CME Japanese Yen Future September 2020
| Trading Metrics calculated at close of trading on 20-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2020 |
20-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9259 |
0.9074 |
-0.0185 |
-2.0% |
0.9436 |
| High |
0.9287 |
0.9204 |
-0.0084 |
-0.9% |
0.9580 |
| Low |
0.9097 |
0.9035 |
-0.0062 |
-0.7% |
0.9035 |
| Close |
0.9118 |
0.9059 |
-0.0059 |
-0.6% |
0.9059 |
| Range |
0.0190 |
0.0169 |
-0.0022 |
-11.3% |
0.0545 |
| ATR |
0.0154 |
0.0155 |
0.0001 |
0.7% |
0.0000 |
| Volume |
49 |
8 |
-41 |
-83.7% |
549 |
|
| Daily Pivots for day following 20-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9605 |
0.9500 |
0.9152 |
|
| R3 |
0.9436 |
0.9332 |
0.9105 |
|
| R2 |
0.9268 |
0.9268 |
0.9090 |
|
| R1 |
0.9163 |
0.9163 |
0.9074 |
0.9131 |
| PP |
0.9099 |
0.9099 |
0.9099 |
0.9083 |
| S1 |
0.8995 |
0.8995 |
0.9044 |
0.8963 |
| S2 |
0.8931 |
0.8931 |
0.9028 |
|
| S3 |
0.8762 |
0.8826 |
0.9013 |
|
| S4 |
0.8594 |
0.8658 |
0.8966 |
|
|
| Weekly Pivots for week ending 20-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0858 |
1.0503 |
0.9358 |
|
| R3 |
1.0314 |
0.9959 |
0.9209 |
|
| R2 |
0.9769 |
0.9769 |
0.9159 |
|
| R1 |
0.9414 |
0.9414 |
0.9109 |
0.9319 |
| PP |
0.9225 |
0.9225 |
0.9225 |
0.9177 |
| S1 |
0.8870 |
0.8870 |
0.9009 |
0.8775 |
| S2 |
0.8680 |
0.8680 |
0.8959 |
|
| S3 |
0.8136 |
0.8325 |
0.8909 |
|
| S4 |
0.7591 |
0.7781 |
0.8760 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9920 |
|
2.618 |
0.9645 |
|
1.618 |
0.9476 |
|
1.000 |
0.9372 |
|
0.618 |
0.9308 |
|
HIGH |
0.9204 |
|
0.618 |
0.9139 |
|
0.500 |
0.9119 |
|
0.382 |
0.9099 |
|
LOW |
0.9035 |
|
0.618 |
0.8931 |
|
1.000 |
0.8867 |
|
1.618 |
0.8762 |
|
2.618 |
0.8594 |
|
4.250 |
0.8319 |
|
|
| Fisher Pivots for day following 20-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9119 |
0.9233 |
| PP |
0.9099 |
0.9175 |
| S1 |
0.9079 |
0.9117 |
|