CME Japanese Yen Future March 2021
| Trading Metrics calculated at close of trading on 09-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2020 |
09-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9630 |
0.9620 |
-0.0010 |
-0.1% |
0.9628 |
| High |
0.9637 |
0.9628 |
-0.0009 |
-0.1% |
0.9661 |
| Low |
0.9614 |
0.9593 |
-0.0021 |
-0.2% |
0.9562 |
| Close |
0.9617 |
0.9610 |
-0.0008 |
-0.1% |
0.9623 |
| Range |
0.0023 |
0.0035 |
0.0012 |
50.0% |
0.0099 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
55,977 |
117,257 |
61,280 |
109.5% |
23,054 |
|
| Daily Pivots for day following 09-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9714 |
0.9696 |
0.9628 |
|
| R3 |
0.9679 |
0.9662 |
0.9619 |
|
| R2 |
0.9645 |
0.9645 |
0.9616 |
|
| R1 |
0.9627 |
0.9627 |
0.9613 |
0.9619 |
| PP |
0.9610 |
0.9610 |
0.9610 |
0.9606 |
| S1 |
0.9593 |
0.9593 |
0.9606 |
0.9584 |
| S2 |
0.9576 |
0.9576 |
0.9603 |
|
| S3 |
0.9541 |
0.9558 |
0.9600 |
|
| S4 |
0.9507 |
0.9524 |
0.9591 |
|
|
| 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 |
0.9582 |
0.0079 |
0.8% |
0.0044 |
0.5% |
35% |
False |
False |
45,309 |
| 10 |
0.9661 |
0.9562 |
0.0099 |
1.0% |
0.0044 |
0.5% |
48% |
False |
False |
23,473 |
| 20 |
0.9664 |
0.9478 |
0.0186 |
1.9% |
0.0047 |
0.5% |
71% |
False |
False |
11,822 |
| 40 |
0.9708 |
0.9478 |
0.0230 |
2.4% |
0.0052 |
0.5% |
57% |
False |
False |
5,987 |
| 60 |
0.9708 |
0.9444 |
0.0264 |
2.7% |
0.0049 |
0.5% |
63% |
False |
False |
4,009 |
| 80 |
0.9708 |
0.9386 |
0.0322 |
3.3% |
0.0047 |
0.5% |
70% |
False |
False |
3,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9774 |
|
2.618 |
0.9718 |
|
1.618 |
0.9683 |
|
1.000 |
0.9662 |
|
0.618 |
0.9649 |
|
HIGH |
0.9628 |
|
0.618 |
0.9614 |
|
0.500 |
0.9610 |
|
0.382 |
0.9606 |
|
LOW |
0.9593 |
|
0.618 |
0.9572 |
|
1.000 |
0.9559 |
|
1.618 |
0.9537 |
|
2.618 |
0.9503 |
|
4.250 |
0.9446 |
|
|
| Fisher Pivots for day following 09-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9610 |
0.9616 |
| PP |
0.9610 |
0.9614 |
| S1 |
0.9610 |
0.9612 |
|