CME Japanese Yen Future March 2021
| Trading Metrics calculated at close of trading on 08-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2020 |
08-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9614 |
0.9630 |
0.0016 |
0.2% |
0.9628 |
| High |
0.9639 |
0.9637 |
-0.0003 |
0.0% |
0.9661 |
| Low |
0.9602 |
0.9614 |
0.0012 |
0.1% |
0.9562 |
| Close |
0.9634 |
0.9617 |
-0.0017 |
-0.2% |
0.9623 |
| Range |
0.0037 |
0.0023 |
-0.0014 |
-37.8% |
0.0099 |
| ATR |
0.0053 |
0.0051 |
-0.0002 |
-4.0% |
0.0000 |
| Volume |
37,759 |
55,977 |
18,218 |
48.2% |
23,054 |
|
| Daily Pivots for day following 08-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9691 |
0.9677 |
0.9630 |
|
| R3 |
0.9668 |
0.9654 |
0.9623 |
|
| R2 |
0.9645 |
0.9645 |
0.9621 |
|
| R1 |
0.9631 |
0.9631 |
0.9619 |
0.9627 |
| PP |
0.9622 |
0.9622 |
0.9622 |
0.9620 |
| S1 |
0.9608 |
0.9608 |
0.9615 |
0.9604 |
| S2 |
0.9599 |
0.9599 |
0.9613 |
|
| S3 |
0.9576 |
0.9585 |
0.9611 |
|
| S4 |
0.9553 |
0.9562 |
0.9604 |
|
|
| Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9912 |
0.9866 |
0.9677 |
|
| R3 |
0.9813 |
0.9767 |
0.9650 |
|
| R2 |
0.9714 |
0.9714 |
0.9641 |
|
| R1 |
0.9668 |
0.9668 |
0.9632 |
0.9642 |
| PP |
0.9615 |
0.9615 |
0.9615 |
0.9602 |
| S1 |
0.9569 |
0.9569 |
0.9613 |
0.9543 |
| S2 |
0.9516 |
0.9516 |
0.9604 |
|
| S3 |
0.9417 |
0.9470 |
0.9595 |
|
| S4 |
0.9318 |
0.9371 |
0.9568 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9661 |
0.9562 |
0.0099 |
1.0% |
0.0047 |
0.5% |
56% |
False |
False |
22,812 |
| 10 |
0.9661 |
0.9562 |
0.0099 |
1.0% |
0.0046 |
0.5% |
56% |
False |
False |
11,768 |
| 20 |
0.9664 |
0.9478 |
0.0186 |
1.9% |
0.0049 |
0.5% |
75% |
False |
False |
5,965 |
| 40 |
0.9708 |
0.9478 |
0.0230 |
2.4% |
0.0052 |
0.5% |
61% |
False |
False |
3,057 |
| 60 |
0.9708 |
0.9444 |
0.0264 |
2.7% |
0.0049 |
0.5% |
66% |
False |
False |
2,057 |
| 80 |
0.9708 |
0.9386 |
0.0322 |
3.3% |
0.0048 |
0.5% |
72% |
False |
False |
1,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9734 |
|
2.618 |
0.9697 |
|
1.618 |
0.9674 |
|
1.000 |
0.9660 |
|
0.618 |
0.9651 |
|
HIGH |
0.9637 |
|
0.618 |
0.9628 |
|
0.500 |
0.9625 |
|
0.382 |
0.9622 |
|
LOW |
0.9614 |
|
0.618 |
0.9599 |
|
1.000 |
0.9591 |
|
1.618 |
0.9576 |
|
2.618 |
0.9553 |
|
4.250 |
0.9516 |
|
|
| Fisher Pivots for day following 08-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9625 |
0.9628 |
| PP |
0.9622 |
0.9625 |
| S1 |
0.9620 |
0.9621 |
|