CME Japanese Yen Future March 2021
Trading Metrics calculated at close of trading on 06-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2020 |
06-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
0.9597 |
0.9671 |
0.0074 |
0.8% |
0.9571 |
High |
0.9683 |
0.9708 |
0.0025 |
0.3% |
0.9708 |
Low |
0.9587 |
0.9655 |
0.0068 |
0.7% |
0.9511 |
Close |
0.9678 |
0.9704 |
0.0026 |
0.3% |
0.9704 |
Range |
0.0096 |
0.0053 |
-0.0044 |
-45.3% |
0.0197 |
ATR |
0.0050 |
0.0050 |
0.0000 |
0.3% |
0.0000 |
Volume |
116 |
93 |
-23 |
-19.8% |
401 |
|
Daily Pivots for day following 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9846 |
0.9828 |
0.9733 |
|
R3 |
0.9794 |
0.9775 |
0.9718 |
|
R2 |
0.9741 |
0.9741 |
0.9714 |
|
R1 |
0.9723 |
0.9723 |
0.9709 |
0.9732 |
PP |
0.9689 |
0.9689 |
0.9689 |
0.9694 |
S1 |
0.9670 |
0.9670 |
0.9699 |
0.9680 |
S2 |
0.9636 |
0.9636 |
0.9694 |
|
S3 |
0.9584 |
0.9618 |
0.9690 |
|
S4 |
0.9531 |
0.9565 |
0.9675 |
|
|
Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0230 |
1.0164 |
0.9812 |
|
R3 |
1.0034 |
0.9967 |
0.9758 |
|
R2 |
0.9837 |
0.9837 |
0.9740 |
|
R1 |
0.9771 |
0.9771 |
0.9722 |
0.9804 |
PP |
0.9641 |
0.9641 |
0.9641 |
0.9658 |
S1 |
0.9574 |
0.9574 |
0.9686 |
0.9608 |
S2 |
0.9444 |
0.9444 |
0.9668 |
|
S3 |
0.9248 |
0.9378 |
0.9650 |
|
S4 |
0.9051 |
0.9181 |
0.9596 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9708 |
0.9511 |
0.0197 |
2.0% |
0.0061 |
0.6% |
98% |
True |
False |
80 |
10 |
0.9708 |
0.9511 |
0.0197 |
2.0% |
0.0054 |
0.6% |
98% |
True |
False |
250 |
20 |
0.9708 |
0.9478 |
0.0230 |
2.4% |
0.0046 |
0.5% |
98% |
True |
False |
131 |
40 |
0.9708 |
0.9444 |
0.0264 |
2.7% |
0.0045 |
0.5% |
99% |
True |
False |
95 |
60 |
0.9708 |
0.9380 |
0.0328 |
3.4% |
0.0044 |
0.5% |
99% |
True |
False |
64 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9931 |
2.618 |
0.9845 |
1.618 |
0.9792 |
1.000 |
0.9760 |
0.618 |
0.9740 |
HIGH |
0.9708 |
0.618 |
0.9687 |
0.500 |
0.9681 |
0.382 |
0.9675 |
LOW |
0.9655 |
0.618 |
0.9623 |
1.000 |
0.9603 |
1.618 |
0.9570 |
2.618 |
0.9518 |
4.250 |
0.9432 |
|
|
Fisher Pivots for day following 06-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
0.9696 |
0.9672 |
PP |
0.9689 |
0.9641 |
S1 |
0.9681 |
0.9609 |
|