CME Japanese Yen Future September 2020
Trading Metrics calculated at close of trading on 29-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2020 |
29-May-2020 |
Change |
Change % |
Previous Week |
Open |
0.9291 |
0.9307 |
0.0016 |
0.2% |
0.9312 |
High |
0.9311 |
0.9354 |
0.0043 |
0.5% |
0.9354 |
Low |
0.9283 |
0.9283 |
0.0000 |
0.0% |
0.9280 |
Close |
0.9306 |
0.9290 |
-0.0016 |
-0.2% |
0.9290 |
Range |
0.0029 |
0.0071 |
0.0043 |
149.1% |
0.0074 |
ATR |
0.0055 |
0.0056 |
0.0001 |
2.1% |
0.0000 |
Volume |
524 |
1,180 |
656 |
125.2% |
2,685 |
|
Daily Pivots for day following 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9522 |
0.9477 |
0.9329 |
|
R3 |
0.9451 |
0.9406 |
0.9310 |
|
R2 |
0.9380 |
0.9380 |
0.9303 |
|
R1 |
0.9335 |
0.9335 |
0.9297 |
0.9322 |
PP |
0.9309 |
0.9309 |
0.9309 |
0.9302 |
S1 |
0.9264 |
0.9264 |
0.9283 |
0.9251 |
S2 |
0.9238 |
0.9238 |
0.9277 |
|
S3 |
0.9167 |
0.9193 |
0.9270 |
|
S4 |
0.9096 |
0.9122 |
0.9251 |
|
|
Weekly Pivots for week ending 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9530 |
0.9484 |
0.9331 |
|
R3 |
0.9456 |
0.9410 |
0.9310 |
|
R2 |
0.9382 |
0.9382 |
0.9304 |
|
R1 |
0.9336 |
0.9336 |
0.9297 |
0.9322 |
PP |
0.9308 |
0.9308 |
0.9308 |
0.9301 |
S1 |
0.9262 |
0.9262 |
0.9283 |
0.9248 |
S2 |
0.9234 |
0.9234 |
0.9276 |
|
S3 |
0.9160 |
0.9188 |
0.9270 |
|
S4 |
0.9086 |
0.9114 |
0.9249 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9354 |
0.9280 |
0.0074 |
0.8% |
0.0046 |
0.5% |
14% |
True |
False |
553 |
10 |
0.9375 |
0.9269 |
0.0107 |
1.2% |
0.0046 |
0.5% |
20% |
False |
False |
497 |
20 |
0.9457 |
0.9269 |
0.0188 |
2.0% |
0.0050 |
0.5% |
11% |
False |
False |
284 |
40 |
0.9457 |
0.9185 |
0.0272 |
2.9% |
0.0054 |
0.6% |
39% |
False |
False |
185 |
60 |
0.9939 |
0.9034 |
0.0905 |
9.7% |
0.0088 |
1.0% |
28% |
False |
False |
154 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9655 |
2.618 |
0.9539 |
1.618 |
0.9468 |
1.000 |
0.9425 |
0.618 |
0.9397 |
HIGH |
0.9354 |
0.618 |
0.9326 |
0.500 |
0.9318 |
0.382 |
0.9310 |
LOW |
0.9283 |
0.618 |
0.9239 |
1.000 |
0.9212 |
1.618 |
0.9168 |
2.618 |
0.9097 |
4.250 |
0.8981 |
|
|
Fisher Pivots for day following 29-May-2020 |
Pivot |
1 day |
3 day |
R1 |
0.9318 |
0.9317 |
PP |
0.9309 |
0.9308 |
S1 |
0.9299 |
0.9299 |
|