CME Japanese Yen Future September 2020
Trading Metrics calculated at close of trading on 22-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2020 |
22-May-2020 |
Change |
Change % |
Previous Week |
Open |
0.9304 |
0.9303 |
-0.0001 |
0.0% |
0.9352 |
High |
0.9313 |
0.9333 |
0.0020 |
0.2% |
0.9357 |
Low |
0.9288 |
0.9297 |
0.0009 |
0.1% |
0.9269 |
Close |
0.9310 |
0.9313 |
0.0003 |
0.0% |
0.9313 |
Range |
0.0025 |
0.0036 |
0.0011 |
44.0% |
0.0088 |
ATR |
0.0060 |
0.0059 |
-0.0002 |
-2.9% |
0.0000 |
Volume |
454 |
81 |
-373 |
-82.2% |
1,471 |
|
Daily Pivots for day following 22-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9422 |
0.9403 |
0.9332 |
|
R3 |
0.9386 |
0.9367 |
0.9322 |
|
R2 |
0.9350 |
0.9350 |
0.9319 |
|
R1 |
0.9331 |
0.9331 |
0.9316 |
0.9341 |
PP |
0.9314 |
0.9314 |
0.9314 |
0.9319 |
S1 |
0.9295 |
0.9295 |
0.9309 |
0.9305 |
S2 |
0.9278 |
0.9278 |
0.9306 |
|
S3 |
0.9242 |
0.9259 |
0.9303 |
|
S4 |
0.9206 |
0.9223 |
0.9293 |
|
|
Weekly Pivots for week ending 22-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9577 |
0.9533 |
0.9361 |
|
R3 |
0.9489 |
0.9445 |
0.9337 |
|
R2 |
0.9401 |
0.9401 |
0.9329 |
|
R1 |
0.9357 |
0.9357 |
0.9321 |
0.9335 |
PP |
0.9313 |
0.9313 |
0.9313 |
0.9302 |
S1 |
0.9269 |
0.9269 |
0.9304 |
0.9247 |
S2 |
0.9225 |
0.9225 |
0.9296 |
|
S3 |
0.9137 |
0.9181 |
0.9288 |
|
S4 |
0.9049 |
0.9093 |
0.9264 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9357 |
0.9269 |
0.0088 |
0.9% |
0.0044 |
0.5% |
50% |
False |
False |
294 |
10 |
0.9387 |
0.9269 |
0.0119 |
1.3% |
0.0050 |
0.5% |
37% |
False |
False |
276 |
20 |
0.9457 |
0.9269 |
0.0188 |
2.0% |
0.0053 |
0.6% |
23% |
False |
False |
170 |
40 |
0.9457 |
0.9185 |
0.0272 |
2.9% |
0.0059 |
0.6% |
47% |
False |
False |
120 |
60 |
0.9939 |
0.9034 |
0.0905 |
9.7% |
0.0091 |
1.0% |
31% |
False |
False |
111 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9486 |
2.618 |
0.9427 |
1.618 |
0.9391 |
1.000 |
0.9369 |
0.618 |
0.9355 |
HIGH |
0.9333 |
0.618 |
0.9319 |
0.500 |
0.9315 |
0.382 |
0.9311 |
LOW |
0.9297 |
0.618 |
0.9275 |
1.000 |
0.9261 |
1.618 |
0.9239 |
2.618 |
0.9203 |
4.250 |
0.9144 |
|
|
Fisher Pivots for day following 22-May-2020 |
Pivot |
1 day |
3 day |
R1 |
0.9315 |
0.9310 |
PP |
0.9314 |
0.9308 |
S1 |
0.9313 |
0.9305 |
|