Range |
0.0047 |
0.0037 |
-0.0010 |
-21.5% |
0.0101 |
| ATR |
0.0056 |
0.0054 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
106,297 |
109,756 |
3,459 |
3.3% |
512,137 |
|
| Daily Pivots for day following 07-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9719 |
0.9705 |
0.9638 |
|
| R3 |
0.9683 |
0.9669 |
0.9628 |
|
| R2 |
0.9646 |
0.9646 |
0.9625 |
|
| R1 |
0.9632 |
0.9632 |
0.9621 |
0.9639 |
| PP |
0.9610 |
0.9610 |
0.9610 |
0.9613 |
| S1 |
0.9596 |
0.9596 |
0.9615 |
0.9603 |
| S2 |
0.9573 |
0.9573 |
0.9611 |
|
| S3 |
0.9537 |
0.9559 |
0.9608 |
|
| S4 |
0.9500 |
0.9523 |
0.9598 |
|
|
| 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% |
0.0050 |
0.5% |
71% |
False |
False |
102,034 |
| 10 |
0.9648 |
0.9547 |
0.0101 |
1.1% |
0.0053 |
0.6% |
71% |
False |
False |
102,852 |
| 20 |
0.9691 |
0.9466 |
0.0226 |
2.3% |
0.0060 |
0.6% |
67% |
False |
False |
102,813 |
| 40 |
0.9696 |
0.9462 |
0.0235 |
2.4% |
0.0055 |
0.6% |
67% |
False |
False |
95,855 |
| 60 |
0.9696 |
0.9431 |
0.0266 |
2.8% |
0.0052 |
0.5% |
71% |
False |
False |
89,557 |
| 80 |
0.9696 |
0.9357 |
0.0340 |
3.5% |
0.0053 |
0.6% |
77% |
False |
False |
70,818 |
| 100 |
0.9696 |
0.9316 |
0.0380 |
4.0% |
0.0055 |
0.6% |
79% |
False |
False |
56,675 |
| 120 |
0.9696 |
0.9267 |
0.0429 |
4.5% |
0.0053 |
0.6% |
82% |
False |
False |
47,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9779 |
|
2.618 |
0.9719 |
|
1.618 |
0.9683 |
|
1.000 |
0.9660 |
|
0.618 |
0.9646 |
|
HIGH |
0.9624 |
|
0.618 |
0.9610 |
|
0.500 |
0.9605 |
|
0.382 |
0.9601 |
|
LOW |
0.9587 |
|
0.618 |
0.9564 |
|
1.000 |
0.9551 |
|
1.618 |
0.9528 |
|
2.618 |
0.9491 |
|
4.250 |
0.9432 |
|
|
| Fisher Pivots for day following 07-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9614 |
0.9614 |
| PP |
0.9610 |
0.9611 |
| S1 |
0.9605 |
0.9607 |
|