CME Japanese Yen Future September 2020
| Trading Metrics calculated at close of trading on 16-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2020 |
16-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9476 |
0.9436 |
-0.0039 |
-0.4% |
0.9657 |
| High |
0.9614 |
0.9580 |
-0.0034 |
-0.4% |
0.9939 |
| Low |
0.9311 |
0.9424 |
0.0113 |
1.2% |
0.9311 |
| Close |
0.9331 |
0.9507 |
0.0176 |
1.9% |
0.9331 |
| Range |
0.0303 |
0.0156 |
-0.0147 |
-48.6% |
0.0628 |
| ATR |
0.0136 |
0.0144 |
0.0008 |
5.9% |
0.0000 |
| Volume |
232 |
32 |
-200 |
-86.2% |
801 |
|
| Daily Pivots for day following 16-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9970 |
0.9894 |
0.9592 |
|
| R3 |
0.9814 |
0.9738 |
0.9549 |
|
| R2 |
0.9659 |
0.9659 |
0.9535 |
|
| R1 |
0.9583 |
0.9583 |
0.9521 |
0.9621 |
| PP |
0.9503 |
0.9503 |
0.9503 |
0.9522 |
| S1 |
0.9427 |
0.9427 |
0.9492 |
0.9465 |
| S2 |
0.9348 |
0.9348 |
0.9478 |
|
| S3 |
0.9192 |
0.9272 |
0.9464 |
|
| S4 |
0.9037 |
0.9116 |
0.9421 |
|
|
| 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 |
1.0240 |
|
2.618 |
0.9987 |
|
1.618 |
0.9831 |
|
1.000 |
0.9735 |
|
0.618 |
0.9676 |
|
HIGH |
0.9580 |
|
0.618 |
0.9520 |
|
0.500 |
0.9502 |
|
0.382 |
0.9483 |
|
LOW |
0.9424 |
|
0.618 |
0.9328 |
|
1.000 |
0.9269 |
|
1.618 |
0.9172 |
|
2.618 |
0.9017 |
|
4.250 |
0.8763 |
|
|
| Fisher Pivots for day following 16-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9505 |
0.9529 |
| PP |
0.9503 |
0.9521 |
| S1 |
0.9502 |
0.9514 |
|