CME Japanese Yen Future September 2020
Trading Metrics calculated at close of trading on 30-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2020 |
30-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
0.9260 |
0.9380 |
0.0121 |
1.3% |
0.9116 |
High |
0.9350 |
0.9400 |
0.0050 |
0.5% |
0.9350 |
Low |
0.9208 |
0.9306 |
0.0098 |
1.1% |
0.9034 |
Close |
0.9350 |
0.9328 |
-0.0023 |
-0.2% |
0.9350 |
Range |
0.0142 |
0.0094 |
-0.0048 |
-33.8% |
0.0317 |
ATR |
0.0147 |
0.0143 |
-0.0004 |
-2.6% |
0.0000 |
Volume |
9 |
26 |
17 |
188.9% |
396 |
|
Daily Pivots for day following 30-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9626 |
0.9571 |
0.9379 |
|
R3 |
0.9532 |
0.9477 |
0.9353 |
|
R2 |
0.9438 |
0.9438 |
0.9345 |
|
R1 |
0.9383 |
0.9383 |
0.9336 |
0.9364 |
PP |
0.9344 |
0.9344 |
0.9344 |
0.9335 |
S1 |
0.9289 |
0.9289 |
0.9319 |
0.9270 |
S2 |
0.9250 |
0.9250 |
0.9310 |
|
S3 |
0.9156 |
0.9195 |
0.9302 |
|
S4 |
0.9062 |
0.9101 |
0.9276 |
|
|
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 |
0.9799 |
2.618 |
0.9646 |
1.618 |
0.9552 |
1.000 |
0.9494 |
0.618 |
0.9458 |
HIGH |
0.9400 |
0.618 |
0.9364 |
0.500 |
0.9353 |
0.382 |
0.9341 |
LOW |
0.9306 |
0.618 |
0.9247 |
1.000 |
0.9212 |
1.618 |
0.9153 |
2.618 |
0.9059 |
4.250 |
0.8906 |
|
|
Fisher Pivots for day following 30-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
0.9353 |
0.9312 |
PP |
0.9344 |
0.9296 |
S1 |
0.9336 |
0.9280 |
|