CME Japanese Yen Future September 2020
| Trading Metrics calculated at close of trading on 21-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2020 |
21-May-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9288 |
0.9304 |
0.0016 |
0.2% |
0.9381 |
| High |
0.9332 |
0.9313 |
-0.0019 |
-0.2% |
0.9387 |
| Low |
0.9277 |
0.9288 |
0.0011 |
0.1% |
0.9298 |
| Close |
0.9320 |
0.9310 |
-0.0010 |
-0.1% |
0.9339 |
| Range |
0.0055 |
0.0025 |
-0.0030 |
-54.5% |
0.0089 |
| ATR |
0.0063 |
0.0060 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
230 |
454 |
224 |
97.4% |
1,293 |
|
| Daily Pivots for day following 21-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9379 |
0.9369 |
0.9324 |
|
| R3 |
0.9354 |
0.9344 |
0.9317 |
|
| R2 |
0.9329 |
0.9329 |
0.9315 |
|
| R1 |
0.9319 |
0.9319 |
0.9312 |
0.9324 |
| PP |
0.9304 |
0.9304 |
0.9304 |
0.9306 |
| S1 |
0.9294 |
0.9294 |
0.9308 |
0.9299 |
| S2 |
0.9279 |
0.9279 |
0.9305 |
|
| S3 |
0.9254 |
0.9269 |
0.9303 |
|
| S4 |
0.9229 |
0.9244 |
0.9296 |
|
|
| Weekly Pivots for week ending 15-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9608 |
0.9562 |
0.9387 |
|
| R3 |
0.9519 |
0.9473 |
0.9363 |
|
| R2 |
0.9430 |
0.9430 |
0.9355 |
|
| R1 |
0.9384 |
0.9384 |
0.9347 |
0.9363 |
| PP |
0.9341 |
0.9341 |
0.9341 |
0.9330 |
| S1 |
0.9295 |
0.9295 |
0.9330 |
0.9274 |
| S2 |
0.9252 |
0.9252 |
0.9322 |
|
| S3 |
0.9163 |
0.9206 |
0.9314 |
|
| S4 |
0.9074 |
0.9117 |
0.9290 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9375 |
0.9269 |
0.0107 |
1.1% |
0.0047 |
0.5% |
39% |
False |
False |
441 |
| 10 |
0.9434 |
0.9269 |
0.0166 |
1.8% |
0.0051 |
0.6% |
25% |
False |
False |
270 |
| 20 |
0.9457 |
0.9269 |
0.0188 |
2.0% |
0.0053 |
0.6% |
22% |
False |
False |
168 |
| 40 |
0.9457 |
0.9160 |
0.0297 |
3.2% |
0.0060 |
0.6% |
51% |
False |
False |
118 |
| 60 |
0.9939 |
0.9034 |
0.0905 |
9.7% |
0.0091 |
1.0% |
31% |
False |
False |
110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9419 |
|
2.618 |
0.9378 |
|
1.618 |
0.9353 |
|
1.000 |
0.9338 |
|
0.618 |
0.9328 |
|
HIGH |
0.9313 |
|
0.618 |
0.9303 |
|
0.500 |
0.9301 |
|
0.382 |
0.9298 |
|
LOW |
0.9288 |
|
0.618 |
0.9273 |
|
1.000 |
0.9263 |
|
1.618 |
0.9248 |
|
2.618 |
0.9223 |
|
4.250 |
0.9182 |
|
|
| Fisher Pivots for day following 21-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9307 |
0.9308 |
| PP |
0.9304 |
0.9305 |
| S1 |
0.9301 |
0.9303 |
|