CME Japanese Yen Future September 2020
Trading Metrics calculated at close of trading on 07-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2020 |
07-May-2020 |
Change |
Change % |
Previous Week |
Open |
0.9420 |
0.9446 |
0.0026 |
0.3% |
0.9321 |
High |
0.9457 |
0.9455 |
-0.0002 |
0.0% |
0.9427 |
Low |
0.9407 |
0.9397 |
-0.0010 |
-0.1% |
0.9317 |
Close |
0.9450 |
0.9429 |
-0.0021 |
-0.2% |
0.9379 |
Range |
0.0050 |
0.0058 |
0.0009 |
17.2% |
0.0110 |
ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.2% |
0.0000 |
Volume |
72 |
62 |
-10 |
-13.9% |
435 |
|
Daily Pivots for day following 07-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9601 |
0.9573 |
0.9461 |
|
R3 |
0.9543 |
0.9515 |
0.9445 |
|
R2 |
0.9485 |
0.9485 |
0.9440 |
|
R1 |
0.9457 |
0.9457 |
0.9434 |
0.9442 |
PP |
0.9427 |
0.9427 |
0.9427 |
0.9419 |
S1 |
0.9399 |
0.9399 |
0.9424 |
0.9384 |
S2 |
0.9369 |
0.9369 |
0.9418 |
|
S3 |
0.9311 |
0.9341 |
0.9413 |
|
S4 |
0.9253 |
0.9283 |
0.9397 |
|
|
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 |
0.9331 |
0.0126 |
1.3% |
0.0051 |
0.5% |
78% |
False |
False |
43 |
10 |
0.9457 |
0.9306 |
0.0151 |
1.6% |
0.0055 |
0.6% |
82% |
False |
False |
66 |
20 |
0.9457 |
0.9211 |
0.0246 |
2.6% |
0.0058 |
0.6% |
89% |
False |
False |
80 |
40 |
0.9747 |
0.9034 |
0.0713 |
7.6% |
0.0091 |
1.0% |
55% |
False |
False |
85 |
60 |
0.9939 |
0.9015 |
0.0924 |
9.8% |
0.0089 |
0.9% |
45% |
False |
False |
69 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9702 |
2.618 |
0.9607 |
1.618 |
0.9549 |
1.000 |
0.9513 |
0.618 |
0.9491 |
HIGH |
0.9455 |
0.618 |
0.9433 |
0.500 |
0.9426 |
0.382 |
0.9419 |
LOW |
0.9397 |
0.618 |
0.9361 |
1.000 |
0.9339 |
1.618 |
0.9303 |
2.618 |
0.9245 |
4.250 |
0.9150 |
|
|
Fisher Pivots for day following 07-May-2020 |
Pivot |
1 day |
3 day |
R1 |
0.9428 |
0.9425 |
PP |
0.9427 |
0.9421 |
S1 |
0.9426 |
0.9416 |
|