CME Japanese Yen Future March 2021
| Trading Metrics calculated at close of trading on 20-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2020 |
20-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9641 |
0.9646 |
0.0005 |
0.1% |
0.9572 |
| High |
0.9658 |
0.9659 |
0.0001 |
0.0% |
0.9664 |
| Low |
0.9612 |
0.9641 |
0.0029 |
0.3% |
0.9529 |
| Close |
0.9651 |
0.9648 |
-0.0003 |
0.0% |
0.9648 |
| Range |
0.0046 |
0.0018 |
-0.0028 |
-61.5% |
0.0135 |
| ATR |
0.0058 |
0.0055 |
-0.0003 |
-5.0% |
0.0000 |
| Volume |
378 |
379 |
1 |
0.3% |
1,049 |
|
| Daily Pivots for day following 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9702 |
0.9692 |
0.9658 |
|
| R3 |
0.9684 |
0.9675 |
0.9653 |
|
| R2 |
0.9667 |
0.9667 |
0.9651 |
|
| R1 |
0.9657 |
0.9657 |
0.9650 |
0.9662 |
| PP |
0.9649 |
0.9649 |
0.9649 |
0.9652 |
| S1 |
0.9640 |
0.9640 |
0.9646 |
0.9645 |
| S2 |
0.9632 |
0.9632 |
0.9645 |
|
| S3 |
0.9614 |
0.9622 |
0.9643 |
|
| S4 |
0.9597 |
0.9605 |
0.9638 |
|
|
| Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0018 |
0.9968 |
0.9722 |
|
| R3 |
0.9883 |
0.9833 |
0.9685 |
|
| R2 |
0.9748 |
0.9748 |
0.9673 |
|
| R1 |
0.9698 |
0.9698 |
0.9660 |
0.9723 |
| PP |
0.9613 |
0.9613 |
0.9613 |
0.9626 |
| S1 |
0.9563 |
0.9563 |
0.9636 |
0.9588 |
| S2 |
0.9478 |
0.9478 |
0.9623 |
|
| S3 |
0.9343 |
0.9428 |
0.9611 |
|
| S4 |
0.9208 |
0.9293 |
0.9574 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9664 |
0.9529 |
0.0135 |
1.4% |
0.0044 |
0.5% |
89% |
False |
False |
209 |
| 10 |
0.9701 |
0.9478 |
0.0223 |
2.3% |
0.0065 |
0.7% |
76% |
False |
False |
179 |
| 20 |
0.9708 |
0.9478 |
0.0230 |
2.4% |
0.0059 |
0.6% |
74% |
False |
False |
215 |
| 40 |
0.9708 |
0.9444 |
0.0264 |
2.7% |
0.0048 |
0.5% |
77% |
False |
False |
128 |
| 60 |
0.9708 |
0.9386 |
0.0322 |
3.3% |
0.0048 |
0.5% |
81% |
False |
False |
93 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9733 |
|
2.618 |
0.9704 |
|
1.618 |
0.9687 |
|
1.000 |
0.9676 |
|
0.618 |
0.9669 |
|
HIGH |
0.9659 |
|
0.618 |
0.9652 |
|
0.500 |
0.9650 |
|
0.382 |
0.9648 |
|
LOW |
0.9641 |
|
0.618 |
0.9630 |
|
1.000 |
0.9624 |
|
1.618 |
0.9613 |
|
2.618 |
0.9595 |
|
4.250 |
0.9567 |
|
|
| Fisher Pivots for day following 20-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9650 |
0.9645 |
| PP |
0.9649 |
0.9641 |
| S1 |
0.9649 |
0.9638 |
|