CME Japanese Yen Future March 2021
| Trading Metrics calculated at close of trading on 27-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2020 |
27-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9586 |
0.9596 |
0.0010 |
0.1% |
0.9651 |
| High |
0.9608 |
0.9640 |
0.0032 |
0.3% |
0.9661 |
| Low |
0.9577 |
0.9590 |
0.0013 |
0.1% |
0.9563 |
| Close |
0.9593 |
0.9630 |
0.0037 |
0.4% |
0.9630 |
| Range |
0.0031 |
0.0050 |
0.0019 |
59.7% |
0.0099 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
307 |
383 |
76 |
24.8% |
1,070 |
|
| Daily Pivots for day following 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9768 |
0.9748 |
0.9657 |
|
| R3 |
0.9719 |
0.9699 |
0.9643 |
|
| R2 |
0.9669 |
0.9669 |
0.9639 |
|
| R1 |
0.9649 |
0.9649 |
0.9634 |
0.9659 |
| PP |
0.9620 |
0.9620 |
0.9620 |
0.9625 |
| S1 |
0.9600 |
0.9600 |
0.9625 |
0.9610 |
| S2 |
0.9570 |
0.9570 |
0.9620 |
|
| S3 |
0.9521 |
0.9550 |
0.9616 |
|
| S4 |
0.9471 |
0.9501 |
0.9602 |
|
|
| Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9913 |
0.9870 |
0.9684 |
|
| R3 |
0.9815 |
0.9771 |
0.9657 |
|
| R2 |
0.9716 |
0.9716 |
0.9648 |
|
| R1 |
0.9673 |
0.9673 |
0.9639 |
0.9645 |
| PP |
0.9618 |
0.9618 |
0.9618 |
0.9604 |
| S1 |
0.9574 |
0.9574 |
0.9620 |
0.9547 |
| S2 |
0.9519 |
0.9519 |
0.9611 |
|
| S3 |
0.9421 |
0.9476 |
0.9602 |
|
| S4 |
0.9322 |
0.9377 |
0.9575 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9661 |
0.9563 |
0.0099 |
1.0% |
0.0048 |
0.5% |
68% |
False |
False |
289 |
| 10 |
0.9664 |
0.9527 |
0.0137 |
1.4% |
0.0049 |
0.5% |
75% |
False |
False |
220 |
| 20 |
0.9708 |
0.9478 |
0.0230 |
2.4% |
0.0061 |
0.6% |
66% |
False |
False |
167 |
| 40 |
0.9708 |
0.9444 |
0.0264 |
2.7% |
0.0050 |
0.5% |
70% |
False |
False |
151 |
| 60 |
0.9708 |
0.9420 |
0.0288 |
3.0% |
0.0047 |
0.5% |
73% |
False |
False |
111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9850 |
|
2.618 |
0.9769 |
|
1.618 |
0.9720 |
|
1.000 |
0.9689 |
|
0.618 |
0.9670 |
|
HIGH |
0.9640 |
|
0.618 |
0.9621 |
|
0.500 |
0.9615 |
|
0.382 |
0.9609 |
|
LOW |
0.9590 |
|
0.618 |
0.9559 |
|
1.000 |
0.9541 |
|
1.618 |
0.9510 |
|
2.618 |
0.9460 |
|
4.250 |
0.9380 |
|
|
| Fisher Pivots for day following 27-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9625 |
0.9620 |
| PP |
0.9620 |
0.9611 |
| S1 |
0.9615 |
0.9601 |
|