CME Japanese Yen Future September 2020
| Trading Metrics calculated at close of trading on 28-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2020 |
28-May-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9316 |
0.9291 |
-0.0025 |
-0.3% |
0.9352 |
| High |
0.9329 |
0.9311 |
-0.0018 |
-0.2% |
0.9357 |
| Low |
0.9280 |
0.9283 |
0.0003 |
0.0% |
0.9269 |
| Close |
0.9302 |
0.9306 |
0.0004 |
0.0% |
0.9313 |
| Range |
0.0050 |
0.0029 |
-0.0021 |
-42.4% |
0.0088 |
| ATR |
0.0057 |
0.0055 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
608 |
524 |
-84 |
-13.8% |
1,471 |
|
| Daily Pivots for day following 28-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9385 |
0.9374 |
0.9321 |
|
| R3 |
0.9357 |
0.9345 |
0.9313 |
|
| R2 |
0.9328 |
0.9328 |
0.9311 |
|
| R1 |
0.9317 |
0.9317 |
0.9308 |
0.9323 |
| PP |
0.9300 |
0.9300 |
0.9300 |
0.9303 |
| S1 |
0.9288 |
0.9288 |
0.9303 |
0.9294 |
| S2 |
0.9271 |
0.9271 |
0.9300 |
|
| S3 |
0.9243 |
0.9260 |
0.9298 |
|
| S4 |
0.9214 |
0.9231 |
0.9290 |
|
|
| 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 |
0.9333 |
0.9280 |
0.0054 |
0.6% |
0.0037 |
0.4% |
49% |
False |
False |
408 |
| 10 |
0.9384 |
0.9269 |
0.0116 |
1.2% |
0.0044 |
0.5% |
32% |
False |
False |
393 |
| 20 |
0.9457 |
0.9269 |
0.0188 |
2.0% |
0.0051 |
0.6% |
20% |
False |
False |
235 |
| 40 |
0.9457 |
0.9185 |
0.0272 |
2.9% |
0.0054 |
0.6% |
44% |
False |
False |
156 |
| 60 |
0.9939 |
0.9034 |
0.0905 |
9.7% |
0.0088 |
0.9% |
30% |
False |
False |
135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9432 |
|
2.618 |
0.9386 |
|
1.618 |
0.9357 |
|
1.000 |
0.9340 |
|
0.618 |
0.9329 |
|
HIGH |
0.9311 |
|
0.618 |
0.9300 |
|
0.500 |
0.9297 |
|
0.382 |
0.9293 |
|
LOW |
0.9283 |
|
0.618 |
0.9265 |
|
1.000 |
0.9254 |
|
1.618 |
0.9236 |
|
2.618 |
0.9208 |
|
4.250 |
0.9161 |
|
|
| Fisher Pivots for day following 28-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9303 |
0.9305 |
| PP |
0.9300 |
0.9305 |
| S1 |
0.9297 |
0.9304 |
|