CME Japanese Yen Future March 2021
Trading Metrics calculated at close of trading on 09-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2020 |
09-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
0.9671 |
0.9695 |
0.0025 |
0.3% |
0.9571 |
High |
0.9708 |
0.9701 |
-0.0007 |
-0.1% |
0.9708 |
Low |
0.9655 |
0.9482 |
-0.0173 |
-1.8% |
0.9511 |
Close |
0.9704 |
0.9502 |
-0.0202 |
-2.1% |
0.9704 |
Range |
0.0053 |
0.0219 |
0.0166 |
316.2% |
0.0197 |
ATR |
0.0050 |
0.0063 |
0.0012 |
24.3% |
0.0000 |
Volume |
93 |
353 |
260 |
279.6% |
401 |
|
Daily Pivots for day following 09-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0217 |
1.0078 |
0.9622 |
|
R3 |
0.9999 |
0.9860 |
0.9562 |
|
R2 |
0.9780 |
0.9780 |
0.9542 |
|
R1 |
0.9641 |
0.9641 |
0.9522 |
0.9601 |
PP |
0.9562 |
0.9562 |
0.9562 |
0.9542 |
S1 |
0.9423 |
0.9423 |
0.9482 |
0.9383 |
S2 |
0.9343 |
0.9343 |
0.9462 |
|
S3 |
0.9125 |
0.9204 |
0.9442 |
|
S4 |
0.8906 |
0.8986 |
0.9382 |
|
|
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 |
0.9482 |
0.0226 |
2.4% |
0.0098 |
1.0% |
9% |
False |
True |
143 |
10 |
0.9708 |
0.9482 |
0.0226 |
2.4% |
0.0073 |
0.8% |
9% |
False |
True |
91 |
20 |
0.9708 |
0.9478 |
0.0230 |
2.4% |
0.0055 |
0.6% |
11% |
False |
False |
148 |
40 |
0.9708 |
0.9444 |
0.0264 |
2.8% |
0.0049 |
0.5% |
22% |
False |
False |
103 |
60 |
0.9708 |
0.9386 |
0.0322 |
3.4% |
0.0047 |
0.5% |
36% |
False |
False |
70 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0629 |
2.618 |
1.0273 |
1.618 |
1.0054 |
1.000 |
0.9919 |
0.618 |
0.9836 |
HIGH |
0.9701 |
0.618 |
0.9617 |
0.500 |
0.9591 |
0.382 |
0.9565 |
LOW |
0.9482 |
0.618 |
0.9347 |
1.000 |
0.9264 |
1.618 |
0.9128 |
2.618 |
0.8910 |
4.250 |
0.8553 |
|
|
Fisher Pivots for day following 09-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
0.9591 |
0.9595 |
PP |
0.9562 |
0.9564 |
S1 |
0.9532 |
0.9533 |
|