本レポート提供元 MacroTerms.com

データ基準日: 2026-10-06 · 決済基準: 取引所最終日次決済価格

YM=F (YM=F) Deep Dive | 2026-10-08 — Neutral, 20-Day Range Caps | 2026-10-08

Call: NEUTRAL on YM=F, with the setup invalidated on a settle below 51420.67 (S2) or above 52162.67 (R2). The prior settle of 51816 (2026-10-06) sits almost exactly on the 20-day channel midpoint (47.9% of the 50859–52859 range), while the 20-day change of -1.92% and the last completed weekly bar (2026-09-28–2026-10-02, close 51477, -1.32% w/w) show a market that has lost upside momentum without breaking down. ATR14 of 581 (1.12% of price) against RV20 of 10.9% and VIX at 15.01 (12th 1-year percentile) describes compressed, range-bound conditions rather than a trending tape. The 5-day change of +0.22% and the report-date Asia print of 51335 (-0.93% vs settle) confirm two-way, headline-driven chop. With no CFTC, inventory, or spread data available to establish a directional edge, the highest-conviction expression is to fade the 20-day extremes and stay flat in the middle. A settle outside 51420.67–52162.67 would force a reassessment.