CME Japanese Yen Future September 2020
Trading Metrics calculated at close of trading on 13-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2020 |
13-May-2020 |
Change |
Change % |
Previous Week |
Open |
0.9307 |
0.9347 |
0.0040 |
0.4% |
0.9380 |
High |
0.9353 |
0.9387 |
0.0034 |
0.4% |
0.9457 |
Low |
0.9304 |
0.9341 |
0.0037 |
0.4% |
0.9362 |
Close |
0.9342 |
0.9366 |
0.0024 |
0.3% |
0.9395 |
Range |
0.0049 |
0.0047 |
-0.0003 |
-5.1% |
0.0095 |
ATR |
0.0069 |
0.0067 |
-0.0002 |
-2.3% |
0.0000 |
Volume |
106 |
138 |
32 |
30.2% |
202 |
|
Daily Pivots for day following 13-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9504 |
0.9482 |
0.9392 |
|
R3 |
0.9458 |
0.9435 |
0.9379 |
|
R2 |
0.9411 |
0.9411 |
0.9375 |
|
R1 |
0.9389 |
0.9389 |
0.9370 |
0.9400 |
PP |
0.9365 |
0.9365 |
0.9365 |
0.9370 |
S1 |
0.9342 |
0.9342 |
0.9362 |
0.9353 |
S2 |
0.9318 |
0.9318 |
0.9357 |
|
S3 |
0.9272 |
0.9296 |
0.9353 |
|
S4 |
0.9225 |
0.9249 |
0.9340 |
|
|
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 |
0.9455 |
0.9298 |
0.0157 |
1.7% |
0.0058 |
0.6% |
43% |
False |
False |
83 |
10 |
0.9457 |
0.9298 |
0.0159 |
1.7% |
0.0058 |
0.6% |
43% |
False |
False |
76 |
20 |
0.9457 |
0.9281 |
0.0176 |
1.9% |
0.0055 |
0.6% |
48% |
False |
False |
79 |
40 |
0.9457 |
0.9034 |
0.0423 |
4.5% |
0.0074 |
0.8% |
79% |
False |
False |
72 |
60 |
0.9939 |
0.9015 |
0.0924 |
9.9% |
0.0092 |
1.0% |
38% |
False |
False |
72 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9585 |
2.618 |
0.9509 |
1.618 |
0.9462 |
1.000 |
0.9434 |
0.618 |
0.9416 |
HIGH |
0.9387 |
0.618 |
0.9369 |
0.500 |
0.9364 |
0.382 |
0.9358 |
LOW |
0.9341 |
0.618 |
0.9312 |
1.000 |
0.9294 |
1.618 |
0.9265 |
2.618 |
0.9219 |
4.250 |
0.9143 |
|
|
Fisher Pivots for day following 13-May-2020 |
Pivot |
1 day |
3 day |
R1 |
0.9365 |
0.9358 |
PP |
0.9365 |
0.9350 |
S1 |
0.9364 |
0.9343 |
|