CME Japanese Yen Future March 2021
| Trading Metrics calculated at close of trading on 01-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2020 |
01-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9628 |
0.9601 |
-0.0027 |
-0.3% |
0.9651 |
| High |
0.9647 |
0.9615 |
-0.0032 |
-0.3% |
0.9661 |
| Low |
0.9594 |
0.9580 |
-0.0015 |
-0.2% |
0.9563 |
| Close |
0.9602 |
0.9595 |
-0.0007 |
-0.1% |
0.9630 |
| Range |
0.0052 |
0.0035 |
-0.0017 |
-32.7% |
0.0099 |
| ATR |
0.0055 |
0.0053 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
1,489 |
1,240 |
-249 |
-16.7% |
1,070 |
|
| Daily Pivots for day following 01-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9701 |
0.9683 |
0.9614 |
|
| R3 |
0.9666 |
0.9648 |
0.9605 |
|
| R2 |
0.9631 |
0.9631 |
0.9601 |
|
| R1 |
0.9613 |
0.9613 |
0.9598 |
0.9605 |
| PP |
0.9596 |
0.9596 |
0.9596 |
0.9592 |
| S1 |
0.9578 |
0.9578 |
0.9592 |
0.9570 |
| S2 |
0.9561 |
0.9561 |
0.9589 |
|
| S3 |
0.9526 |
0.9543 |
0.9585 |
|
| S4 |
0.9491 |
0.9508 |
0.9576 |
|
|
| Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9913 |
0.9870 |
0.9684 |
|
| R3 |
0.9815 |
0.9771 |
0.9657 |
|
| R2 |
0.9716 |
0.9716 |
0.9648 |
|
| R1 |
0.9673 |
0.9673 |
0.9639 |
0.9645 |
| PP |
0.9618 |
0.9618 |
0.9618 |
0.9604 |
| S1 |
0.9574 |
0.9574 |
0.9620 |
0.9547 |
| S2 |
0.9519 |
0.9519 |
0.9611 |
|
| S3 |
0.9421 |
0.9476 |
0.9602 |
|
| S4 |
0.9322 |
0.9377 |
0.9575 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9647 |
0.9563 |
0.0084 |
0.9% |
0.0045 |
0.5% |
39% |
False |
False |
725 |
| 10 |
0.9664 |
0.9563 |
0.0101 |
1.1% |
0.0046 |
0.5% |
32% |
False |
False |
479 |
| 20 |
0.9708 |
0.9478 |
0.0230 |
2.4% |
0.0061 |
0.6% |
51% |
False |
False |
298 |
| 40 |
0.9708 |
0.9444 |
0.0264 |
2.8% |
0.0050 |
0.5% |
57% |
False |
False |
217 |
| 60 |
0.9708 |
0.9434 |
0.0274 |
2.9% |
0.0047 |
0.5% |
59% |
False |
False |
157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9763 |
|
2.618 |
0.9706 |
|
1.618 |
0.9671 |
|
1.000 |
0.9650 |
|
0.618 |
0.9636 |
|
HIGH |
0.9615 |
|
0.618 |
0.9601 |
|
0.500 |
0.9597 |
|
0.382 |
0.9593 |
|
LOW |
0.9580 |
|
0.618 |
0.9558 |
|
1.000 |
0.9545 |
|
1.618 |
0.9523 |
|
2.618 |
0.9488 |
|
4.250 |
0.9431 |
|
|
| Fisher Pivots for day following 01-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9597 |
0.9613 |
| PP |
0.9596 |
0.9607 |
| S1 |
0.9596 |
0.9601 |
|