CME Japanese Yen Future December 2020
| Trading Metrics calculated at close of trading on 14-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2020 |
14-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9373 |
0.9364 |
-0.0010 |
-0.1% |
0.9458 |
| High |
0.9397 |
0.9409 |
0.0012 |
0.1% |
0.9474 |
| Low |
0.9356 |
0.9357 |
0.0001 |
0.0% |
0.9356 |
| Close |
0.9367 |
0.9398 |
0.0031 |
0.3% |
0.9398 |
| Range |
0.0041 |
0.0052 |
0.0011 |
26.8% |
0.0118 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
76 |
118 |
42 |
55.3% |
542 |
|
| Daily Pivots for day following 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9544 |
0.9523 |
0.9427 |
|
| R3 |
0.9492 |
0.9471 |
0.9412 |
|
| R2 |
0.9440 |
0.9440 |
0.9408 |
|
| R1 |
0.9419 |
0.9419 |
0.9403 |
0.9429 |
| PP |
0.9388 |
0.9388 |
0.9388 |
0.9393 |
| S1 |
0.9367 |
0.9367 |
0.9393 |
0.9377 |
| S2 |
0.9336 |
0.9336 |
0.9388 |
|
| S3 |
0.9284 |
0.9315 |
0.9384 |
|
| S4 |
0.9232 |
0.9263 |
0.9369 |
|
|
| Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9762 |
0.9697 |
0.9463 |
|
| R3 |
0.9644 |
0.9580 |
0.9430 |
|
| R2 |
0.9527 |
0.9527 |
0.9420 |
|
| R1 |
0.9462 |
0.9462 |
0.9409 |
0.9436 |
| PP |
0.9409 |
0.9409 |
0.9409 |
0.9396 |
| S1 |
0.9345 |
0.9345 |
0.9387 |
0.9318 |
| S2 |
0.9292 |
0.9292 |
0.9376 |
|
| S3 |
0.9174 |
0.9227 |
0.9366 |
|
| S4 |
0.9057 |
0.9110 |
0.9333 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9474 |
0.9356 |
0.0118 |
1.3% |
0.0050 |
0.5% |
36% |
False |
False |
108 |
| 10 |
0.9511 |
0.9356 |
0.0155 |
1.6% |
0.0051 |
0.5% |
27% |
False |
False |
122 |
| 20 |
0.9613 |
0.9316 |
0.0297 |
3.2% |
0.0061 |
0.6% |
28% |
False |
False |
108 |
| 40 |
0.9613 |
0.9267 |
0.0346 |
3.7% |
0.0053 |
0.6% |
38% |
False |
False |
76 |
| 60 |
0.9613 |
0.9135 |
0.0478 |
5.1% |
0.0052 |
0.6% |
55% |
False |
False |
70 |
| 80 |
0.9613 |
0.9135 |
0.0478 |
5.1% |
0.0049 |
0.5% |
55% |
False |
False |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9630 |
|
2.618 |
0.9545 |
|
1.618 |
0.9493 |
|
1.000 |
0.9461 |
|
0.618 |
0.9441 |
|
HIGH |
0.9409 |
|
0.618 |
0.9389 |
|
0.500 |
0.9383 |
|
0.382 |
0.9376 |
|
LOW |
0.9357 |
|
0.618 |
0.9324 |
|
1.000 |
0.9305 |
|
1.618 |
0.9272 |
|
2.618 |
0.9220 |
|
4.250 |
0.9136 |
|
|
| Fisher Pivots for day following 14-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9393 |
0.9393 |
| PP |
0.9388 |
0.9388 |
| S1 |
0.9383 |
0.9382 |
|