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データ基準日: 2026-11-05 · 決済基準: 取引所最終日次決済価格

FEF=F Deep Dive | Bullish breakout above 92.05, target 93.93 | 2026-11-06

FEF=F is bullish: the 2026-11-05 settle at 93.2 broke above the prior 20-day high of 92.05, and the call stays long while price holds above the 92.917 next-session S1; a daily settle back below 91.833 (next-session pivot) would invalidate the breakout and flip the view to neutral. Three reasons support the long. First, momentum is accelerating — 1D +1.47%, 5D +2.53% and 20D +2.23% all positive, with the settle at 93.2 sitting in the top decile of the 20-day range (89.2–93.65, position 89.9%). Second, the breakout is confirmed by a rising bar sequence: the last five settled bars show closes of 91, 91.15, 91.15, 91.85 and 93.4, with each high stepping up from 91.15 to 93.65. Third, realized volatility of 12.2% remains moderate relative to the ATR14 of 0.893 (0.96% of price), meaning the trend is orderly rather than exhausted. The next-session pivot ladder (from the 2026-11-05 H/L/C) places P at 93.283, R1 at 93.567 and R2 at 93.933, with S1 at 92.917 and S2 at 92.633. Trade reference is the continuous contract on the exchange's current front month, as no monthly term-structure data is available. Risk events on 2026-11-06 (US average hourly earnings and non-farm payrolls) can move the dollar and feed back into the contract; no Asia intraday print was captured for this issue, so intraday levels are not quoted.