CME Japanese Yen Future December 2020
| Trading Metrics calculated at close of trading on 12-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2020 |
12-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9449 |
0.9398 |
-0.0051 |
-0.5% |
0.9464 |
| High |
0.9454 |
0.9408 |
-0.0046 |
-0.5% |
0.9511 |
| Low |
0.9389 |
0.9359 |
-0.0030 |
-0.3% |
0.9408 |
| Close |
0.9390 |
0.9372 |
-0.0018 |
-0.2% |
0.9454 |
| Range |
0.0066 |
0.0049 |
-0.0017 |
-25.2% |
0.0103 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
101 |
161 |
60 |
59.4% |
681 |
|
| Daily Pivots for day following 12-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9527 |
0.9498 |
0.9399 |
|
| R3 |
0.9478 |
0.9449 |
0.9385 |
|
| R2 |
0.9429 |
0.9429 |
0.9381 |
|
| R1 |
0.9400 |
0.9400 |
0.9376 |
0.9390 |
| PP |
0.9380 |
0.9380 |
0.9380 |
0.9375 |
| S1 |
0.9351 |
0.9351 |
0.9368 |
0.9341 |
| S2 |
0.9331 |
0.9331 |
0.9363 |
|
| S3 |
0.9282 |
0.9302 |
0.9359 |
|
| S4 |
0.9233 |
0.9253 |
0.9345 |
|
|
| 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 |
0.9359 |
0.0152 |
1.6% |
0.0049 |
0.5% |
9% |
False |
True |
148 |
| 10 |
0.9613 |
0.9359 |
0.0254 |
2.7% |
0.0064 |
0.7% |
5% |
False |
True |
134 |
| 20 |
0.9613 |
0.9316 |
0.0297 |
3.2% |
0.0060 |
0.6% |
19% |
False |
False |
100 |
| 40 |
0.9613 |
0.9267 |
0.0346 |
3.7% |
0.0053 |
0.6% |
30% |
False |
False |
81 |
| 60 |
0.9613 |
0.9135 |
0.0478 |
5.1% |
0.0052 |
0.6% |
50% |
False |
False |
67 |
| 80 |
0.9613 |
0.9135 |
0.0478 |
5.1% |
0.0049 |
0.5% |
50% |
False |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9616 |
|
2.618 |
0.9536 |
|
1.618 |
0.9487 |
|
1.000 |
0.9457 |
|
0.618 |
0.9438 |
|
HIGH |
0.9408 |
|
0.618 |
0.9389 |
|
0.500 |
0.9384 |
|
0.382 |
0.9378 |
|
LOW |
0.9359 |
|
0.618 |
0.9329 |
|
1.000 |
0.9310 |
|
1.618 |
0.9280 |
|
2.618 |
0.9231 |
|
4.250 |
0.9151 |
|
|
| Fisher Pivots for day following 12-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9384 |
0.9416 |
| PP |
0.9380 |
0.9402 |
| S1 |
0.9376 |
0.9387 |
|