CME Japanese Yen Future March 2021
Trading Metrics calculated at close of trading on 10-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2020 |
10-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
0.9695 |
0.9515 |
-0.0180 |
-1.9% |
0.9571 |
High |
0.9701 |
0.9556 |
-0.0145 |
-1.5% |
0.9708 |
Low |
0.9482 |
0.9497 |
0.0015 |
0.2% |
0.9511 |
Close |
0.9502 |
0.9514 |
0.0012 |
0.1% |
0.9704 |
Range |
0.0219 |
0.0060 |
-0.0159 |
-72.8% |
0.0197 |
ATR |
0.0063 |
0.0062 |
0.0000 |
-0.4% |
0.0000 |
Volume |
353 |
115 |
-238 |
-67.4% |
401 |
|
Daily Pivots for day following 10-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9701 |
0.9667 |
0.9547 |
|
R3 |
0.9641 |
0.9607 |
0.9530 |
|
R2 |
0.9582 |
0.9582 |
0.9525 |
|
R1 |
0.9548 |
0.9548 |
0.9519 |
0.9535 |
PP |
0.9522 |
0.9522 |
0.9522 |
0.9516 |
S1 |
0.9488 |
0.9488 |
0.9509 |
0.9476 |
S2 |
0.9463 |
0.9463 |
0.9503 |
|
S3 |
0.9403 |
0.9429 |
0.9498 |
|
S4 |
0.9344 |
0.9369 |
0.9481 |
|
|
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% |
0.0107 |
1.1% |
14% |
False |
False |
154 |
10 |
0.9708 |
0.9482 |
0.0226 |
2.4% |
0.0074 |
0.8% |
14% |
False |
False |
102 |
20 |
0.9708 |
0.9478 |
0.0230 |
2.4% |
0.0057 |
0.6% |
16% |
False |
False |
153 |
40 |
0.9708 |
0.9444 |
0.0264 |
2.8% |
0.0049 |
0.5% |
27% |
False |
False |
102 |
60 |
0.9708 |
0.9386 |
0.0322 |
3.4% |
0.0047 |
0.5% |
40% |
False |
False |
72 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9809 |
2.618 |
0.9712 |
1.618 |
0.9652 |
1.000 |
0.9616 |
0.618 |
0.9593 |
HIGH |
0.9556 |
0.618 |
0.9533 |
0.500 |
0.9526 |
0.382 |
0.9519 |
LOW |
0.9497 |
0.618 |
0.9460 |
1.000 |
0.9437 |
1.618 |
0.9400 |
2.618 |
0.9341 |
4.250 |
0.9244 |
|
|
Fisher Pivots for day following 10-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
0.9526 |
0.9595 |
PP |
0.9522 |
0.9568 |
S1 |
0.9518 |
0.9541 |
|