CME Japanese Yen Future September 2020
| Trading Metrics calculated at close of trading on 14-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2020 |
14-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9360 |
0.9356 |
-0.0004 |
0.0% |
0.9447 |
| High |
0.9387 |
0.9399 |
0.0012 |
0.1% |
0.9464 |
| Low |
0.9344 |
0.9345 |
0.0001 |
0.0% |
0.9344 |
| Close |
0.9356 |
0.9387 |
0.0031 |
0.3% |
0.9387 |
| Range |
0.0043 |
0.0054 |
0.0011 |
25.9% |
0.0120 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
85,173 |
65,099 |
-20,074 |
-23.6% |
393,829 |
|
| Daily Pivots for day following 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9537 |
0.9516 |
0.9416 |
|
| R3 |
0.9484 |
0.9462 |
0.9402 |
|
| R2 |
0.9430 |
0.9430 |
0.9397 |
|
| R1 |
0.9409 |
0.9409 |
0.9392 |
0.9420 |
| PP |
0.9377 |
0.9377 |
0.9377 |
0.9382 |
| S1 |
0.9355 |
0.9355 |
0.9382 |
0.9366 |
| S2 |
0.9323 |
0.9323 |
0.9377 |
|
| S3 |
0.9270 |
0.9302 |
0.9372 |
|
| S4 |
0.9216 |
0.9248 |
0.9358 |
|
|
| Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9757 |
0.9691 |
0.9453 |
|
| R3 |
0.9637 |
0.9572 |
0.9420 |
|
| R2 |
0.9518 |
0.9518 |
0.9409 |
|
| R1 |
0.9452 |
0.9452 |
0.9398 |
0.9425 |
| PP |
0.9398 |
0.9398 |
0.9398 |
0.9385 |
| S1 |
0.9333 |
0.9333 |
0.9376 |
0.9306 |
| S2 |
0.9279 |
0.9279 |
0.9365 |
|
| S3 |
0.9159 |
0.9213 |
0.9354 |
|
| S4 |
0.9040 |
0.9094 |
0.9321 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9464 |
0.9344 |
0.0120 |
1.3% |
0.0052 |
0.6% |
36% |
False |
False |
78,765 |
| 10 |
0.9501 |
0.9344 |
0.0157 |
1.7% |
0.0053 |
0.6% |
27% |
False |
False |
81,691 |
| 20 |
0.9603 |
0.9304 |
0.0299 |
3.2% |
0.0063 |
0.7% |
28% |
False |
False |
92,095 |
| 40 |
0.9603 |
0.9254 |
0.0349 |
3.7% |
0.0056 |
0.6% |
38% |
False |
False |
80,407 |
| 60 |
0.9603 |
0.9117 |
0.0486 |
5.2% |
0.0056 |
0.6% |
56% |
False |
False |
64,856 |
| 80 |
0.9603 |
0.9117 |
0.0486 |
5.2% |
0.0056 |
0.6% |
56% |
False |
False |
48,679 |
| 100 |
0.9603 |
0.9034 |
0.0569 |
6.1% |
0.0058 |
0.6% |
62% |
False |
False |
38,958 |
| 120 |
0.9939 |
0.9034 |
0.0905 |
9.6% |
0.0074 |
0.8% |
39% |
False |
False |
32,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9626 |
|
2.618 |
0.9539 |
|
1.618 |
0.9485 |
|
1.000 |
0.9452 |
|
0.618 |
0.9432 |
|
HIGH |
0.9399 |
|
0.618 |
0.9378 |
|
0.500 |
0.9372 |
|
0.382 |
0.9365 |
|
LOW |
0.9345 |
|
0.618 |
0.9312 |
|
1.000 |
0.9292 |
|
1.618 |
0.9258 |
|
2.618 |
0.9205 |
|
4.250 |
0.9118 |
|
|
| Fisher Pivots for day following 14-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9382 |
0.9382 |
| PP |
0.9377 |
0.9377 |
| S1 |
0.9372 |
0.9371 |
|