CME Japanese Yen Future September 2020
| Trading Metrics calculated at close of trading on 13-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2020 |
13-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9710 |
0.9476 |
-0.0235 |
-2.4% |
0.9657 |
| High |
0.9747 |
0.9614 |
-0.0133 |
-1.4% |
0.9939 |
| Low |
0.9497 |
0.9311 |
-0.0186 |
-2.0% |
0.9311 |
| Close |
0.9572 |
0.9331 |
-0.0241 |
-2.5% |
0.9331 |
| Range |
0.0249 |
0.0303 |
0.0053 |
21.5% |
0.0628 |
| ATR |
0.0123 |
0.0136 |
0.0013 |
10.4% |
0.0000 |
| Volume |
216 |
232 |
16 |
7.4% |
801 |
|
| Daily Pivots for day following 13-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0326 |
1.0131 |
0.9497 |
|
| R3 |
1.0024 |
0.9829 |
0.9414 |
|
| R2 |
0.9721 |
0.9721 |
0.9386 |
|
| R1 |
0.9526 |
0.9526 |
0.9359 |
0.9472 |
| PP |
0.9419 |
0.9419 |
0.9419 |
0.9392 |
| S1 |
0.9224 |
0.9224 |
0.9303 |
0.9170 |
| S2 |
0.9116 |
0.9116 |
0.9276 |
|
| S3 |
0.8814 |
0.8921 |
0.9248 |
|
| S4 |
0.8511 |
0.8619 |
0.9165 |
|
|
| Weekly Pivots for week ending 13-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1409 |
1.0998 |
0.9676 |
|
| R3 |
1.0782 |
1.0370 |
0.9504 |
|
| R2 |
1.0154 |
1.0154 |
0.9446 |
|
| R1 |
0.9743 |
0.9743 |
0.9389 |
0.9635 |
| PP |
0.9527 |
0.9527 |
0.9527 |
0.9473 |
| S1 |
0.9115 |
0.9115 |
0.9273 |
0.9007 |
| S2 |
0.8899 |
0.8899 |
0.9216 |
|
| S3 |
0.8272 |
0.8488 |
0.9158 |
|
| S4 |
0.7644 |
0.7860 |
0.8986 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0899 |
|
2.618 |
1.0405 |
|
1.618 |
1.0103 |
|
1.000 |
0.9916 |
|
0.618 |
0.9800 |
|
HIGH |
0.9614 |
|
0.618 |
0.9498 |
|
0.500 |
0.9462 |
|
0.382 |
0.9427 |
|
LOW |
0.9311 |
|
0.618 |
0.9124 |
|
1.000 |
0.9009 |
|
1.618 |
0.8822 |
|
2.618 |
0.8519 |
|
4.250 |
0.8025 |
|
|
| Fisher Pivots for day following 13-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9462 |
0.9529 |
| PP |
0.9419 |
0.9463 |
| S1 |
0.9375 |
0.9397 |
|