CME Japanese Yen Future September 2020
| Trading Metrics calculated at close of trading on 06-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2020 |
06-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9382 |
0.9500 |
0.0119 |
1.3% |
0.9355 |
| High |
0.9500 |
0.9587 |
0.0087 |
0.9% |
0.9587 |
| Low |
0.9355 |
0.9500 |
0.0145 |
1.5% |
0.9290 |
| Close |
0.9465 |
0.9572 |
0.0107 |
1.1% |
0.9572 |
| Range |
0.0145 |
0.0087 |
-0.0058 |
-39.7% |
0.0298 |
| ATR |
0.0072 |
0.0075 |
0.0004 |
5.1% |
0.0000 |
| Volume |
32 |
19 |
-13 |
-40.6% |
147 |
|
| Daily Pivots for day following 06-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9815 |
0.9781 |
0.9620 |
|
| R3 |
0.9728 |
0.9693 |
0.9596 |
|
| R2 |
0.9640 |
0.9640 |
0.9588 |
|
| R1 |
0.9606 |
0.9606 |
0.9580 |
0.9623 |
| PP |
0.9553 |
0.9553 |
0.9553 |
0.9562 |
| S1 |
0.9519 |
0.9519 |
0.9563 |
0.9536 |
| S2 |
0.9466 |
0.9466 |
0.9555 |
|
| S3 |
0.9378 |
0.9431 |
0.9547 |
|
| S4 |
0.9291 |
0.9344 |
0.9523 |
|
|
| Weekly Pivots for week ending 06-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0377 |
1.0272 |
0.9735 |
|
| R3 |
1.0079 |
0.9974 |
0.9653 |
|
| R2 |
0.9781 |
0.9781 |
0.9626 |
|
| R1 |
0.9676 |
0.9676 |
0.9599 |
0.9728 |
| PP |
0.9483 |
0.9483 |
0.9483 |
0.9509 |
| S1 |
0.9378 |
0.9378 |
0.9544 |
0.9431 |
| S2 |
0.9185 |
0.9185 |
0.9517 |
|
| S3 |
0.8887 |
0.9080 |
0.9490 |
|
| S4 |
0.8589 |
0.8782 |
0.9408 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9959 |
|
2.618 |
0.9817 |
|
1.618 |
0.9729 |
|
1.000 |
0.9675 |
|
0.618 |
0.9642 |
|
HIGH |
0.9587 |
|
0.618 |
0.9554 |
|
0.500 |
0.9544 |
|
0.382 |
0.9533 |
|
LOW |
0.9500 |
|
0.618 |
0.9446 |
|
1.000 |
0.9413 |
|
1.618 |
0.9358 |
|
2.618 |
0.9271 |
|
4.250 |
0.9128 |
|
|
| Fisher Pivots for day following 06-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9562 |
0.9538 |
| PP |
0.9553 |
0.9505 |
| S1 |
0.9544 |
0.9471 |
|