CME Japanese Yen Future September 2020
Trading Metrics calculated at close of trading on 09-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2020 |
09-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
0.9413 |
0.9438 |
0.0025 |
0.3% |
0.9487 |
High |
0.9448 |
0.9454 |
0.0006 |
0.1% |
0.9499 |
Low |
0.9400 |
0.9410 |
0.0010 |
0.1% |
0.9386 |
Close |
0.9431 |
0.9416 |
-0.0015 |
-0.2% |
0.9417 |
Range |
0.0048 |
0.0044 |
-0.0004 |
-8.4% |
0.0114 |
ATR |
0.0061 |
0.0060 |
-0.0001 |
-2.0% |
0.0000 |
Volume |
125,625 |
145,644 |
20,019 |
15.9% |
428,558 |
|
Daily Pivots for day following 09-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9557 |
0.9530 |
0.9440 |
|
R3 |
0.9514 |
0.9487 |
0.9428 |
|
R2 |
0.9470 |
0.9470 |
0.9424 |
|
R1 |
0.9443 |
0.9443 |
0.9420 |
0.9435 |
PP |
0.9427 |
0.9427 |
0.9427 |
0.9422 |
S1 |
0.9400 |
0.9400 |
0.9412 |
0.9391 |
S2 |
0.9383 |
0.9383 |
0.9408 |
|
S3 |
0.9340 |
0.9356 |
0.9404 |
|
S4 |
0.9296 |
0.9313 |
0.9392 |
|
|
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 |
0.9454 |
0.9386 |
0.0068 |
0.7% |
0.0044 |
0.5% |
45% |
True |
False |
103,850 |
10 |
0.9508 |
0.9352 |
0.0156 |
1.7% |
0.0065 |
0.7% |
41% |
False |
False |
108,624 |
20 |
0.9517 |
0.9344 |
0.0173 |
1.8% |
0.0061 |
0.6% |
42% |
False |
False |
92,722 |
40 |
0.9603 |
0.9304 |
0.0299 |
3.2% |
0.0062 |
0.7% |
38% |
False |
False |
91,289 |
60 |
0.9603 |
0.9254 |
0.0349 |
3.7% |
0.0057 |
0.6% |
47% |
False |
False |
84,095 |
80 |
0.9603 |
0.9117 |
0.0486 |
5.2% |
0.0058 |
0.6% |
62% |
False |
False |
68,844 |
100 |
0.9603 |
0.9117 |
0.0486 |
5.2% |
0.0057 |
0.6% |
62% |
False |
False |
55,098 |
120 |
0.9603 |
0.9034 |
0.0569 |
6.0% |
0.0061 |
0.6% |
67% |
False |
False |
45,927 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9638 |
2.618 |
0.9567 |
1.618 |
0.9524 |
1.000 |
0.9497 |
0.618 |
0.9480 |
HIGH |
0.9454 |
0.618 |
0.9437 |
0.500 |
0.9432 |
0.382 |
0.9427 |
LOW |
0.9410 |
0.618 |
0.9383 |
1.000 |
0.9367 |
1.618 |
0.9340 |
2.618 |
0.9296 |
4.250 |
0.9225 |
|
|
Fisher Pivots for day following 09-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
0.9432 |
0.9421 |
PP |
0.9427 |
0.9420 |
S1 |
0.9421 |
0.9418 |
|