CME Japanese Yen Future September 2020
| Trading Metrics calculated at close of trading on 27-Feb-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2020 |
27-Feb-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9150 |
0.9178 |
0.0028 |
0.3% |
0.9203 |
| High |
0.9168 |
0.9205 |
0.0037 |
0.4% |
0.9216 |
| Low |
0.9134 |
0.9152 |
0.0018 |
0.2% |
0.9015 |
| Close |
0.9165 |
0.9183 |
0.0019 |
0.2% |
0.9056 |
| Range |
0.0034 |
0.0053 |
0.0020 |
58.2% |
0.0202 |
| ATR |
|
|
|
|
|
| Volume |
4 |
12 |
8 |
200.0% |
77 |
|
| Daily Pivots for day following 27-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9339 |
0.9314 |
0.9212 |
|
| R3 |
0.9286 |
0.9261 |
0.9198 |
|
| R2 |
0.9233 |
0.9233 |
0.9193 |
|
| R1 |
0.9208 |
0.9208 |
0.9188 |
0.9220 |
| PP |
0.9180 |
0.9180 |
0.9180 |
0.9186 |
| S1 |
0.9155 |
0.9155 |
0.9178 |
0.9167 |
| S2 |
0.9127 |
0.9127 |
0.9173 |
|
| S3 |
0.9074 |
0.9102 |
0.9168 |
|
| S4 |
0.9021 |
0.9049 |
0.9154 |
|
|
| Weekly Pivots for week ending 21-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9700 |
0.9579 |
0.9166 |
|
| R3 |
0.9498 |
0.9378 |
0.9111 |
|
| R2 |
0.9297 |
0.9297 |
0.9092 |
|
| R1 |
0.9176 |
0.9176 |
0.9074 |
0.9136 |
| PP |
0.9095 |
0.9095 |
0.9095 |
0.9075 |
| S1 |
0.8975 |
0.8975 |
0.9037 |
0.8934 |
| S2 |
0.8894 |
0.8894 |
0.9019 |
|
| S3 |
0.8692 |
0.8773 |
0.9000 |
|
| S4 |
0.8491 |
0.8572 |
0.8945 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9430 |
|
2.618 |
0.9343 |
|
1.618 |
0.9290 |
|
1.000 |
0.9258 |
|
0.618 |
0.9237 |
|
HIGH |
0.9205 |
|
0.618 |
0.9184 |
|
0.500 |
0.9178 |
|
0.382 |
0.9172 |
|
LOW |
0.9152 |
|
0.618 |
0.9119 |
|
1.000 |
0.9099 |
|
1.618 |
0.9066 |
|
2.618 |
0.9013 |
|
4.250 |
0.8926 |
|
|
| Fisher Pivots for day following 27-Feb-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9181 |
0.9174 |
| PP |
0.9180 |
0.9165 |
| S1 |
0.9178 |
0.9155 |
|