CME Japanese Yen Future September 2020
| Trading Metrics calculated at close of trading on 13-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2020 |
13-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9393 |
0.9360 |
-0.0033 |
-0.4% |
0.9458 |
| High |
0.9398 |
0.9387 |
-0.0012 |
-0.1% |
0.9501 |
| Low |
0.9345 |
0.9344 |
-0.0001 |
0.0% |
0.9396 |
| Close |
0.9361 |
0.9356 |
-0.0005 |
-0.1% |
0.9443 |
| Range |
0.0053 |
0.0043 |
-0.0011 |
-19.8% |
0.0105 |
| ATR |
0.0060 |
0.0058 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
88,922 |
85,173 |
-3,749 |
-4.2% |
423,088 |
|
| Daily Pivots for day following 13-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9490 |
0.9465 |
0.9379 |
|
| R3 |
0.9447 |
0.9423 |
0.9368 |
|
| R2 |
0.9405 |
0.9405 |
0.9364 |
|
| R1 |
0.9380 |
0.9380 |
0.9360 |
0.9371 |
| PP |
0.9362 |
0.9362 |
0.9362 |
0.9358 |
| S1 |
0.9338 |
0.9338 |
0.9352 |
0.9329 |
| S2 |
0.9320 |
0.9320 |
0.9348 |
|
| S3 |
0.9277 |
0.9295 |
0.9344 |
|
| S4 |
0.9235 |
0.9253 |
0.9333 |
|
|
| 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 |
0.9484 |
0.9344 |
0.0140 |
1.5% |
0.0052 |
0.6% |
9% |
False |
True |
83,944 |
| 10 |
0.9603 |
0.9344 |
0.0259 |
2.8% |
0.0064 |
0.7% |
5% |
False |
True |
92,225 |
| 20 |
0.9603 |
0.9304 |
0.0299 |
3.2% |
0.0062 |
0.7% |
18% |
False |
False |
91,449 |
| 40 |
0.9603 |
0.9254 |
0.0349 |
3.7% |
0.0055 |
0.6% |
29% |
False |
False |
80,600 |
| 60 |
0.9603 |
0.9117 |
0.0486 |
5.2% |
0.0056 |
0.6% |
49% |
False |
False |
63,775 |
| 80 |
0.9603 |
0.9117 |
0.0486 |
5.2% |
0.0056 |
0.6% |
49% |
False |
False |
47,867 |
| 100 |
0.9603 |
0.9034 |
0.0569 |
6.1% |
0.0059 |
0.6% |
57% |
False |
False |
38,308 |
| 120 |
0.9939 |
0.9034 |
0.0905 |
9.7% |
0.0074 |
0.8% |
36% |
False |
False |
31,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9567 |
|
2.618 |
0.9498 |
|
1.618 |
0.9455 |
|
1.000 |
0.9429 |
|
0.618 |
0.9413 |
|
HIGH |
0.9387 |
|
0.618 |
0.9370 |
|
0.500 |
0.9365 |
|
0.382 |
0.9360 |
|
LOW |
0.9344 |
|
0.618 |
0.9318 |
|
1.000 |
0.9302 |
|
1.618 |
0.9275 |
|
2.618 |
0.9233 |
|
4.250 |
0.9163 |
|
|
| Fisher Pivots for day following 13-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9365 |
0.9394 |
| PP |
0.9362 |
0.9381 |
| S1 |
0.9359 |
0.9369 |
|