CME Japanese Yen Future December 2020
| Trading Metrics calculated at close of trading on 17-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2020 |
17-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9364 |
0.9393 |
0.0030 |
0.3% |
0.9458 |
| High |
0.9409 |
0.9453 |
0.0044 |
0.5% |
0.9474 |
| Low |
0.9357 |
0.9390 |
0.0034 |
0.4% |
0.9356 |
| Close |
0.9398 |
0.9445 |
0.0047 |
0.5% |
0.9398 |
| Range |
0.0052 |
0.0063 |
0.0011 |
20.2% |
0.0118 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
0.9% |
0.0000 |
| Volume |
118 |
148 |
30 |
25.4% |
542 |
|
| Daily Pivots for day following 17-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9617 |
0.9593 |
0.9479 |
|
| R3 |
0.9554 |
0.9531 |
0.9462 |
|
| R2 |
0.9492 |
0.9492 |
0.9456 |
|
| R1 |
0.9468 |
0.9468 |
0.9450 |
0.9480 |
| PP |
0.9429 |
0.9429 |
0.9429 |
0.9435 |
| S1 |
0.9406 |
0.9406 |
0.9439 |
0.9417 |
| S2 |
0.9367 |
0.9367 |
0.9433 |
|
| S3 |
0.9304 |
0.9343 |
0.9427 |
|
| S4 |
0.9242 |
0.9281 |
0.9410 |
|
|
| 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 |
0.9454 |
0.9356 |
0.0098 |
1.0% |
0.0054 |
0.6% |
90% |
False |
False |
120 |
| 10 |
0.9511 |
0.9356 |
0.0155 |
1.6% |
0.0049 |
0.5% |
57% |
False |
False |
125 |
| 20 |
0.9613 |
0.9332 |
0.0282 |
3.0% |
0.0062 |
0.7% |
40% |
False |
False |
115 |
| 40 |
0.9613 |
0.9267 |
0.0346 |
3.7% |
0.0054 |
0.6% |
51% |
False |
False |
79 |
| 60 |
0.9613 |
0.9135 |
0.0478 |
5.1% |
0.0053 |
0.6% |
65% |
False |
False |
72 |
| 80 |
0.9613 |
0.9135 |
0.0478 |
5.1% |
0.0049 |
0.5% |
65% |
False |
False |
55 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9718 |
|
2.618 |
0.9616 |
|
1.618 |
0.9554 |
|
1.000 |
0.9515 |
|
0.618 |
0.9491 |
|
HIGH |
0.9453 |
|
0.618 |
0.9429 |
|
0.500 |
0.9421 |
|
0.382 |
0.9414 |
|
LOW |
0.9390 |
|
0.618 |
0.9351 |
|
1.000 |
0.9328 |
|
1.618 |
0.9289 |
|
2.618 |
0.9226 |
|
4.250 |
0.9124 |
|
|
| Fisher Pivots for day following 17-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9437 |
0.9431 |
| PP |
0.9429 |
0.9418 |
| S1 |
0.9421 |
0.9404 |
|