CME Japanese Yen Future December 2020
Trading Metrics calculated at close of trading on 16-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2020 |
16-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
0.9517 |
0.9557 |
0.0040 |
0.4% |
0.9684 |
High |
0.9567 |
0.9585 |
0.0019 |
0.2% |
0.9691 |
Low |
0.9513 |
0.9514 |
0.0002 |
0.0% |
0.9466 |
Close |
0.9561 |
0.9564 |
0.0004 |
0.0% |
0.9561 |
Range |
0.0054 |
0.0071 |
0.0017 |
31.5% |
0.0226 |
ATR |
0.0062 |
0.0062 |
0.0001 |
1.1% |
0.0000 |
Volume |
85,373 |
101,506 |
16,133 |
18.9% |
588,207 |
|
Daily Pivots for day following 16-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9767 |
0.9737 |
0.9603 |
|
R3 |
0.9696 |
0.9666 |
0.9584 |
|
R2 |
0.9625 |
0.9625 |
0.9577 |
|
R1 |
0.9595 |
0.9595 |
0.9571 |
0.9610 |
PP |
0.9554 |
0.9554 |
0.9554 |
0.9562 |
S1 |
0.9524 |
0.9524 |
0.9557 |
0.9539 |
S2 |
0.9483 |
0.9483 |
0.9551 |
|
S3 |
0.9412 |
0.9453 |
0.9544 |
|
S4 |
0.9341 |
0.9382 |
0.9525 |
|
|
Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0250 |
1.0131 |
0.9685 |
|
R3 |
1.0024 |
0.9905 |
0.9623 |
|
R2 |
0.9798 |
0.9798 |
0.9602 |
|
R1 |
0.9679 |
0.9679 |
0.9581 |
0.9626 |
PP |
0.9572 |
0.9572 |
0.9572 |
0.9546 |
S1 |
0.9454 |
0.9454 |
0.9540 |
0.9400 |
S2 |
0.9347 |
0.9347 |
0.9519 |
|
S3 |
0.9121 |
0.9228 |
0.9498 |
|
S4 |
0.8895 |
0.9002 |
0.9436 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9585 |
0.9466 |
0.0120 |
1.2% |
0.0057 |
0.6% |
82% |
True |
False |
98,987 |
10 |
0.9696 |
0.9466 |
0.0231 |
2.4% |
0.0080 |
0.8% |
43% |
False |
False |
113,525 |
20 |
0.9696 |
0.9462 |
0.0235 |
2.5% |
0.0065 |
0.7% |
44% |
False |
False |
103,455 |
40 |
0.9696 |
0.9431 |
0.0266 |
2.8% |
0.0051 |
0.5% |
50% |
False |
False |
86,717 |
60 |
0.9696 |
0.9363 |
0.0333 |
3.5% |
0.0053 |
0.6% |
60% |
False |
False |
71,632 |
80 |
0.9696 |
0.9356 |
0.0340 |
3.6% |
0.0055 |
0.6% |
61% |
False |
False |
53,758 |
100 |
0.9696 |
0.9267 |
0.0429 |
4.5% |
0.0054 |
0.6% |
69% |
False |
False |
43,015 |
120 |
0.9696 |
0.9135 |
0.0561 |
5.9% |
0.0054 |
0.6% |
76% |
False |
False |
35,858 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9887 |
2.618 |
0.9771 |
1.618 |
0.9700 |
1.000 |
0.9656 |
0.618 |
0.9629 |
HIGH |
0.9585 |
0.618 |
0.9558 |
0.500 |
0.9550 |
0.382 |
0.9541 |
LOW |
0.9514 |
0.618 |
0.9470 |
1.000 |
0.9443 |
1.618 |
0.9399 |
2.618 |
0.9328 |
4.250 |
0.9212 |
|
|
Fisher Pivots for day following 16-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
0.9559 |
0.9554 |
PP |
0.9554 |
0.9544 |
S1 |
0.9550 |
0.9534 |
|