CME Japanese Yen Future March 2021
| Trading Metrics calculated at close of trading on 25-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2020 |
25-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9584 |
0.9586 |
0.0002 |
0.0% |
0.9572 |
| High |
0.9618 |
0.9608 |
-0.0010 |
-0.1% |
0.9664 |
| Low |
0.9563 |
0.9577 |
0.0015 |
0.2% |
0.9529 |
| Close |
0.9580 |
0.9593 |
0.0013 |
0.1% |
0.9648 |
| Range |
0.0056 |
0.0031 |
-0.0025 |
-44.1% |
0.0135 |
| ATR |
0.0057 |
0.0055 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
208 |
307 |
99 |
47.6% |
1,049 |
|
| Daily Pivots for day following 25-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9686 |
0.9670 |
0.9610 |
|
| R3 |
0.9655 |
0.9639 |
0.9602 |
|
| R2 |
0.9624 |
0.9624 |
0.9599 |
|
| R1 |
0.9608 |
0.9608 |
0.9596 |
0.9616 |
| PP |
0.9593 |
0.9593 |
0.9593 |
0.9597 |
| S1 |
0.9577 |
0.9577 |
0.9590 |
0.9585 |
| S2 |
0.9562 |
0.9562 |
0.9587 |
|
| S3 |
0.9531 |
0.9546 |
0.9584 |
|
| S4 |
0.9500 |
0.9515 |
0.9576 |
|
|
| 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 |
0.9661 |
0.9563 |
0.0099 |
1.0% |
0.0047 |
0.5% |
31% |
False |
False |
288 |
| 10 |
0.9664 |
0.9497 |
0.0166 |
1.7% |
0.0048 |
0.5% |
58% |
False |
False |
191 |
| 20 |
0.9708 |
0.9478 |
0.0230 |
2.4% |
0.0062 |
0.6% |
50% |
False |
False |
150 |
| 40 |
0.9708 |
0.9444 |
0.0264 |
2.8% |
0.0050 |
0.5% |
57% |
False |
False |
143 |
| 60 |
0.9708 |
0.9420 |
0.0288 |
3.0% |
0.0047 |
0.5% |
60% |
False |
False |
105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9740 |
|
2.618 |
0.9689 |
|
1.618 |
0.9658 |
|
1.000 |
0.9639 |
|
0.618 |
0.9627 |
|
HIGH |
0.9608 |
|
0.618 |
0.9596 |
|
0.500 |
0.9593 |
|
0.382 |
0.9589 |
|
LOW |
0.9577 |
|
0.618 |
0.9558 |
|
1.000 |
0.9546 |
|
1.618 |
0.9527 |
|
2.618 |
0.9496 |
|
4.250 |
0.9445 |
|
|
| Fisher Pivots for day following 25-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9593 |
0.9612 |
| PP |
0.9593 |
0.9606 |
| S1 |
0.9593 |
0.9599 |
|