CME Japanese Yen Future March 2021
Trading Metrics calculated at close of trading on 19-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2020 |
19-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
0.9620 |
0.9641 |
0.0021 |
0.2% |
0.9695 |
High |
0.9664 |
0.9658 |
-0.0006 |
-0.1% |
0.9701 |
Low |
0.9619 |
0.9612 |
-0.0007 |
-0.1% |
0.9478 |
Close |
0.9648 |
0.9651 |
0.0003 |
0.0% |
0.9575 |
Range |
0.0045 |
0.0046 |
0.0001 |
1.1% |
0.0223 |
ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.6% |
0.0000 |
Volume |
113 |
378 |
265 |
234.5% |
749 |
|
Daily Pivots for day following 19-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9777 |
0.9759 |
0.9676 |
|
R3 |
0.9731 |
0.9714 |
0.9664 |
|
R2 |
0.9686 |
0.9686 |
0.9659 |
|
R1 |
0.9668 |
0.9668 |
0.9655 |
0.9677 |
PP |
0.9640 |
0.9640 |
0.9640 |
0.9645 |
S1 |
0.9623 |
0.9623 |
0.9647 |
0.9632 |
S2 |
0.9595 |
0.9595 |
0.9643 |
|
S3 |
0.9549 |
0.9577 |
0.9638 |
|
S4 |
0.9504 |
0.9532 |
0.9626 |
|
|
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 |
0.9664 |
0.9527 |
0.0137 |
1.4% |
0.0051 |
0.5% |
91% |
False |
False |
151 |
10 |
0.9708 |
0.9478 |
0.0230 |
2.4% |
0.0068 |
0.7% |
75% |
False |
False |
151 |
20 |
0.9708 |
0.9478 |
0.0230 |
2.4% |
0.0060 |
0.6% |
75% |
False |
False |
196 |
40 |
0.9708 |
0.9444 |
0.0264 |
2.7% |
0.0049 |
0.5% |
79% |
False |
False |
119 |
60 |
0.9708 |
0.9386 |
0.0322 |
3.3% |
0.0049 |
0.5% |
82% |
False |
False |
87 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9851 |
2.618 |
0.9777 |
1.618 |
0.9731 |
1.000 |
0.9703 |
0.618 |
0.9686 |
HIGH |
0.9658 |
0.618 |
0.9640 |
0.500 |
0.9635 |
0.382 |
0.9629 |
LOW |
0.9612 |
0.618 |
0.9584 |
1.000 |
0.9567 |
1.618 |
0.9538 |
2.618 |
0.9493 |
4.250 |
0.9419 |
|
|
Fisher Pivots for day following 19-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
0.9646 |
0.9642 |
PP |
0.9640 |
0.9633 |
S1 |
0.9635 |
0.9624 |
|