CME Japanese Yen Future September 2020
| Trading Metrics calculated at close of trading on 10-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2020 |
10-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9481 |
0.9447 |
-0.0034 |
-0.4% |
0.9458 |
| High |
0.9484 |
0.9464 |
-0.0020 |
-0.2% |
0.9501 |
| Low |
0.9432 |
0.9419 |
-0.0013 |
-0.1% |
0.9396 |
| Close |
0.9443 |
0.9442 |
-0.0001 |
0.0% |
0.9443 |
| Range |
0.0052 |
0.0045 |
-0.0007 |
-13.6% |
0.0105 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
90,992 |
55,621 |
-35,371 |
-38.9% |
423,088 |
|
| Daily Pivots for day following 10-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9575 |
0.9553 |
0.9466 |
|
| R3 |
0.9531 |
0.9509 |
0.9454 |
|
| R2 |
0.9486 |
0.9486 |
0.9450 |
|
| R1 |
0.9464 |
0.9464 |
0.9446 |
0.9453 |
| PP |
0.9442 |
0.9442 |
0.9442 |
0.9436 |
| S1 |
0.9420 |
0.9420 |
0.9438 |
0.9408 |
| S2 |
0.9397 |
0.9397 |
0.9434 |
|
| S3 |
0.9353 |
0.9375 |
0.9430 |
|
| S4 |
0.9308 |
0.9331 |
0.9418 |
|
|
| Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9760 |
0.9706 |
0.9500 |
|
| R3 |
0.9656 |
0.9602 |
0.9472 |
|
| R2 |
0.9551 |
0.9551 |
0.9462 |
|
| R1 |
0.9497 |
0.9497 |
0.9453 |
0.9472 |
| PP |
0.9447 |
0.9447 |
0.9447 |
0.9434 |
| S1 |
0.9393 |
0.9393 |
0.9433 |
0.9367 |
| S2 |
0.9342 |
0.9342 |
0.9424 |
|
| S3 |
0.9238 |
0.9288 |
0.9414 |
|
| S4 |
0.9133 |
0.9184 |
0.9386 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9501 |
0.9419 |
0.0082 |
0.9% |
0.0047 |
0.5% |
28% |
False |
True |
73,950 |
| 10 |
0.9603 |
0.9396 |
0.0207 |
2.2% |
0.0064 |
0.7% |
22% |
False |
False |
95,632 |
| 20 |
0.9603 |
0.9304 |
0.0299 |
3.2% |
0.0061 |
0.6% |
46% |
False |
False |
87,889 |
| 40 |
0.9603 |
0.9254 |
0.0349 |
3.7% |
0.0054 |
0.6% |
54% |
False |
False |
79,216 |
| 60 |
0.9603 |
0.9117 |
0.0486 |
5.1% |
0.0056 |
0.6% |
67% |
False |
False |
59,248 |
| 80 |
0.9603 |
0.9117 |
0.0486 |
5.1% |
0.0056 |
0.6% |
67% |
False |
False |
44,457 |
| 100 |
0.9603 |
0.9034 |
0.0569 |
6.0% |
0.0062 |
0.7% |
72% |
False |
False |
35,578 |
| 120 |
0.9939 |
0.9015 |
0.0924 |
9.8% |
0.0075 |
0.8% |
46% |
False |
False |
29,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9653 |
|
2.618 |
0.9580 |
|
1.618 |
0.9536 |
|
1.000 |
0.9508 |
|
0.618 |
0.9491 |
|
HIGH |
0.9464 |
|
0.618 |
0.9447 |
|
0.500 |
0.9441 |
|
0.382 |
0.9436 |
|
LOW |
0.9419 |
|
0.618 |
0.9391 |
|
1.000 |
0.9375 |
|
1.618 |
0.9347 |
|
2.618 |
0.9302 |
|
4.250 |
0.9230 |
|
|
| Fisher Pivots for day following 10-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9442 |
0.9460 |
| PP |
0.9442 |
0.9454 |
| S1 |
0.9441 |
0.9448 |
|