CME Japanese Yen Future September 2020
| Trading Metrics calculated at close of trading on 23-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2020 |
23-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9074 |
0.9116 |
0.0042 |
0.5% |
0.9436 |
| High |
0.9204 |
0.9187 |
-0.0017 |
-0.2% |
0.9580 |
| Low |
0.9035 |
0.9038 |
0.0003 |
0.0% |
0.9035 |
| Close |
0.9059 |
0.9042 |
-0.0017 |
-0.2% |
0.9059 |
| Range |
0.0169 |
0.0149 |
-0.0020 |
-11.6% |
0.0545 |
| ATR |
0.0155 |
0.0154 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
8 |
63 |
55 |
687.5% |
549 |
|
| Daily Pivots for day following 23-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9536 |
0.9438 |
0.9124 |
|
| R3 |
0.9387 |
0.9289 |
0.9083 |
|
| R2 |
0.9238 |
0.9238 |
0.9069 |
|
| R1 |
0.9140 |
0.9140 |
0.9056 |
0.9115 |
| PP |
0.9089 |
0.9089 |
0.9089 |
0.9076 |
| S1 |
0.8991 |
0.8991 |
0.9028 |
0.8966 |
| S2 |
0.8940 |
0.8940 |
0.9015 |
|
| S3 |
0.8791 |
0.8842 |
0.9001 |
|
| S4 |
0.8642 |
0.8693 |
0.8960 |
|
|
| 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 |
0.9820 |
|
2.618 |
0.9577 |
|
1.618 |
0.9428 |
|
1.000 |
0.9336 |
|
0.618 |
0.9279 |
|
HIGH |
0.9187 |
|
0.618 |
0.9130 |
|
0.500 |
0.9113 |
|
0.382 |
0.9095 |
|
LOW |
0.9038 |
|
0.618 |
0.8946 |
|
1.000 |
0.8889 |
|
1.618 |
0.8797 |
|
2.618 |
0.8648 |
|
4.250 |
0.8405 |
|
|
| Fisher Pivots for day following 23-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9113 |
0.9161 |
| PP |
0.9089 |
0.9121 |
| S1 |
0.9066 |
0.9082 |
|