CME Japanese Yen Future September 2020
Trading Metrics calculated at close of trading on 06-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2020 |
06-May-2020 |
Change |
Change % |
Previous Week |
Open |
0.9404 |
0.9420 |
0.0016 |
0.2% |
0.9321 |
High |
0.9418 |
0.9457 |
0.0039 |
0.4% |
0.9427 |
Low |
0.9376 |
0.9407 |
0.0031 |
0.3% |
0.9317 |
Close |
0.9411 |
0.9450 |
0.0039 |
0.4% |
0.9379 |
Range |
0.0042 |
0.0050 |
0.0008 |
19.3% |
0.0110 |
ATR |
0.0072 |
0.0070 |
-0.0002 |
-2.2% |
0.0000 |
Volume |
25 |
72 |
47 |
188.0% |
435 |
|
Daily Pivots for day following 06-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9586 |
0.9568 |
0.9477 |
|
R3 |
0.9537 |
0.9518 |
0.9464 |
|
R2 |
0.9487 |
0.9487 |
0.9459 |
|
R1 |
0.9469 |
0.9469 |
0.9455 |
0.9478 |
PP |
0.9438 |
0.9438 |
0.9438 |
0.9443 |
S1 |
0.9419 |
0.9419 |
0.9445 |
0.9429 |
S2 |
0.9388 |
0.9388 |
0.9441 |
|
S3 |
0.9339 |
0.9370 |
0.9436 |
|
S4 |
0.9289 |
0.9320 |
0.9423 |
|
|
Weekly Pivots for week ending 01-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9704 |
0.9651 |
0.9439 |
|
R3 |
0.9594 |
0.9541 |
0.9409 |
|
R2 |
0.9484 |
0.9484 |
0.9399 |
|
R1 |
0.9431 |
0.9431 |
0.9389 |
0.9458 |
PP |
0.9374 |
0.9374 |
0.9374 |
0.9387 |
S1 |
0.9321 |
0.9321 |
0.9368 |
0.9348 |
S2 |
0.9264 |
0.9264 |
0.9358 |
|
S3 |
0.9154 |
0.9211 |
0.9348 |
|
S4 |
0.9044 |
0.9101 |
0.9318 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9457 |
0.9323 |
0.0134 |
1.4% |
0.0059 |
0.6% |
95% |
True |
False |
69 |
10 |
0.9457 |
0.9281 |
0.0176 |
1.9% |
0.0055 |
0.6% |
96% |
True |
False |
64 |
20 |
0.9457 |
0.9211 |
0.0246 |
2.6% |
0.0058 |
0.6% |
97% |
True |
False |
80 |
40 |
0.9747 |
0.9034 |
0.0713 |
7.5% |
0.0092 |
1.0% |
58% |
False |
False |
83 |
60 |
0.9939 |
0.9015 |
0.0924 |
9.8% |
0.0088 |
0.9% |
47% |
False |
False |
69 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9667 |
2.618 |
0.9586 |
1.618 |
0.9537 |
1.000 |
0.9506 |
0.618 |
0.9487 |
HIGH |
0.9457 |
0.618 |
0.9438 |
0.500 |
0.9432 |
0.382 |
0.9426 |
LOW |
0.9407 |
0.618 |
0.9376 |
1.000 |
0.9358 |
1.618 |
0.9327 |
2.618 |
0.9277 |
4.250 |
0.9197 |
|
|
Fisher Pivots for day following 06-May-2020 |
Pivot |
1 day |
3 day |
R1 |
0.9444 |
0.9436 |
PP |
0.9438 |
0.9423 |
S1 |
0.9432 |
0.9409 |
|