CME Japanese Yen Future September 2020
| Trading Metrics calculated at close of trading on 11-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2020 |
11-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9447 |
0.9443 |
-0.0005 |
0.0% |
0.9458 |
| High |
0.9464 |
0.9444 |
-0.0020 |
-0.2% |
0.9501 |
| Low |
0.9419 |
0.9377 |
-0.0043 |
-0.5% |
0.9396 |
| Close |
0.9442 |
0.9379 |
-0.0064 |
-0.7% |
0.9443 |
| Range |
0.0045 |
0.0068 |
0.0023 |
51.7% |
0.0105 |
| ATR |
0.0060 |
0.0060 |
0.0001 |
0.9% |
0.0000 |
| Volume |
55,621 |
99,014 |
43,393 |
78.0% |
423,088 |
|
| Daily Pivots for day following 11-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9602 |
0.9558 |
0.9416 |
|
| R3 |
0.9535 |
0.9490 |
0.9397 |
|
| R2 |
0.9467 |
0.9467 |
0.9391 |
|
| R1 |
0.9423 |
0.9423 |
0.9385 |
0.9411 |
| PP |
0.9400 |
0.9400 |
0.9400 |
0.9394 |
| S1 |
0.9355 |
0.9355 |
0.9372 |
0.9344 |
| S2 |
0.9332 |
0.9332 |
0.9366 |
|
| S3 |
0.9265 |
0.9288 |
0.9360 |
|
| S4 |
0.9197 |
0.9220 |
0.9341 |
|
|
| 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 |
0.9377 |
0.0124 |
1.3% |
0.0050 |
0.5% |
2% |
False |
True |
79,672 |
| 10 |
0.9603 |
0.9377 |
0.0226 |
2.4% |
0.0065 |
0.7% |
1% |
False |
True |
94,466 |
| 20 |
0.9603 |
0.9304 |
0.0299 |
3.2% |
0.0063 |
0.7% |
25% |
False |
False |
89,855 |
| 40 |
0.9603 |
0.9254 |
0.0349 |
3.7% |
0.0055 |
0.6% |
36% |
False |
False |
79,782 |
| 60 |
0.9603 |
0.9117 |
0.0486 |
5.2% |
0.0056 |
0.6% |
54% |
False |
False |
60,885 |
| 80 |
0.9603 |
0.9117 |
0.0486 |
5.2% |
0.0056 |
0.6% |
54% |
False |
False |
45,692 |
| 100 |
0.9603 |
0.9034 |
0.0569 |
6.1% |
0.0061 |
0.7% |
61% |
False |
False |
36,568 |
| 120 |
0.9939 |
0.9015 |
0.0924 |
9.9% |
0.0075 |
0.8% |
39% |
False |
False |
30,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9731 |
|
2.618 |
0.9621 |
|
1.618 |
0.9553 |
|
1.000 |
0.9512 |
|
0.618 |
0.9486 |
|
HIGH |
0.9444 |
|
0.618 |
0.9418 |
|
0.500 |
0.9410 |
|
0.382 |
0.9402 |
|
LOW |
0.9377 |
|
0.618 |
0.9335 |
|
1.000 |
0.9309 |
|
1.618 |
0.9267 |
|
2.618 |
0.9200 |
|
4.250 |
0.9090 |
|
|
| Fisher Pivots for day following 11-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9410 |
0.9430 |
| PP |
0.9400 |
0.9413 |
| S1 |
0.9389 |
0.9396 |
|