CME Japanese Yen Future September 2020
| Trading Metrics calculated at close of trading on 04-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2020 |
04-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9349 |
0.9378 |
0.0029 |
0.3% |
0.9082 |
| High |
0.9414 |
0.9422 |
0.0008 |
0.1% |
0.9376 |
| Low |
0.9303 |
0.9359 |
0.0057 |
0.6% |
0.9055 |
| Close |
0.9393 |
0.9385 |
-0.0008 |
-0.1% |
0.9360 |
| Range |
0.0111 |
0.0063 |
-0.0049 |
-43.7% |
0.0321 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
23 |
10 |
-13 |
-56.5% |
86 |
|
| Daily Pivots for day following 04-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9576 |
0.9543 |
0.9419 |
|
| R3 |
0.9514 |
0.9481 |
0.9402 |
|
| R2 |
0.9451 |
0.9451 |
0.9396 |
|
| R1 |
0.9418 |
0.9418 |
0.9391 |
0.9435 |
| PP |
0.9389 |
0.9389 |
0.9389 |
0.9397 |
| S1 |
0.9356 |
0.9356 |
0.9379 |
0.9372 |
| S2 |
0.9326 |
0.9326 |
0.9374 |
|
| S3 |
0.9264 |
0.9293 |
0.9368 |
|
| S4 |
0.9201 |
0.9231 |
0.9351 |
|
|
| 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 |
0.9687 |
|
2.618 |
0.9585 |
|
1.618 |
0.9523 |
|
1.000 |
0.9484 |
|
0.618 |
0.9460 |
|
HIGH |
0.9422 |
|
0.618 |
0.9398 |
|
0.500 |
0.9390 |
|
0.382 |
0.9383 |
|
LOW |
0.9359 |
|
0.618 |
0.9320 |
|
1.000 |
0.9297 |
|
1.618 |
0.9258 |
|
2.618 |
0.9195 |
|
4.250 |
0.9093 |
|
|
| Fisher Pivots for day following 04-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9390 |
0.9375 |
| PP |
0.9389 |
0.9365 |
| S1 |
0.9387 |
0.9356 |
|