CME Japanese Yen Future September 2020
| Trading Metrics calculated at close of trading on 18-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2020 |
18-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9384 |
0.9436 |
0.0052 |
0.5% |
0.9447 |
| High |
0.9442 |
0.9502 |
0.0060 |
0.6% |
0.9464 |
| Low |
0.9379 |
0.9433 |
0.0054 |
0.6% |
0.9344 |
| Close |
0.9434 |
0.9490 |
0.0057 |
0.6% |
0.9387 |
| Range |
0.0064 |
0.0070 |
0.0006 |
9.4% |
0.0120 |
| ATR |
0.0058 |
0.0059 |
0.0001 |
1.3% |
0.0000 |
| Volume |
71,990 |
87,439 |
15,449 |
21.5% |
393,829 |
|
| Daily Pivots for day following 18-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9683 |
0.9656 |
0.9528 |
|
| R3 |
0.9614 |
0.9587 |
0.9509 |
|
| R2 |
0.9544 |
0.9544 |
0.9503 |
|
| R1 |
0.9517 |
0.9517 |
0.9496 |
0.9531 |
| PP |
0.9475 |
0.9475 |
0.9475 |
0.9482 |
| S1 |
0.9448 |
0.9448 |
0.9484 |
0.9461 |
| S2 |
0.9405 |
0.9405 |
0.9477 |
|
| S3 |
0.9336 |
0.9378 |
0.9471 |
|
| S4 |
0.9266 |
0.9309 |
0.9452 |
|
|
| 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 |
0.9502 |
0.9344 |
0.0158 |
1.7% |
0.0056 |
0.6% |
92% |
True |
False |
79,724 |
| 10 |
0.9502 |
0.9344 |
0.0158 |
1.7% |
0.0053 |
0.6% |
92% |
True |
False |
79,698 |
| 20 |
0.9603 |
0.9325 |
0.0278 |
2.9% |
0.0064 |
0.7% |
59% |
False |
False |
92,402 |
| 40 |
0.9603 |
0.9254 |
0.0349 |
3.7% |
0.0058 |
0.6% |
68% |
False |
False |
81,990 |
| 60 |
0.9603 |
0.9117 |
0.0486 |
5.1% |
0.0057 |
0.6% |
77% |
False |
False |
67,504 |
| 80 |
0.9603 |
0.9117 |
0.0486 |
5.1% |
0.0056 |
0.6% |
77% |
False |
False |
50,670 |
| 100 |
0.9603 |
0.9117 |
0.0486 |
5.1% |
0.0058 |
0.6% |
77% |
False |
False |
40,550 |
| 120 |
0.9939 |
0.9034 |
0.0905 |
9.5% |
0.0074 |
0.8% |
50% |
False |
False |
33,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9797 |
|
2.618 |
0.9684 |
|
1.618 |
0.9614 |
|
1.000 |
0.9572 |
|
0.618 |
0.9545 |
|
HIGH |
0.9502 |
|
0.618 |
0.9475 |
|
0.500 |
0.9467 |
|
0.382 |
0.9459 |
|
LOW |
0.9433 |
|
0.618 |
0.9390 |
|
1.000 |
0.9363 |
|
1.618 |
0.9320 |
|
2.618 |
0.9251 |
|
4.250 |
0.9137 |
|
|
| Fisher Pivots for day following 18-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9482 |
0.9468 |
| PP |
0.9475 |
0.9446 |
| S1 |
0.9467 |
0.9424 |
|