CME Japanese Yen Future March 2021
Trading Metrics calculated at close of trading on 17-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2020 |
17-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
0.9572 |
0.9587 |
0.0015 |
0.2% |
0.9695 |
High |
0.9598 |
0.9625 |
0.0027 |
0.3% |
0.9701 |
Low |
0.9529 |
0.9585 |
0.0056 |
0.6% |
0.9478 |
Close |
0.9578 |
0.9612 |
0.0034 |
0.4% |
0.9575 |
Range |
0.0070 |
0.0040 |
-0.0030 |
-42.4% |
0.0223 |
ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.7% |
0.0000 |
Volume |
49 |
130 |
81 |
165.3% |
749 |
|
Daily Pivots for day following 17-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9727 |
0.9710 |
0.9634 |
|
R3 |
0.9687 |
0.9670 |
0.9623 |
|
R2 |
0.9647 |
0.9647 |
0.9619 |
|
R1 |
0.9630 |
0.9630 |
0.9616 |
0.9638 |
PP |
0.9607 |
0.9607 |
0.9607 |
0.9611 |
S1 |
0.9590 |
0.9590 |
0.9608 |
0.9598 |
S2 |
0.9567 |
0.9567 |
0.9605 |
|
S3 |
0.9527 |
0.9550 |
0.9601 |
|
S4 |
0.9487 |
0.9510 |
0.9590 |
|
|
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 |
0.9625 |
0.9478 |
0.0147 |
1.5% |
0.0052 |
0.5% |
91% |
True |
False |
92 |
10 |
0.9708 |
0.9478 |
0.0230 |
2.4% |
0.0079 |
0.8% |
58% |
False |
False |
123 |
20 |
0.9708 |
0.9478 |
0.0230 |
2.4% |
0.0063 |
0.7% |
58% |
False |
False |
173 |
40 |
0.9708 |
0.9444 |
0.0264 |
2.7% |
0.0048 |
0.5% |
64% |
False |
False |
112 |
60 |
0.9708 |
0.9386 |
0.0322 |
3.3% |
0.0049 |
0.5% |
70% |
False |
False |
79 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9795 |
2.618 |
0.9729 |
1.618 |
0.9689 |
1.000 |
0.9665 |
0.618 |
0.9649 |
HIGH |
0.9625 |
0.618 |
0.9609 |
0.500 |
0.9605 |
0.382 |
0.9600 |
LOW |
0.9585 |
0.618 |
0.9560 |
1.000 |
0.9545 |
1.618 |
0.9520 |
2.618 |
0.9480 |
4.250 |
0.9415 |
|
|
Fisher Pivots for day following 17-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
0.9610 |
0.9600 |
PP |
0.9607 |
0.9588 |
S1 |
0.9605 |
0.9576 |
|