CME Japanese Yen Future March 2021
Trading Metrics calculated at close of trading on 02-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2020 |
02-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
0.9601 |
0.9604 |
0.0003 |
0.0% |
0.9651 |
High |
0.9615 |
0.9611 |
-0.0004 |
0.0% |
0.9661 |
Low |
0.9580 |
0.9562 |
-0.0018 |
-0.2% |
0.9563 |
Close |
0.9595 |
0.9581 |
-0.0015 |
-0.2% |
0.9630 |
Range |
0.0035 |
0.0049 |
0.0014 |
38.6% |
0.0099 |
ATR |
0.0053 |
0.0053 |
0.0000 |
-0.6% |
0.0000 |
Volume |
1,240 |
4,773 |
3,533 |
284.9% |
1,070 |
|
Daily Pivots for day following 02-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9730 |
0.9704 |
0.9607 |
|
R3 |
0.9681 |
0.9655 |
0.9594 |
|
R2 |
0.9633 |
0.9633 |
0.9589 |
|
R1 |
0.9607 |
0.9607 |
0.9585 |
0.9596 |
PP |
0.9584 |
0.9584 |
0.9584 |
0.9579 |
S1 |
0.9558 |
0.9558 |
0.9576 |
0.9547 |
S2 |
0.9536 |
0.9536 |
0.9572 |
|
S3 |
0.9487 |
0.9510 |
0.9567 |
|
S4 |
0.9439 |
0.9461 |
0.9554 |
|
|
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 |
0.9647 |
0.9562 |
0.0085 |
0.9% |
0.0043 |
0.5% |
22% |
False |
True |
1,638 |
10 |
0.9664 |
0.9562 |
0.0102 |
1.1% |
0.0047 |
0.5% |
18% |
False |
True |
944 |
20 |
0.9708 |
0.9478 |
0.0230 |
2.4% |
0.0063 |
0.7% |
45% |
False |
False |
533 |
40 |
0.9708 |
0.9444 |
0.0264 |
2.8% |
0.0051 |
0.5% |
52% |
False |
False |
335 |
60 |
0.9708 |
0.9443 |
0.0265 |
2.8% |
0.0048 |
0.5% |
52% |
False |
False |
236 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9817 |
2.618 |
0.9737 |
1.618 |
0.9689 |
1.000 |
0.9659 |
0.618 |
0.9640 |
HIGH |
0.9611 |
0.618 |
0.9592 |
0.500 |
0.9586 |
0.382 |
0.9581 |
LOW |
0.9562 |
0.618 |
0.9532 |
1.000 |
0.9514 |
1.618 |
0.9484 |
2.618 |
0.9435 |
4.250 |
0.9356 |
|
|
Fisher Pivots for day following 02-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
0.9586 |
0.9604 |
PP |
0.9584 |
0.9596 |
S1 |
0.9582 |
0.9588 |
|