CME Japanese Yen Future September 2020
| Trading Metrics calculated at close of trading on 03-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2020 |
03-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9438 |
0.9420 |
-0.0019 |
-0.2% |
0.9456 |
| High |
0.9448 |
0.9434 |
-0.0014 |
-0.1% |
0.9508 |
| Low |
0.9408 |
0.9386 |
-0.0023 |
-0.2% |
0.9352 |
| Close |
0.9409 |
0.9429 |
0.0021 |
0.2% |
0.9487 |
| Range |
0.0040 |
0.0049 |
0.0009 |
21.3% |
0.0156 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
67,618 |
89,961 |
22,343 |
33.0% |
519,135 |
|
| Daily Pivots for day following 03-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9562 |
0.9544 |
0.9456 |
|
| R3 |
0.9513 |
0.9495 |
0.9442 |
|
| R2 |
0.9465 |
0.9465 |
0.9438 |
|
| R1 |
0.9447 |
0.9447 |
0.9433 |
0.9456 |
| PP |
0.9416 |
0.9416 |
0.9416 |
0.9421 |
| S1 |
0.9398 |
0.9398 |
0.9425 |
0.9407 |
| S2 |
0.9368 |
0.9368 |
0.9420 |
|
| S3 |
0.9319 |
0.9350 |
0.9416 |
|
| S4 |
0.9271 |
0.9301 |
0.9402 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9917 |
0.9858 |
0.9573 |
|
| R3 |
0.9761 |
0.9702 |
0.9530 |
|
| R2 |
0.9605 |
0.9605 |
0.9516 |
|
| R1 |
0.9546 |
0.9546 |
0.9501 |
0.9575 |
| PP |
0.9449 |
0.9449 |
0.9449 |
0.9463 |
| S1 |
0.9390 |
0.9390 |
0.9473 |
0.9419 |
| S2 |
0.9293 |
0.9293 |
0.9458 |
|
| S3 |
0.9137 |
0.9234 |
0.9444 |
|
| S4 |
0.8981 |
0.9078 |
0.9401 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9508 |
0.9352 |
0.0156 |
1.7% |
0.0074 |
0.8% |
50% |
False |
False |
104,265 |
| 10 |
0.9508 |
0.9352 |
0.0156 |
1.7% |
0.0067 |
0.7% |
50% |
False |
False |
92,772 |
| 20 |
0.9517 |
0.9344 |
0.0173 |
1.8% |
0.0062 |
0.7% |
49% |
False |
False |
86,920 |
| 40 |
0.9603 |
0.9304 |
0.0299 |
3.2% |
0.0062 |
0.7% |
42% |
False |
False |
87,335 |
| 60 |
0.9603 |
0.9254 |
0.0349 |
3.7% |
0.0058 |
0.6% |
50% |
False |
False |
82,928 |
| 80 |
0.9603 |
0.9117 |
0.0486 |
5.2% |
0.0058 |
0.6% |
64% |
False |
False |
64,337 |
| 100 |
0.9603 |
0.9117 |
0.0486 |
5.2% |
0.0058 |
0.6% |
64% |
False |
False |
51,485 |
| 120 |
0.9603 |
0.9034 |
0.0569 |
6.0% |
0.0064 |
0.7% |
70% |
False |
False |
42,917 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9640 |
|
2.618 |
0.9561 |
|
1.618 |
0.9512 |
|
1.000 |
0.9483 |
|
0.618 |
0.9464 |
|
HIGH |
0.9434 |
|
0.618 |
0.9415 |
|
0.500 |
0.9410 |
|
0.382 |
0.9404 |
|
LOW |
0.9386 |
|
0.618 |
0.9356 |
|
1.000 |
0.9337 |
|
1.618 |
0.9307 |
|
2.618 |
0.9259 |
|
4.250 |
0.9179 |
|
|
| Fisher Pivots for day following 03-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9423 |
0.9429 |
| PP |
0.9416 |
0.9429 |
| S1 |
0.9410 |
0.9429 |
|