CME Japanese Yen Future March 2021
| Trading Metrics calculated at close of trading on 11-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2020 |
11-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9515 |
0.9518 |
0.0003 |
0.0% |
0.9571 |
| High |
0.9556 |
0.9539 |
-0.0017 |
-0.2% |
0.9708 |
| Low |
0.9497 |
0.9478 |
-0.0019 |
-0.2% |
0.9511 |
| Close |
0.9514 |
0.9500 |
-0.0014 |
-0.1% |
0.9704 |
| Range |
0.0060 |
0.0062 |
0.0002 |
3.4% |
0.0197 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
115 |
104 |
-11 |
-9.6% |
401 |
|
| Daily Pivots for day following 11-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9690 |
0.9657 |
0.9534 |
|
| R3 |
0.9629 |
0.9595 |
0.9517 |
|
| R2 |
0.9567 |
0.9567 |
0.9511 |
|
| R1 |
0.9534 |
0.9534 |
0.9506 |
0.9520 |
| PP |
0.9506 |
0.9506 |
0.9506 |
0.9499 |
| S1 |
0.9472 |
0.9472 |
0.9494 |
0.9458 |
| S2 |
0.9444 |
0.9444 |
0.9489 |
|
| S3 |
0.9383 |
0.9411 |
0.9483 |
|
| S4 |
0.9321 |
0.9349 |
0.9466 |
|
|
| Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0230 |
1.0164 |
0.9812 |
|
| R3 |
1.0034 |
0.9967 |
0.9758 |
|
| R2 |
0.9837 |
0.9837 |
0.9740 |
|
| R1 |
0.9771 |
0.9771 |
0.9722 |
0.9804 |
| PP |
0.9641 |
0.9641 |
0.9641 |
0.9658 |
| S1 |
0.9574 |
0.9574 |
0.9686 |
0.9608 |
| S2 |
0.9444 |
0.9444 |
0.9668 |
|
| S3 |
0.9248 |
0.9378 |
0.9650 |
|
| S4 |
0.9051 |
0.9181 |
0.9596 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9708 |
0.9478 |
0.0230 |
2.4% |
0.0098 |
1.0% |
10% |
False |
True |
156 |
| 10 |
0.9708 |
0.9478 |
0.0230 |
2.4% |
0.0076 |
0.8% |
10% |
False |
True |
110 |
| 20 |
0.9708 |
0.9478 |
0.0230 |
2.4% |
0.0058 |
0.6% |
10% |
False |
True |
157 |
| 40 |
0.9708 |
0.9444 |
0.0264 |
2.8% |
0.0050 |
0.5% |
21% |
False |
False |
105 |
| 60 |
0.9708 |
0.9386 |
0.0322 |
3.4% |
0.0048 |
0.5% |
35% |
False |
False |
73 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9800 |
|
2.618 |
0.9700 |
|
1.618 |
0.9639 |
|
1.000 |
0.9601 |
|
0.618 |
0.9577 |
|
HIGH |
0.9539 |
|
0.618 |
0.9516 |
|
0.500 |
0.9508 |
|
0.382 |
0.9501 |
|
LOW |
0.9478 |
|
0.618 |
0.9439 |
|
1.000 |
0.9416 |
|
1.618 |
0.9378 |
|
2.618 |
0.9316 |
|
4.250 |
0.9216 |
|
|
| Fisher Pivots for day following 11-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9508 |
0.9589 |
| PP |
0.9506 |
0.9559 |
| S1 |
0.9503 |
0.9530 |
|