CME Japanese Yen Future March 2021
Trading Metrics calculated at close of trading on 24-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2020 |
24-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
0.9651 |
0.9584 |
-0.0067 |
-0.7% |
0.9572 |
High |
0.9661 |
0.9618 |
-0.0043 |
-0.4% |
0.9664 |
Low |
0.9574 |
0.9563 |
-0.0012 |
-0.1% |
0.9529 |
Close |
0.9586 |
0.9580 |
-0.0006 |
-0.1% |
0.9648 |
Range |
0.0087 |
0.0056 |
-0.0032 |
-36.2% |
0.0135 |
ATR |
0.0057 |
0.0057 |
0.0000 |
-0.2% |
0.0000 |
Volume |
172 |
208 |
36 |
20.9% |
1,049 |
|
Daily Pivots for day following 24-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9753 |
0.9722 |
0.9611 |
|
R3 |
0.9698 |
0.9667 |
0.9595 |
|
R2 |
0.9642 |
0.9642 |
0.9590 |
|
R1 |
0.9611 |
0.9611 |
0.9585 |
0.9599 |
PP |
0.9587 |
0.9587 |
0.9587 |
0.9581 |
S1 |
0.9556 |
0.9556 |
0.9575 |
0.9544 |
S2 |
0.9531 |
0.9531 |
0.9570 |
|
S3 |
0.9476 |
0.9500 |
0.9565 |
|
S4 |
0.9420 |
0.9445 |
0.9549 |
|
|
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 |
0.9563 |
0.0101 |
1.1% |
0.0050 |
0.5% |
17% |
False |
True |
250 |
10 |
0.9664 |
0.9478 |
0.0186 |
1.9% |
0.0051 |
0.5% |
55% |
False |
False |
171 |
20 |
0.9708 |
0.9478 |
0.0230 |
2.4% |
0.0063 |
0.7% |
45% |
False |
False |
136 |
40 |
0.9708 |
0.9444 |
0.0264 |
2.8% |
0.0050 |
0.5% |
52% |
False |
False |
137 |
60 |
0.9708 |
0.9420 |
0.0288 |
3.0% |
0.0047 |
0.5% |
56% |
False |
False |
100 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9854 |
2.618 |
0.9763 |
1.618 |
0.9708 |
1.000 |
0.9674 |
0.618 |
0.9652 |
HIGH |
0.9618 |
0.618 |
0.9597 |
0.500 |
0.9590 |
0.382 |
0.9584 |
LOW |
0.9563 |
0.618 |
0.9528 |
1.000 |
0.9507 |
1.618 |
0.9473 |
2.618 |
0.9417 |
4.250 |
0.9327 |
|
|
Fisher Pivots for day following 24-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
0.9590 |
0.9612 |
PP |
0.9587 |
0.9601 |
S1 |
0.9583 |
0.9591 |
|