CME Japanese Yen Future September 2020
| Trading Metrics calculated at close of trading on 31-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2020 |
31-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9380 |
0.9347 |
-0.0033 |
-0.4% |
0.9116 |
| High |
0.9400 |
0.9358 |
-0.0042 |
-0.4% |
0.9350 |
| Low |
0.9306 |
0.9265 |
-0.0041 |
-0.4% |
0.9034 |
| Close |
0.9328 |
0.9347 |
0.0020 |
0.2% |
0.9350 |
| Range |
0.0094 |
0.0094 |
-0.0001 |
-0.5% |
0.0317 |
| ATR |
0.0143 |
0.0139 |
-0.0004 |
-2.5% |
0.0000 |
| Volume |
26 |
29 |
3 |
11.5% |
396 |
|
| Daily Pivots for day following 31-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9604 |
0.9569 |
0.9398 |
|
| R3 |
0.9510 |
0.9475 |
0.9373 |
|
| R2 |
0.9417 |
0.9417 |
0.9364 |
|
| R1 |
0.9382 |
0.9382 |
0.9356 |
0.9394 |
| PP |
0.9323 |
0.9323 |
0.9323 |
0.9329 |
| S1 |
0.9288 |
0.9288 |
0.9338 |
0.9300 |
| S2 |
0.9230 |
0.9230 |
0.9330 |
|
| S3 |
0.9136 |
0.9195 |
0.9321 |
|
| S4 |
0.9043 |
0.9101 |
0.9296 |
|
|
| 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 |
0.9755 |
|
2.618 |
0.9603 |
|
1.618 |
0.9509 |
|
1.000 |
0.9452 |
|
0.618 |
0.9416 |
|
HIGH |
0.9358 |
|
0.618 |
0.9322 |
|
0.500 |
0.9311 |
|
0.382 |
0.9300 |
|
LOW |
0.9265 |
|
0.618 |
0.9207 |
|
1.000 |
0.9171 |
|
1.618 |
0.9113 |
|
2.618 |
0.9020 |
|
4.250 |
0.8867 |
|
|
| Fisher Pivots for day following 31-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9335 |
0.9333 |
| PP |
0.9323 |
0.9318 |
| S1 |
0.9311 |
0.9304 |
|