CME Japanese Yen Future March 2021
Trading Metrics calculated at close of trading on 23-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2020 |
23-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
0.9646 |
0.9651 |
0.0005 |
0.1% |
0.9572 |
High |
0.9659 |
0.9661 |
0.0003 |
0.0% |
0.9664 |
Low |
0.9641 |
0.9574 |
-0.0067 |
-0.7% |
0.9529 |
Close |
0.9648 |
0.9586 |
-0.0062 |
-0.6% |
0.9648 |
Range |
0.0018 |
0.0087 |
0.0070 |
397.1% |
0.0135 |
ATR |
0.0055 |
0.0057 |
0.0002 |
4.1% |
0.0000 |
Volume |
379 |
172 |
-207 |
-54.6% |
1,049 |
|
Daily Pivots for day following 23-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9868 |
0.9814 |
0.9634 |
|
R3 |
0.9781 |
0.9727 |
0.9610 |
|
R2 |
0.9694 |
0.9694 |
0.9602 |
|
R1 |
0.9640 |
0.9640 |
0.9594 |
0.9624 |
PP |
0.9607 |
0.9607 |
0.9607 |
0.9599 |
S1 |
0.9553 |
0.9553 |
0.9578 |
0.9537 |
S2 |
0.9520 |
0.9520 |
0.9570 |
|
S3 |
0.9433 |
0.9466 |
0.9562 |
|
S4 |
0.9346 |
0.9379 |
0.9538 |
|
|
Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0018 |
0.9968 |
0.9722 |
|
R3 |
0.9883 |
0.9833 |
0.9685 |
|
R2 |
0.9748 |
0.9748 |
0.9673 |
|
R1 |
0.9698 |
0.9698 |
0.9660 |
0.9723 |
PP |
0.9613 |
0.9613 |
0.9613 |
0.9626 |
S1 |
0.9563 |
0.9563 |
0.9636 |
0.9588 |
S2 |
0.9478 |
0.9478 |
0.9623 |
|
S3 |
0.9343 |
0.9428 |
0.9611 |
|
S4 |
0.9208 |
0.9293 |
0.9574 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9664 |
0.9574 |
0.0090 |
0.9% |
0.0047 |
0.5% |
13% |
False |
True |
234 |
10 |
0.9664 |
0.9478 |
0.0186 |
1.9% |
0.0051 |
0.5% |
58% |
False |
False |
161 |
20 |
0.9708 |
0.9478 |
0.0230 |
2.4% |
0.0062 |
0.6% |
47% |
False |
False |
126 |
40 |
0.9708 |
0.9444 |
0.0264 |
2.8% |
0.0049 |
0.5% |
54% |
False |
False |
132 |
60 |
0.9708 |
0.9420 |
0.0288 |
3.0% |
0.0047 |
0.5% |
58% |
False |
False |
96 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0031 |
2.618 |
0.9889 |
1.618 |
0.9802 |
1.000 |
0.9748 |
0.618 |
0.9715 |
HIGH |
0.9661 |
0.618 |
0.9628 |
0.500 |
0.9618 |
0.382 |
0.9607 |
LOW |
0.9574 |
0.618 |
0.9520 |
1.000 |
0.9487 |
1.618 |
0.9433 |
2.618 |
0.9346 |
4.250 |
0.9204 |
|
|
Fisher Pivots for day following 23-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
0.9618 |
0.9618 |
PP |
0.9607 |
0.9607 |
S1 |
0.9597 |
0.9597 |
|