CME Japanese Yen Future December 2020
Trading Metrics calculated at close of trading on 08-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2020 |
08-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
0.9598 |
0.9613 |
0.0015 |
0.2% |
0.9613 |
High |
0.9624 |
0.9621 |
-0.0003 |
0.0% |
0.9647 |
Low |
0.9587 |
0.9596 |
0.0009 |
0.1% |
0.9547 |
Close |
0.9618 |
0.9600 |
-0.0018 |
-0.2% |
0.9608 |
Range |
0.0037 |
0.0025 |
-0.0012 |
-31.5% |
0.0101 |
ATR |
0.0054 |
0.0052 |
-0.0002 |
-3.9% |
0.0000 |
Volume |
109,756 |
115,022 |
5,266 |
4.8% |
512,137 |
|
Daily Pivots for day following 08-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9680 |
0.9665 |
0.9614 |
|
R3 |
0.9655 |
0.9640 |
0.9607 |
|
R2 |
0.9630 |
0.9630 |
0.9605 |
|
R1 |
0.9615 |
0.9615 |
0.9602 |
0.9610 |
PP |
0.9605 |
0.9605 |
0.9605 |
0.9603 |
S1 |
0.9590 |
0.9590 |
0.9598 |
0.9585 |
S2 |
0.9580 |
0.9580 |
0.9595 |
|
S3 |
0.9555 |
0.9565 |
0.9593 |
|
S4 |
0.9530 |
0.9540 |
0.9586 |
|
|
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% |
0.0047 |
0.5% |
53% |
False |
False |
105,639 |
10 |
0.9647 |
0.9547 |
0.0101 |
1.0% |
0.0047 |
0.5% |
53% |
False |
False |
104,450 |
20 |
0.9651 |
0.9466 |
0.0185 |
1.9% |
0.0050 |
0.5% |
73% |
False |
False |
98,825 |
40 |
0.9696 |
0.9462 |
0.0235 |
2.4% |
0.0054 |
0.6% |
59% |
False |
False |
97,132 |
60 |
0.9696 |
0.9431 |
0.0266 |
2.8% |
0.0051 |
0.5% |
64% |
False |
False |
90,312 |
80 |
0.9696 |
0.9363 |
0.0333 |
3.5% |
0.0053 |
0.6% |
71% |
False |
False |
72,254 |
100 |
0.9696 |
0.9316 |
0.0380 |
4.0% |
0.0055 |
0.6% |
75% |
False |
False |
57,825 |
120 |
0.9696 |
0.9267 |
0.0429 |
4.5% |
0.0053 |
0.6% |
78% |
False |
False |
48,195 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9727 |
2.618 |
0.9686 |
1.618 |
0.9661 |
1.000 |
0.9646 |
0.618 |
0.9636 |
HIGH |
0.9621 |
0.618 |
0.9611 |
0.500 |
0.9608 |
0.382 |
0.9605 |
LOW |
0.9596 |
0.618 |
0.9580 |
1.000 |
0.9571 |
1.618 |
0.9555 |
2.618 |
0.9530 |
4.250 |
0.9489 |
|
|
Fisher Pivots for day following 08-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
0.9608 |
0.9614 |
PP |
0.9605 |
0.9609 |
S1 |
0.9603 |
0.9605 |
|