CME Japanese Yen Future September 2020
Trading Metrics calculated at close of trading on 08-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2020 |
08-May-2020 |
Change |
Change % |
Previous Week |
Open |
0.9446 |
0.9428 |
-0.0018 |
-0.2% |
0.9380 |
High |
0.9455 |
0.9434 |
-0.0021 |
-0.2% |
0.9457 |
Low |
0.9397 |
0.9387 |
-0.0010 |
-0.1% |
0.9362 |
Close |
0.9429 |
0.9395 |
-0.0035 |
-0.4% |
0.9395 |
Range |
0.0058 |
0.0047 |
-0.0011 |
-19.0% |
0.0095 |
ATR |
0.0069 |
0.0068 |
-0.0002 |
-2.3% |
0.0000 |
Volume |
62 |
23 |
-39 |
-62.9% |
202 |
|
Daily Pivots for day following 08-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9546 |
0.9517 |
0.9420 |
|
R3 |
0.9499 |
0.9470 |
0.9407 |
|
R2 |
0.9452 |
0.9452 |
0.9403 |
|
R1 |
0.9423 |
0.9423 |
0.9399 |
0.9414 |
PP |
0.9405 |
0.9405 |
0.9405 |
0.9401 |
S1 |
0.9376 |
0.9376 |
0.9390 |
0.9367 |
S2 |
0.9358 |
0.9358 |
0.9386 |
|
S3 |
0.9311 |
0.9329 |
0.9382 |
|
S4 |
0.9264 |
0.9282 |
0.9369 |
|
|
Weekly Pivots for week ending 08-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9689 |
0.9637 |
0.9447 |
|
R3 |
0.9594 |
0.9542 |
0.9421 |
|
R2 |
0.9499 |
0.9499 |
0.9412 |
|
R1 |
0.9447 |
0.9447 |
0.9403 |
0.9473 |
PP |
0.9404 |
0.9404 |
0.9404 |
0.9417 |
S1 |
0.9352 |
0.9352 |
0.9386 |
0.9378 |
S2 |
0.9309 |
0.9309 |
0.9377 |
|
S3 |
0.9214 |
0.9257 |
0.9368 |
|
S4 |
0.9119 |
0.9162 |
0.9342 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9457 |
0.9362 |
0.0095 |
1.0% |
0.0047 |
0.5% |
35% |
False |
False |
40 |
10 |
0.9457 |
0.9317 |
0.0140 |
1.5% |
0.0057 |
0.6% |
56% |
False |
False |
63 |
20 |
0.9457 |
0.9264 |
0.0193 |
2.1% |
0.0057 |
0.6% |
68% |
False |
False |
71 |
40 |
0.9614 |
0.9034 |
0.0580 |
6.2% |
0.0086 |
0.9% |
62% |
False |
False |
80 |
60 |
0.9939 |
0.9015 |
0.0924 |
9.8% |
0.0090 |
1.0% |
41% |
False |
False |
69 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9634 |
2.618 |
0.9557 |
1.618 |
0.9510 |
1.000 |
0.9481 |
0.618 |
0.9463 |
HIGH |
0.9434 |
0.618 |
0.9416 |
0.500 |
0.9411 |
0.382 |
0.9405 |
LOW |
0.9387 |
0.618 |
0.9358 |
1.000 |
0.9340 |
1.618 |
0.9311 |
2.618 |
0.9264 |
4.250 |
0.9187 |
|
|
Fisher Pivots for day following 08-May-2020 |
Pivot |
1 day |
3 day |
R1 |
0.9411 |
0.9422 |
PP |
0.9405 |
0.9413 |
S1 |
0.9400 |
0.9404 |
|