CME Japanese Yen Future December 2020
| Trading Metrics calculated at close of trading on 11-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2020 |
11-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9458 |
0.9449 |
-0.0009 |
-0.1% |
0.9464 |
| High |
0.9474 |
0.9454 |
-0.0020 |
-0.2% |
0.9511 |
| Low |
0.9431 |
0.9389 |
-0.0042 |
-0.4% |
0.9408 |
| Close |
0.9453 |
0.9390 |
-0.0064 |
-0.7% |
0.9454 |
| Range |
0.0043 |
0.0066 |
0.0023 |
52.3% |
0.0103 |
| ATR |
0.0057 |
0.0058 |
0.0001 |
1.1% |
0.0000 |
| Volume |
86 |
101 |
15 |
17.4% |
681 |
|
| Daily Pivots for day following 11-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9607 |
0.9564 |
0.9426 |
|
| R3 |
0.9542 |
0.9498 |
0.9408 |
|
| R2 |
0.9476 |
0.9476 |
0.9402 |
|
| R1 |
0.9433 |
0.9433 |
0.9396 |
0.9422 |
| PP |
0.9411 |
0.9411 |
0.9411 |
0.9405 |
| S1 |
0.9367 |
0.9367 |
0.9383 |
0.9356 |
| S2 |
0.9345 |
0.9345 |
0.9377 |
|
| S3 |
0.9280 |
0.9302 |
0.9371 |
|
| S4 |
0.9214 |
0.9236 |
0.9353 |
|
|
| Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9765 |
0.9712 |
0.9510 |
|
| R3 |
0.9663 |
0.9610 |
0.9482 |
|
| R2 |
0.9560 |
0.9560 |
0.9473 |
|
| R1 |
0.9507 |
0.9507 |
0.9463 |
0.9482 |
| PP |
0.9458 |
0.9458 |
0.9458 |
0.9445 |
| S1 |
0.9405 |
0.9405 |
0.9445 |
0.9380 |
| S2 |
0.9355 |
0.9355 |
0.9435 |
|
| S3 |
0.9253 |
0.9302 |
0.9426 |
|
| S4 |
0.9150 |
0.9200 |
0.9398 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9511 |
0.9389 |
0.0122 |
1.3% |
0.0048 |
0.5% |
1% |
False |
True |
128 |
| 10 |
0.9613 |
0.9389 |
0.0225 |
2.4% |
0.0063 |
0.7% |
0% |
False |
True |
122 |
| 20 |
0.9613 |
0.9316 |
0.0297 |
3.2% |
0.0060 |
0.6% |
25% |
False |
False |
93 |
| 40 |
0.9613 |
0.9267 |
0.0346 |
3.7% |
0.0052 |
0.6% |
35% |
False |
False |
77 |
| 60 |
0.9613 |
0.9135 |
0.0478 |
5.1% |
0.0051 |
0.5% |
53% |
False |
False |
64 |
| 80 |
0.9613 |
0.9135 |
0.0478 |
5.1% |
0.0048 |
0.5% |
53% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9732 |
|
2.618 |
0.9625 |
|
1.618 |
0.9560 |
|
1.000 |
0.9520 |
|
0.618 |
0.9494 |
|
HIGH |
0.9454 |
|
0.618 |
0.9429 |
|
0.500 |
0.9421 |
|
0.382 |
0.9414 |
|
LOW |
0.9389 |
|
0.618 |
0.9348 |
|
1.000 |
0.9323 |
|
1.618 |
0.9283 |
|
2.618 |
0.9217 |
|
4.250 |
0.9110 |
|
|
| Fisher Pivots for day following 11-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9421 |
0.9441 |
| PP |
0.9411 |
0.9424 |
| S1 |
0.9400 |
0.9407 |
|