CME Japanese Yen Future September 2020
| Trading Metrics calculated at close of trading on 27-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2020 |
27-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9175 |
0.9260 |
0.0085 |
0.9% |
0.9116 |
| High |
0.9224 |
0.9350 |
0.0127 |
1.4% |
0.9350 |
| Low |
0.9160 |
0.9208 |
0.0048 |
0.5% |
0.9034 |
| Close |
0.9224 |
0.9350 |
0.0127 |
1.4% |
0.9350 |
| Range |
0.0064 |
0.0142 |
0.0078 |
123.6% |
0.0317 |
| ATR |
0.0147 |
0.0147 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
3 |
9 |
6 |
200.0% |
396 |
|
| Daily Pivots for day following 27-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9729 |
0.9681 |
0.9428 |
|
| R3 |
0.9587 |
0.9539 |
0.9389 |
|
| R2 |
0.9445 |
0.9445 |
0.9376 |
|
| R1 |
0.9397 |
0.9397 |
0.9363 |
0.9421 |
| PP |
0.9303 |
0.9303 |
0.9303 |
0.9315 |
| S1 |
0.9255 |
0.9255 |
0.9337 |
0.9279 |
| S2 |
0.9161 |
0.9161 |
0.9324 |
|
| S3 |
0.9019 |
0.9113 |
0.9311 |
|
| S4 |
0.8877 |
0.8971 |
0.9272 |
|
|
| Weekly Pivots for week ending 27-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0194 |
1.0089 |
0.9524 |
|
| R3 |
0.9878 |
0.9772 |
0.9437 |
|
| R2 |
0.9561 |
0.9561 |
0.9408 |
|
| R1 |
0.9456 |
0.9456 |
0.9379 |
0.9508 |
| PP |
0.9245 |
0.9245 |
0.9245 |
0.9271 |
| S1 |
0.9139 |
0.9139 |
0.9321 |
0.9192 |
| S2 |
0.8928 |
0.8928 |
0.9292 |
|
| S3 |
0.8612 |
0.8823 |
0.9263 |
|
| S4 |
0.8295 |
0.8506 |
0.9176 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9954 |
|
2.618 |
0.9722 |
|
1.618 |
0.9580 |
|
1.000 |
0.9492 |
|
0.618 |
0.9438 |
|
HIGH |
0.9350 |
|
0.618 |
0.9296 |
|
0.500 |
0.9279 |
|
0.382 |
0.9262 |
|
LOW |
0.9208 |
|
0.618 |
0.9120 |
|
1.000 |
0.9066 |
|
1.618 |
0.8978 |
|
2.618 |
0.8836 |
|
4.250 |
0.8605 |
|
|
| Fisher Pivots for day following 27-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9326 |
0.9297 |
| PP |
0.9303 |
0.9245 |
| S1 |
0.9279 |
0.9192 |
|