CME Japanese Yen Future March 2021
Trading Metrics calculated at close of trading on 16-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2020 |
16-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
0.9546 |
0.9572 |
0.0027 |
0.3% |
0.9695 |
High |
0.9580 |
0.9598 |
0.0019 |
0.2% |
0.9701 |
Low |
0.9527 |
0.9529 |
0.0002 |
0.0% |
0.9478 |
Close |
0.9575 |
0.9578 |
0.0004 |
0.0% |
0.9575 |
Range |
0.0053 |
0.0070 |
0.0017 |
32.4% |
0.0223 |
ATR |
0.0060 |
0.0061 |
0.0001 |
1.2% |
0.0000 |
Volume |
86 |
49 |
-37 |
-43.0% |
749 |
|
Daily Pivots for day following 16-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9777 |
0.9747 |
0.9616 |
|
R3 |
0.9707 |
0.9677 |
0.9597 |
|
R2 |
0.9638 |
0.9638 |
0.9591 |
|
R1 |
0.9608 |
0.9608 |
0.9584 |
0.9623 |
PP |
0.9568 |
0.9568 |
0.9568 |
0.9576 |
S1 |
0.9538 |
0.9538 |
0.9572 |
0.9553 |
S2 |
0.9499 |
0.9499 |
0.9565 |
|
S3 |
0.9429 |
0.9469 |
0.9559 |
|
S4 |
0.9360 |
0.9399 |
0.9540 |
|
|
Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0253 |
1.0137 |
0.9697 |
|
R3 |
1.0030 |
0.9914 |
0.9636 |
|
R2 |
0.9807 |
0.9807 |
0.9615 |
|
R1 |
0.9691 |
0.9691 |
0.9595 |
0.9638 |
PP |
0.9584 |
0.9584 |
0.9584 |
0.9558 |
S1 |
0.9468 |
0.9468 |
0.9554 |
0.9415 |
S2 |
0.9361 |
0.9361 |
0.9534 |
|
S3 |
0.9138 |
0.9245 |
0.9513 |
|
S4 |
0.8915 |
0.9022 |
0.9452 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9598 |
0.9478 |
0.0121 |
1.3% |
0.0056 |
0.6% |
83% |
True |
False |
89 |
10 |
0.9708 |
0.9478 |
0.0230 |
2.4% |
0.0077 |
0.8% |
44% |
False |
False |
116 |
20 |
0.9708 |
0.9478 |
0.0230 |
2.4% |
0.0062 |
0.6% |
44% |
False |
False |
167 |
40 |
0.9708 |
0.9444 |
0.0264 |
2.8% |
0.0049 |
0.5% |
51% |
False |
False |
109 |
60 |
0.9708 |
0.9386 |
0.0322 |
3.4% |
0.0048 |
0.5% |
60% |
False |
False |
77 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9893 |
2.618 |
0.9780 |
1.618 |
0.9710 |
1.000 |
0.9668 |
0.618 |
0.9641 |
HIGH |
0.9598 |
0.618 |
0.9571 |
0.500 |
0.9563 |
0.382 |
0.9555 |
LOW |
0.9529 |
0.618 |
0.9486 |
1.000 |
0.9459 |
1.618 |
0.9416 |
2.618 |
0.9347 |
4.250 |
0.9233 |
|
|
Fisher Pivots for day following 16-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
0.9573 |
0.9568 |
PP |
0.9568 |
0.9558 |
S1 |
0.9563 |
0.9548 |
|