CME Japanese Yen Future March 2021
| Trading Metrics calculated at close of trading on 04-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2020 |
04-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9589 |
0.9644 |
0.0055 |
0.6% |
0.9628 |
| High |
0.9661 |
0.9655 |
-0.0007 |
-0.1% |
0.9661 |
| Low |
0.9582 |
0.9609 |
0.0027 |
0.3% |
0.9562 |
| Close |
0.9634 |
0.9623 |
-0.0011 |
-0.1% |
0.9623 |
| Range |
0.0079 |
0.0046 |
-0.0033 |
-41.8% |
0.0099 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
4,165 |
11,387 |
7,222 |
173.4% |
23,054 |
|
| Daily Pivots for day following 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9767 |
0.9741 |
0.9648 |
|
| R3 |
0.9721 |
0.9695 |
0.9635 |
|
| R2 |
0.9675 |
0.9675 |
0.9631 |
|
| R1 |
0.9649 |
0.9649 |
0.9627 |
0.9639 |
| PP |
0.9629 |
0.9629 |
0.9629 |
0.9624 |
| S1 |
0.9603 |
0.9603 |
0.9618 |
0.9593 |
| S2 |
0.9583 |
0.9583 |
0.9614 |
|
| S3 |
0.9537 |
0.9557 |
0.9610 |
|
| S4 |
0.9491 |
0.9511 |
0.9597 |
|
|
| Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9912 |
0.9866 |
0.9677 |
|
| R3 |
0.9813 |
0.9767 |
0.9650 |
|
| R2 |
0.9714 |
0.9714 |
0.9641 |
|
| R1 |
0.9668 |
0.9668 |
0.9632 |
0.9642 |
| PP |
0.9615 |
0.9615 |
0.9615 |
0.9602 |
| S1 |
0.9569 |
0.9569 |
0.9613 |
0.9543 |
| S2 |
0.9516 |
0.9516 |
0.9604 |
|
| S3 |
0.9417 |
0.9470 |
0.9595 |
|
| S4 |
0.9318 |
0.9371 |
0.9568 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9661 |
0.9562 |
0.0099 |
1.0% |
0.0052 |
0.5% |
61% |
False |
False |
4,610 |
| 10 |
0.9661 |
0.9562 |
0.0099 |
1.0% |
0.0050 |
0.5% |
61% |
False |
False |
2,450 |
| 20 |
0.9708 |
0.9478 |
0.0230 |
2.4% |
0.0059 |
0.6% |
63% |
False |
False |
1,300 |
| 40 |
0.9708 |
0.9450 |
0.0258 |
2.7% |
0.0052 |
0.5% |
67% |
False |
False |
713 |
| 60 |
0.9708 |
0.9444 |
0.0264 |
2.7% |
0.0049 |
0.5% |
68% |
False |
False |
495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9850 |
|
2.618 |
0.9775 |
|
1.618 |
0.9729 |
|
1.000 |
0.9701 |
|
0.618 |
0.9683 |
|
HIGH |
0.9655 |
|
0.618 |
0.9637 |
|
0.500 |
0.9632 |
|
0.382 |
0.9626 |
|
LOW |
0.9609 |
|
0.618 |
0.9580 |
|
1.000 |
0.9563 |
|
1.618 |
0.9534 |
|
2.618 |
0.9488 |
|
4.250 |
0.9413 |
|
|
| Fisher Pivots for day following 04-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9632 |
0.9619 |
| PP |
0.9629 |
0.9615 |
| S1 |
0.9626 |
0.9612 |
|