CME Japanese Yen Future March 2021
Trading Metrics calculated at close of trading on 07-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2020 |
07-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
0.9644 |
0.9614 |
-0.0030 |
-0.3% |
0.9628 |
High |
0.9655 |
0.9639 |
-0.0016 |
-0.2% |
0.9661 |
Low |
0.9609 |
0.9602 |
-0.0007 |
-0.1% |
0.9562 |
Close |
0.9623 |
0.9634 |
0.0011 |
0.1% |
0.9623 |
Range |
0.0046 |
0.0037 |
-0.0009 |
-19.6% |
0.0099 |
ATR |
0.0054 |
0.0053 |
-0.0001 |
-2.3% |
0.0000 |
Volume |
11,387 |
37,759 |
26,372 |
231.6% |
23,054 |
|
Daily Pivots for day following 07-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9736 |
0.9722 |
0.9654 |
|
R3 |
0.9699 |
0.9685 |
0.9644 |
|
R2 |
0.9662 |
0.9662 |
0.9641 |
|
R1 |
0.9648 |
0.9648 |
0.9637 |
0.9655 |
PP |
0.9625 |
0.9625 |
0.9625 |
0.9628 |
S1 |
0.9611 |
0.9611 |
0.9631 |
0.9618 |
S2 |
0.9588 |
0.9588 |
0.9627 |
|
S3 |
0.9551 |
0.9574 |
0.9624 |
|
S4 |
0.9514 |
0.9537 |
0.9614 |
|
|
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% |
0.0049 |
0.5% |
73% |
False |
False |
11,864 |
10 |
0.9661 |
0.9562 |
0.0099 |
1.0% |
0.0052 |
0.5% |
73% |
False |
False |
6,188 |
20 |
0.9701 |
0.9478 |
0.0223 |
2.3% |
0.0058 |
0.6% |
70% |
False |
False |
3,184 |
40 |
0.9708 |
0.9478 |
0.0230 |
2.4% |
0.0052 |
0.5% |
68% |
False |
False |
1,657 |
60 |
0.9708 |
0.9444 |
0.0264 |
2.7% |
0.0049 |
0.5% |
72% |
False |
False |
1,124 |
80 |
0.9708 |
0.9380 |
0.0328 |
3.4% |
0.0048 |
0.5% |
78% |
False |
False |
844 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9796 |
2.618 |
0.9736 |
1.618 |
0.9699 |
1.000 |
0.9676 |
0.618 |
0.9662 |
HIGH |
0.9639 |
0.618 |
0.9625 |
0.500 |
0.9621 |
0.382 |
0.9616 |
LOW |
0.9602 |
0.618 |
0.9579 |
1.000 |
0.9565 |
1.618 |
0.9542 |
2.618 |
0.9505 |
4.250 |
0.9445 |
|
|
Fisher Pivots for day following 07-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
0.9629 |
0.9630 |
PP |
0.9625 |
0.9626 |
S1 |
0.9621 |
0.9622 |
|