CME Japanese Yen Future September 2020
| Trading Metrics calculated at close of trading on 08-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2020 |
08-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9419 |
0.9413 |
-0.0006 |
-0.1% |
0.9487 |
| High |
0.9430 |
0.9448 |
0.0018 |
0.2% |
0.9499 |
| Low |
0.9389 |
0.9400 |
0.0011 |
0.1% |
0.9386 |
| Close |
0.9417 |
0.9431 |
0.0014 |
0.1% |
0.9417 |
| Range |
0.0041 |
0.0048 |
0.0007 |
17.3% |
0.0114 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
90,403 |
125,625 |
35,222 |
39.0% |
428,558 |
|
| Daily Pivots for day following 08-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9569 |
0.9547 |
0.9457 |
|
| R3 |
0.9521 |
0.9500 |
0.9444 |
|
| R2 |
0.9474 |
0.9474 |
0.9439 |
|
| R1 |
0.9452 |
0.9452 |
0.9435 |
0.9463 |
| PP |
0.9426 |
0.9426 |
0.9426 |
0.9431 |
| S1 |
0.9405 |
0.9405 |
0.9426 |
0.9415 |
| S2 |
0.9379 |
0.9379 |
0.9422 |
|
| S3 |
0.9331 |
0.9357 |
0.9417 |
|
| S4 |
0.9284 |
0.9310 |
0.9404 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9774 |
0.9709 |
0.9479 |
|
| R3 |
0.9661 |
0.9595 |
0.9448 |
|
| R2 |
0.9547 |
0.9547 |
0.9437 |
|
| R1 |
0.9482 |
0.9482 |
0.9427 |
0.9458 |
| PP |
0.9434 |
0.9434 |
0.9434 |
0.9422 |
| S1 |
0.9368 |
0.9368 |
0.9406 |
0.9344 |
| S2 |
0.9320 |
0.9320 |
0.9396 |
|
| S3 |
0.9207 |
0.9255 |
0.9385 |
|
| S4 |
0.9093 |
0.9141 |
0.9354 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9472 |
0.9386 |
0.0086 |
0.9% |
0.0045 |
0.5% |
52% |
False |
False |
90,821 |
| 10 |
0.9508 |
0.9352 |
0.0156 |
1.7% |
0.0067 |
0.7% |
51% |
False |
False |
102,405 |
| 20 |
0.9517 |
0.9344 |
0.0173 |
1.8% |
0.0062 |
0.7% |
50% |
False |
False |
90,391 |
| 40 |
0.9603 |
0.9304 |
0.0299 |
3.2% |
0.0061 |
0.7% |
42% |
False |
False |
89,140 |
| 60 |
0.9603 |
0.9254 |
0.0349 |
3.7% |
0.0057 |
0.6% |
51% |
False |
False |
82,941 |
| 80 |
0.9603 |
0.9117 |
0.0486 |
5.2% |
0.0058 |
0.6% |
65% |
False |
False |
67,034 |
| 100 |
0.9603 |
0.9117 |
0.0486 |
5.2% |
0.0057 |
0.6% |
65% |
False |
False |
53,643 |
| 120 |
0.9603 |
0.9034 |
0.0569 |
6.0% |
0.0062 |
0.7% |
70% |
False |
False |
44,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9649 |
|
2.618 |
0.9572 |
|
1.618 |
0.9524 |
|
1.000 |
0.9495 |
|
0.618 |
0.9477 |
|
HIGH |
0.9448 |
|
0.618 |
0.9429 |
|
0.500 |
0.9424 |
|
0.382 |
0.9418 |
|
LOW |
0.9400 |
|
0.618 |
0.9371 |
|
1.000 |
0.9353 |
|
1.618 |
0.9323 |
|
2.618 |
0.9276 |
|
4.250 |
0.9198 |
|
|
| Fisher Pivots for day following 08-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9428 |
0.9426 |
| PP |
0.9426 |
0.9421 |
| S1 |
0.9424 |
0.9417 |
|