CME Japanese Yen Future March 2021
| Trading Metrics calculated at close of trading on 13-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2020 |
13-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9503 |
0.9546 |
0.0043 |
0.5% |
0.9695 |
| High |
0.9533 |
0.9580 |
0.0047 |
0.5% |
0.9701 |
| Low |
0.9497 |
0.9527 |
0.0030 |
0.3% |
0.9478 |
| Close |
0.9531 |
0.9575 |
0.0044 |
0.5% |
0.9575 |
| Range |
0.0036 |
0.0053 |
0.0017 |
47.9% |
0.0223 |
| ATR |
0.0060 |
0.0060 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
91 |
86 |
-5 |
-5.5% |
749 |
|
| Daily Pivots for day following 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9718 |
0.9699 |
0.9603 |
|
| R3 |
0.9665 |
0.9646 |
0.9589 |
|
| R2 |
0.9613 |
0.9613 |
0.9584 |
|
| R1 |
0.9594 |
0.9594 |
0.9579 |
0.9603 |
| PP |
0.9560 |
0.9560 |
0.9560 |
0.9565 |
| S1 |
0.9541 |
0.9541 |
0.9570 |
0.9551 |
| S2 |
0.9508 |
0.9508 |
0.9565 |
|
| S3 |
0.9455 |
0.9489 |
0.9560 |
|
| S4 |
0.9403 |
0.9436 |
0.9546 |
|
|
| Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0253 |
1.0137 |
0.9697 |
|
| R3 |
1.0030 |
0.9914 |
0.9636 |
|
| R2 |
0.9807 |
0.9807 |
0.9615 |
|
| R1 |
0.9691 |
0.9691 |
0.9595 |
0.9638 |
| PP |
0.9584 |
0.9584 |
0.9584 |
0.9558 |
| S1 |
0.9468 |
0.9468 |
0.9554 |
0.9415 |
| S2 |
0.9361 |
0.9361 |
0.9534 |
|
| S3 |
0.9138 |
0.9245 |
0.9513 |
|
| S4 |
0.8915 |
0.9022 |
0.9452 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9701 |
0.9478 |
0.0223 |
2.3% |
0.0086 |
0.9% |
43% |
False |
False |
149 |
| 10 |
0.9708 |
0.9478 |
0.0230 |
2.4% |
0.0073 |
0.8% |
42% |
False |
False |
115 |
| 20 |
0.9708 |
0.9478 |
0.0230 |
2.4% |
0.0060 |
0.6% |
42% |
False |
False |
165 |
| 40 |
0.9708 |
0.9444 |
0.0264 |
2.8% |
0.0049 |
0.5% |
50% |
False |
False |
108 |
| 60 |
0.9708 |
0.9386 |
0.0322 |
3.4% |
0.0048 |
0.5% |
59% |
False |
False |
76 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9803 |
|
2.618 |
0.9717 |
|
1.618 |
0.9664 |
|
1.000 |
0.9632 |
|
0.618 |
0.9612 |
|
HIGH |
0.9580 |
|
0.618 |
0.9559 |
|
0.500 |
0.9553 |
|
0.382 |
0.9547 |
|
LOW |
0.9527 |
|
0.618 |
0.9495 |
|
1.000 |
0.9475 |
|
1.618 |
0.9442 |
|
2.618 |
0.9390 |
|
4.250 |
0.9304 |
|
|
| Fisher Pivots for day following 13-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9567 |
0.9559 |
| PP |
0.9560 |
0.9544 |
| S1 |
0.9553 |
0.9529 |
|