CME Japanese Yen Future September 2020
| Trading Metrics calculated at close of trading on 03-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2020 |
03-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9355 |
0.9349 |
-0.0006 |
-0.1% |
0.9082 |
| High |
0.9388 |
0.9414 |
0.0026 |
0.3% |
0.9376 |
| Low |
0.9290 |
0.9303 |
0.0013 |
0.1% |
0.9055 |
| Close |
0.9351 |
0.9393 |
0.0043 |
0.5% |
0.9360 |
| Range |
0.0098 |
0.0111 |
0.0013 |
13.3% |
0.0321 |
| ATR |
0.0063 |
0.0066 |
0.0003 |
5.5% |
0.0000 |
| Volume |
63 |
23 |
-40 |
-63.5% |
86 |
|
| Daily Pivots for day following 03-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9703 |
0.9659 |
0.9455 |
|
| R3 |
0.9592 |
0.9548 |
0.9424 |
|
| R2 |
0.9481 |
0.9481 |
0.9414 |
|
| R1 |
0.9437 |
0.9437 |
0.9404 |
0.9459 |
| PP |
0.9370 |
0.9370 |
0.9370 |
0.9381 |
| S1 |
0.9326 |
0.9326 |
0.9383 |
0.9348 |
| S2 |
0.9259 |
0.9259 |
0.9373 |
|
| S3 |
0.9148 |
0.9215 |
0.9363 |
|
| S4 |
0.9037 |
0.9104 |
0.9332 |
|
|
| Weekly Pivots for week ending 28-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0227 |
1.0114 |
0.9536 |
|
| R3 |
0.9906 |
0.9793 |
0.9448 |
|
| R2 |
0.9585 |
0.9585 |
0.9418 |
|
| R1 |
0.9472 |
0.9472 |
0.9389 |
0.9528 |
| PP |
0.9264 |
0.9264 |
0.9264 |
0.9292 |
| S1 |
0.9151 |
0.9151 |
0.9330 |
0.9207 |
| S2 |
0.8943 |
0.8943 |
0.9301 |
|
| S3 |
0.8622 |
0.8830 |
0.9271 |
|
| S4 |
0.8301 |
0.8509 |
0.9183 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9885 |
|
2.618 |
0.9704 |
|
1.618 |
0.9593 |
|
1.000 |
0.9525 |
|
0.618 |
0.9482 |
|
HIGH |
0.9414 |
|
0.618 |
0.9371 |
|
0.500 |
0.9358 |
|
0.382 |
0.9345 |
|
LOW |
0.9303 |
|
0.618 |
0.9234 |
|
1.000 |
0.9192 |
|
1.618 |
0.9123 |
|
2.618 |
0.9012 |
|
4.250 |
0.8831 |
|
|
| Fisher Pivots for day following 03-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9382 |
0.9379 |
| PP |
0.9370 |
0.9365 |
| S1 |
0.9358 |
0.9352 |
|