CME Japanese Yen Future September 2020
| Trading Metrics calculated at close of trading on 11-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2020 |
11-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9823 |
0.9597 |
-0.0226 |
-2.3% |
0.9355 |
| High |
0.9823 |
0.9657 |
-0.0167 |
-1.7% |
0.9587 |
| Low |
0.9510 |
0.9559 |
0.0049 |
0.5% |
0.9290 |
| Close |
0.9575 |
0.9620 |
0.0046 |
0.5% |
0.9572 |
| Range |
0.0314 |
0.0098 |
-0.0216 |
-68.7% |
0.0298 |
| ATR |
0.0114 |
0.0113 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
305 |
11 |
-294 |
-96.4% |
147 |
|
| Daily Pivots for day following 11-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9906 |
0.9861 |
0.9674 |
|
| R3 |
0.9808 |
0.9763 |
0.9647 |
|
| R2 |
0.9710 |
0.9710 |
0.9638 |
|
| R1 |
0.9665 |
0.9665 |
0.9629 |
0.9687 |
| PP |
0.9612 |
0.9612 |
0.9612 |
0.9623 |
| S1 |
0.9567 |
0.9567 |
0.9611 |
0.9589 |
| S2 |
0.9514 |
0.9514 |
0.9602 |
|
| S3 |
0.9416 |
0.9469 |
0.9593 |
|
| S4 |
0.9318 |
0.9371 |
0.9566 |
|
|
| 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 |
1.0073 |
|
2.618 |
0.9913 |
|
1.618 |
0.9815 |
|
1.000 |
0.9755 |
|
0.618 |
0.9717 |
|
HIGH |
0.9657 |
|
0.618 |
0.9619 |
|
0.500 |
0.9608 |
|
0.382 |
0.9596 |
|
LOW |
0.9559 |
|
0.618 |
0.9498 |
|
1.000 |
0.9461 |
|
1.618 |
0.9400 |
|
2.618 |
0.9302 |
|
4.250 |
0.9142 |
|
|
| Fisher Pivots for day following 11-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9616 |
0.9724 |
| PP |
0.9612 |
0.9689 |
| S1 |
0.9608 |
0.9655 |
|