CME Japanese Yen Future September 2020
Trading Metrics calculated at close of trading on 14-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2020 |
14-May-2020 |
Change |
Change % |
Previous Week |
Open |
0.9347 |
0.9382 |
0.0035 |
0.4% |
0.9380 |
High |
0.9387 |
0.9384 |
-0.0003 |
0.0% |
0.9457 |
Low |
0.9341 |
0.9333 |
-0.0008 |
-0.1% |
0.9362 |
Close |
0.9366 |
0.9345 |
-0.0022 |
-0.2% |
0.9395 |
Range |
0.0047 |
0.0051 |
0.0005 |
9.7% |
0.0095 |
ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.7% |
0.0000 |
Volume |
138 |
142 |
4 |
2.9% |
202 |
|
Daily Pivots for day following 14-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9507 |
0.9477 |
0.9373 |
|
R3 |
0.9456 |
0.9426 |
0.9359 |
|
R2 |
0.9405 |
0.9405 |
0.9354 |
|
R1 |
0.9375 |
0.9375 |
0.9349 |
0.9364 |
PP |
0.9354 |
0.9354 |
0.9354 |
0.9349 |
S1 |
0.9324 |
0.9324 |
0.9340 |
0.9313 |
S2 |
0.9303 |
0.9303 |
0.9335 |
|
S3 |
0.9252 |
0.9273 |
0.9330 |
|
S4 |
0.9201 |
0.9222 |
0.9316 |
|
|
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 |
0.9434 |
0.9298 |
0.0136 |
1.5% |
0.0056 |
0.6% |
34% |
False |
False |
99 |
10 |
0.9457 |
0.9298 |
0.0159 |
1.7% |
0.0054 |
0.6% |
29% |
False |
False |
71 |
20 |
0.9457 |
0.9281 |
0.0176 |
1.9% |
0.0054 |
0.6% |
36% |
False |
False |
82 |
40 |
0.9457 |
0.9034 |
0.0423 |
4.5% |
0.0071 |
0.8% |
74% |
False |
False |
74 |
60 |
0.9939 |
0.9015 |
0.0924 |
9.9% |
0.0093 |
1.0% |
36% |
False |
False |
74 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9601 |
2.618 |
0.9518 |
1.618 |
0.9467 |
1.000 |
0.9435 |
0.618 |
0.9416 |
HIGH |
0.9384 |
0.618 |
0.9365 |
0.500 |
0.9359 |
0.382 |
0.9352 |
LOW |
0.9333 |
0.618 |
0.9301 |
1.000 |
0.9282 |
1.618 |
0.9250 |
2.618 |
0.9199 |
4.250 |
0.9116 |
|
|
Fisher Pivots for day following 14-May-2020 |
Pivot |
1 day |
3 day |
R1 |
0.9359 |
0.9346 |
PP |
0.9354 |
0.9345 |
S1 |
0.9349 |
0.9345 |
|