CME Japanese Yen Future December 2020
| Trading Metrics calculated at close of trading on 11-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2020 |
11-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9590 |
0.9595 |
0.0006 |
0.1% |
0.9598 |
| High |
0.9600 |
0.9632 |
0.0032 |
0.3% |
0.9632 |
| Low |
0.9562 |
0.9591 |
0.0029 |
0.3% |
0.9562 |
| Close |
0.9598 |
0.9615 |
0.0017 |
0.2% |
0.9615 |
| Range |
0.0038 |
0.0041 |
0.0003 |
8.0% |
0.0070 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
156,789 |
51,792 |
-104,997 |
-67.0% |
597,985 |
|
| Daily Pivots for day following 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9734 |
0.9715 |
0.9637 |
|
| R3 |
0.9694 |
0.9675 |
0.9626 |
|
| R2 |
0.9653 |
0.9653 |
0.9622 |
|
| R1 |
0.9634 |
0.9634 |
0.9619 |
0.9644 |
| PP |
0.9612 |
0.9612 |
0.9612 |
0.9617 |
| S1 |
0.9593 |
0.9593 |
0.9611 |
0.9603 |
| S2 |
0.9572 |
0.9572 |
0.9608 |
|
| S3 |
0.9531 |
0.9553 |
0.9604 |
|
| S4 |
0.9491 |
0.9512 |
0.9593 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9811 |
0.9783 |
0.9653 |
|
| R3 |
0.9742 |
0.9713 |
0.9634 |
|
| R2 |
0.9672 |
0.9672 |
0.9628 |
|
| R1 |
0.9644 |
0.9644 |
0.9621 |
0.9658 |
| PP |
0.9603 |
0.9603 |
0.9603 |
0.9610 |
| S1 |
0.9574 |
0.9574 |
0.9609 |
0.9589 |
| S2 |
0.9533 |
0.9533 |
0.9602 |
|
| S3 |
0.9464 |
0.9505 |
0.9596 |
|
| S4 |
0.9394 |
0.9435 |
0.9577 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9632 |
0.9562 |
0.0070 |
0.7% |
0.0035 |
0.4% |
76% |
True |
False |
119,597 |
| 10 |
0.9647 |
0.9547 |
0.0101 |
1.0% |
0.0044 |
0.5% |
68% |
False |
False |
111,012 |
| 20 |
0.9651 |
0.9513 |
0.0138 |
1.4% |
0.0048 |
0.5% |
74% |
False |
False |
102,083 |
| 40 |
0.9696 |
0.9462 |
0.0235 |
2.4% |
0.0054 |
0.6% |
65% |
False |
False |
101,149 |
| 60 |
0.9696 |
0.9431 |
0.0266 |
2.8% |
0.0050 |
0.5% |
69% |
False |
False |
92,047 |
| 80 |
0.9696 |
0.9363 |
0.0333 |
3.5% |
0.0052 |
0.5% |
76% |
False |
False |
76,914 |
| 100 |
0.9696 |
0.9344 |
0.0352 |
3.7% |
0.0054 |
0.6% |
77% |
False |
False |
61,557 |
| 120 |
0.9696 |
0.9267 |
0.0429 |
4.5% |
0.0053 |
0.5% |
81% |
False |
False |
51,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9804 |
|
2.618 |
0.9738 |
|
1.618 |
0.9697 |
|
1.000 |
0.9672 |
|
0.618 |
0.9657 |
|
HIGH |
0.9632 |
|
0.618 |
0.9616 |
|
0.500 |
0.9611 |
|
0.382 |
0.9606 |
|
LOW |
0.9591 |
|
0.618 |
0.9566 |
|
1.000 |
0.9550 |
|
1.618 |
0.9525 |
|
2.618 |
0.9485 |
|
4.250 |
0.9419 |
|
|
| Fisher Pivots for day following 11-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9614 |
0.9609 |
| PP |
0.9612 |
0.9603 |
| S1 |
0.9611 |
0.9597 |
|