CME Japanese Yen Future September 2020
| Trading Metrics calculated at close of trading on 19-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2020 |
19-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9391 |
0.9259 |
-0.0132 |
-1.4% |
0.9657 |
| High |
0.9431 |
0.9287 |
-0.0144 |
-1.5% |
0.9939 |
| Low |
0.9273 |
0.9097 |
-0.0176 |
-1.9% |
0.9311 |
| Close |
0.9329 |
0.9118 |
-0.0212 |
-2.3% |
0.9331 |
| Range |
0.0159 |
0.0190 |
0.0032 |
19.9% |
0.0628 |
| ATR |
0.0148 |
0.0154 |
0.0006 |
4.1% |
0.0000 |
| Volume |
77 |
49 |
-28 |
-36.4% |
801 |
|
| Daily Pivots for day following 19-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9737 |
0.9617 |
0.9222 |
|
| R3 |
0.9547 |
0.9427 |
0.9170 |
|
| R2 |
0.9357 |
0.9357 |
0.9152 |
|
| R1 |
0.9237 |
0.9237 |
0.9135 |
0.9202 |
| PP |
0.9167 |
0.9167 |
0.9167 |
0.9150 |
| S1 |
0.9047 |
0.9047 |
0.9100 |
0.9012 |
| S2 |
0.8977 |
0.8977 |
0.9083 |
|
| S3 |
0.8787 |
0.8857 |
0.9065 |
|
| S4 |
0.8597 |
0.8667 |
0.9013 |
|
|
| 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 |
1.0095 |
|
2.618 |
0.9784 |
|
1.618 |
0.9594 |
|
1.000 |
0.9477 |
|
0.618 |
0.9404 |
|
HIGH |
0.9287 |
|
0.618 |
0.9214 |
|
0.500 |
0.9192 |
|
0.382 |
0.9170 |
|
LOW |
0.9097 |
|
0.618 |
0.8980 |
|
1.000 |
0.8907 |
|
1.618 |
0.8790 |
|
2.618 |
0.8600 |
|
4.250 |
0.8290 |
|
|
| Fisher Pivots for day following 19-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9192 |
0.9312 |
| PP |
0.9167 |
0.9247 |
| S1 |
0.9142 |
0.9182 |
|