CME Japanese Yen Future March 2021
Trading Metrics calculated at close of trading on 30-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2020 |
30-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
0.9596 |
0.9628 |
0.0032 |
0.3% |
0.9651 |
High |
0.9640 |
0.9647 |
0.0007 |
0.1% |
0.9661 |
Low |
0.9590 |
0.9594 |
0.0004 |
0.0% |
0.9563 |
Close |
0.9630 |
0.9602 |
-0.0028 |
-0.3% |
0.9630 |
Range |
0.0050 |
0.0052 |
0.0003 |
5.1% |
0.0099 |
ATR |
0.0055 |
0.0055 |
0.0000 |
-0.4% |
0.0000 |
Volume |
383 |
1,489 |
1,106 |
288.8% |
1,070 |
|
Daily Pivots for day following 30-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9770 |
0.9738 |
0.9630 |
|
R3 |
0.9718 |
0.9686 |
0.9616 |
|
R2 |
0.9666 |
0.9666 |
0.9611 |
|
R1 |
0.9634 |
0.9634 |
0.9606 |
0.9624 |
PP |
0.9614 |
0.9614 |
0.9614 |
0.9609 |
S1 |
0.9582 |
0.9582 |
0.9597 |
0.9572 |
S2 |
0.9562 |
0.9562 |
0.9592 |
|
S3 |
0.9510 |
0.9530 |
0.9587 |
|
S4 |
0.9458 |
0.9478 |
0.9573 |
|
|
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% |
0.0055 |
0.6% |
40% |
False |
False |
511 |
10 |
0.9664 |
0.9529 |
0.0135 |
1.4% |
0.0049 |
0.5% |
54% |
False |
False |
360 |
20 |
0.9708 |
0.9478 |
0.0230 |
2.4% |
0.0061 |
0.6% |
54% |
False |
False |
237 |
40 |
0.9708 |
0.9444 |
0.0264 |
2.7% |
0.0050 |
0.5% |
60% |
False |
False |
187 |
60 |
0.9708 |
0.9427 |
0.0281 |
2.9% |
0.0047 |
0.5% |
62% |
False |
False |
136 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9868 |
2.618 |
0.9783 |
1.618 |
0.9731 |
1.000 |
0.9699 |
0.618 |
0.9679 |
HIGH |
0.9647 |
0.618 |
0.9627 |
0.500 |
0.9620 |
0.382 |
0.9614 |
LOW |
0.9594 |
0.618 |
0.9562 |
1.000 |
0.9542 |
1.618 |
0.9510 |
2.618 |
0.9458 |
4.250 |
0.9373 |
|
|
Fisher Pivots for day following 30-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
0.9620 |
0.9612 |
PP |
0.9614 |
0.9608 |
S1 |
0.9608 |
0.9605 |
|