CME Japanese Yen Future December 2020
| Trading Metrics calculated at close of trading on 10-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2020 |
10-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9684 |
0.9504 |
-0.0181 |
-1.9% |
0.9561 |
| High |
0.9691 |
0.9544 |
-0.0148 |
-1.5% |
0.9696 |
| Low |
0.9469 |
0.9483 |
0.0015 |
0.2% |
0.9497 |
| Close |
0.9489 |
0.9501 |
0.0012 |
0.1% |
0.9691 |
| Range |
0.0223 |
0.0061 |
-0.0162 |
-72.9% |
0.0200 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
194,775 |
135,451 |
-59,324 |
-30.5% |
514,602 |
|
| Daily Pivots for day following 10-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9691 |
0.9656 |
0.9534 |
|
| R3 |
0.9630 |
0.9596 |
0.9518 |
|
| R2 |
0.9570 |
0.9570 |
0.9512 |
|
| R1 |
0.9535 |
0.9535 |
0.9507 |
0.9522 |
| PP |
0.9509 |
0.9509 |
0.9509 |
0.9503 |
| S1 |
0.9475 |
0.9475 |
0.9495 |
0.9462 |
| S2 |
0.9449 |
0.9449 |
0.9490 |
|
| S3 |
0.9388 |
0.9414 |
0.9484 |
|
| S4 |
0.9328 |
0.9354 |
0.9468 |
|
|
| Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0226 |
1.0158 |
0.9801 |
|
| R3 |
1.0027 |
0.9959 |
0.9746 |
|
| R2 |
0.9827 |
0.9827 |
0.9728 |
|
| R1 |
0.9759 |
0.9759 |
0.9710 |
0.9793 |
| PP |
0.9628 |
0.9628 |
0.9628 |
0.9645 |
| S1 |
0.9560 |
0.9560 |
0.9673 |
0.9594 |
| S2 |
0.9428 |
0.9428 |
0.9655 |
|
| S3 |
0.9229 |
0.9360 |
0.9637 |
|
| S4 |
0.9029 |
0.9161 |
0.9582 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9696 |
0.9469 |
0.0228 |
2.4% |
0.0109 |
1.2% |
14% |
False |
False |
141,321 |
| 10 |
0.9696 |
0.9469 |
0.0228 |
2.4% |
0.0078 |
0.8% |
14% |
False |
False |
115,662 |
| 20 |
0.9696 |
0.9462 |
0.0235 |
2.5% |
0.0060 |
0.6% |
17% |
False |
False |
99,259 |
| 40 |
0.9696 |
0.9431 |
0.0266 |
2.8% |
0.0052 |
0.6% |
27% |
False |
False |
87,690 |
| 60 |
0.9696 |
0.9363 |
0.0333 |
3.5% |
0.0054 |
0.6% |
41% |
False |
False |
65,653 |
| 80 |
0.9696 |
0.9332 |
0.0365 |
3.8% |
0.0056 |
0.6% |
47% |
False |
False |
49,268 |
| 100 |
0.9696 |
0.9267 |
0.0429 |
4.5% |
0.0054 |
0.6% |
55% |
False |
False |
39,423 |
| 120 |
0.9696 |
0.9135 |
0.0561 |
5.9% |
0.0053 |
0.6% |
65% |
False |
False |
32,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9801 |
|
2.618 |
0.9702 |
|
1.618 |
0.9641 |
|
1.000 |
0.9604 |
|
0.618 |
0.9581 |
|
HIGH |
0.9544 |
|
0.618 |
0.9520 |
|
0.500 |
0.9513 |
|
0.382 |
0.9506 |
|
LOW |
0.9483 |
|
0.618 |
0.9446 |
|
1.000 |
0.9423 |
|
1.618 |
0.9385 |
|
2.618 |
0.9325 |
|
4.250 |
0.9226 |
|
|
| Fisher Pivots for day following 10-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9513 |
0.9582 |
| PP |
0.9509 |
0.9555 |
| S1 |
0.9505 |
0.9528 |
|