CME Japanese Yen Future December 2020
| Trading Metrics calculated at close of trading on 09-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2020 |
09-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9613 |
0.9602 |
-0.0011 |
-0.1% |
0.9613 |
| High |
0.9621 |
0.9611 |
-0.0010 |
-0.1% |
0.9647 |
| Low |
0.9596 |
0.9578 |
-0.0018 |
-0.2% |
0.9547 |
| Close |
0.9600 |
0.9594 |
-0.0006 |
-0.1% |
0.9608 |
| Range |
0.0025 |
0.0033 |
0.0008 |
32.0% |
0.0101 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
115,022 |
164,626 |
49,604 |
43.1% |
512,137 |
|
| Daily Pivots for day following 09-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9693 |
0.9677 |
0.9613 |
|
| R3 |
0.9660 |
0.9644 |
0.9604 |
|
| R2 |
0.9627 |
0.9627 |
0.9601 |
|
| R1 |
0.9611 |
0.9611 |
0.9598 |
0.9603 |
| PP |
0.9594 |
0.9594 |
0.9594 |
0.9590 |
| S1 |
0.9578 |
0.9578 |
0.9591 |
0.9570 |
| S2 |
0.9561 |
0.9561 |
0.9588 |
|
| S3 |
0.9528 |
0.9545 |
0.9585 |
|
| S4 |
0.9495 |
0.9512 |
0.9576 |
|
|
| 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 |
0.9567 |
0.0080 |
0.8% |
0.0044 |
0.5% |
34% |
False |
False |
120,519 |
| 10 |
0.9647 |
0.9547 |
0.0101 |
1.0% |
0.0044 |
0.5% |
48% |
False |
False |
109,872 |
| 20 |
0.9651 |
0.9466 |
0.0185 |
1.9% |
0.0049 |
0.5% |
70% |
False |
False |
100,284 |
| 40 |
0.9696 |
0.9462 |
0.0235 |
2.4% |
0.0054 |
0.6% |
57% |
False |
False |
99,772 |
| 60 |
0.9696 |
0.9431 |
0.0266 |
2.8% |
0.0051 |
0.5% |
62% |
False |
False |
91,888 |
| 80 |
0.9696 |
0.9363 |
0.0333 |
3.5% |
0.0053 |
0.5% |
70% |
False |
False |
74,310 |
| 100 |
0.9696 |
0.9332 |
0.0365 |
3.8% |
0.0054 |
0.6% |
72% |
False |
False |
59,471 |
| 120 |
0.9696 |
0.9267 |
0.0429 |
4.5% |
0.0053 |
0.6% |
76% |
False |
False |
49,566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9751 |
|
2.618 |
0.9697 |
|
1.618 |
0.9664 |
|
1.000 |
0.9644 |
|
0.618 |
0.9631 |
|
HIGH |
0.9611 |
|
0.618 |
0.9598 |
|
0.500 |
0.9595 |
|
0.382 |
0.9591 |
|
LOW |
0.9578 |
|
0.618 |
0.9558 |
|
1.000 |
0.9545 |
|
1.618 |
0.9525 |
|
2.618 |
0.9492 |
|
4.250 |
0.9438 |
|
|
| Fisher Pivots for day following 09-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9595 |
0.9601 |
| PP |
0.9594 |
0.9599 |
| S1 |
0.9594 |
0.9597 |
|