CME Japanese Yen Future September 2020
| Trading Metrics calculated at close of trading on 17-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2020 |
17-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9356 |
0.9384 |
0.0029 |
0.3% |
0.9447 |
| High |
0.9399 |
0.9442 |
0.0044 |
0.5% |
0.9464 |
| Low |
0.9345 |
0.9379 |
0.0034 |
0.4% |
0.9344 |
| Close |
0.9387 |
0.9434 |
0.0047 |
0.5% |
0.9387 |
| Range |
0.0054 |
0.0064 |
0.0010 |
18.7% |
0.0120 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
0.7% |
0.0000 |
| Volume |
65,099 |
71,990 |
6,891 |
10.6% |
393,829 |
|
| Daily Pivots for day following 17-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9609 |
0.9585 |
0.9468 |
|
| R3 |
0.9545 |
0.9521 |
0.9451 |
|
| R2 |
0.9482 |
0.9482 |
0.9445 |
|
| R1 |
0.9458 |
0.9458 |
0.9439 |
0.9470 |
| PP |
0.9418 |
0.9418 |
0.9418 |
0.9424 |
| S1 |
0.9394 |
0.9394 |
0.9428 |
0.9406 |
| S2 |
0.9355 |
0.9355 |
0.9422 |
|
| S3 |
0.9291 |
0.9331 |
0.9416 |
|
| S4 |
0.9228 |
0.9267 |
0.9399 |
|
|
| 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 |
0.9444 |
0.9344 |
0.0100 |
1.1% |
0.0056 |
0.6% |
90% |
False |
False |
82,039 |
| 10 |
0.9501 |
0.9344 |
0.0157 |
1.7% |
0.0051 |
0.5% |
57% |
False |
False |
77,995 |
| 20 |
0.9603 |
0.9320 |
0.0283 |
3.0% |
0.0064 |
0.7% |
40% |
False |
False |
92,058 |
| 40 |
0.9603 |
0.9254 |
0.0349 |
3.7% |
0.0057 |
0.6% |
52% |
False |
False |
80,884 |
| 60 |
0.9603 |
0.9117 |
0.0486 |
5.2% |
0.0057 |
0.6% |
65% |
False |
False |
66,048 |
| 80 |
0.9603 |
0.9117 |
0.0486 |
5.2% |
0.0056 |
0.6% |
65% |
False |
False |
49,578 |
| 100 |
0.9603 |
0.9117 |
0.0486 |
5.2% |
0.0058 |
0.6% |
65% |
False |
False |
39,676 |
| 120 |
0.9939 |
0.9034 |
0.0905 |
9.6% |
0.0074 |
0.8% |
44% |
False |
False |
33,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9712 |
|
2.618 |
0.9608 |
|
1.618 |
0.9545 |
|
1.000 |
0.9506 |
|
0.618 |
0.9481 |
|
HIGH |
0.9442 |
|
0.618 |
0.9418 |
|
0.500 |
0.9410 |
|
0.382 |
0.9403 |
|
LOW |
0.9379 |
|
0.618 |
0.9339 |
|
1.000 |
0.9315 |
|
1.618 |
0.9276 |
|
2.618 |
0.9212 |
|
4.250 |
0.9109 |
|
|
| Fisher Pivots for day following 17-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9426 |
0.9420 |
| PP |
0.9418 |
0.9407 |
| S1 |
0.9410 |
0.9393 |
|