CME Japanese Yen Future December 2020
| Trading Metrics calculated at close of trading on 18-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2020 |
18-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9393 |
0.9464 |
0.0071 |
0.8% |
0.9458 |
| High |
0.9453 |
0.9512 |
0.0059 |
0.6% |
0.9474 |
| Low |
0.9390 |
0.9444 |
0.0054 |
0.6% |
0.9356 |
| Close |
0.9445 |
0.9501 |
0.0057 |
0.6% |
0.9398 |
| Range |
0.0063 |
0.0068 |
0.0006 |
9.6% |
0.0118 |
| ATR |
0.0056 |
0.0057 |
0.0001 |
1.6% |
0.0000 |
| Volume |
148 |
119 |
-29 |
-19.6% |
542 |
|
| Daily Pivots for day following 18-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9691 |
0.9664 |
0.9539 |
|
| R3 |
0.9622 |
0.9596 |
0.9520 |
|
| R2 |
0.9554 |
0.9554 |
0.9514 |
|
| R1 |
0.9527 |
0.9527 |
0.9507 |
0.9541 |
| PP |
0.9485 |
0.9485 |
0.9485 |
0.9492 |
| S1 |
0.9459 |
0.9459 |
0.9495 |
0.9472 |
| S2 |
0.9417 |
0.9417 |
0.9488 |
|
| S3 |
0.9349 |
0.9391 |
0.9482 |
|
| S4 |
0.9280 |
0.9322 |
0.9463 |
|
|
| 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 |
0.9512 |
0.9356 |
0.0156 |
1.6% |
0.0055 |
0.6% |
93% |
True |
False |
124 |
| 10 |
0.9512 |
0.9356 |
0.0156 |
1.6% |
0.0052 |
0.5% |
93% |
True |
False |
126 |
| 20 |
0.9613 |
0.9339 |
0.0274 |
2.9% |
0.0062 |
0.7% |
59% |
False |
False |
120 |
| 40 |
0.9613 |
0.9267 |
0.0346 |
3.6% |
0.0055 |
0.6% |
68% |
False |
False |
80 |
| 60 |
0.9613 |
0.9135 |
0.0478 |
5.0% |
0.0054 |
0.6% |
77% |
False |
False |
74 |
| 80 |
0.9613 |
0.9135 |
0.0478 |
5.0% |
0.0049 |
0.5% |
77% |
False |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9803 |
|
2.618 |
0.9691 |
|
1.618 |
0.9623 |
|
1.000 |
0.9580 |
|
0.618 |
0.9554 |
|
HIGH |
0.9512 |
|
0.618 |
0.9486 |
|
0.500 |
0.9478 |
|
0.382 |
0.9470 |
|
LOW |
0.9444 |
|
0.618 |
0.9401 |
|
1.000 |
0.9375 |
|
1.618 |
0.9333 |
|
2.618 |
0.9264 |
|
4.250 |
0.9152 |
|
|
| Fisher Pivots for day following 18-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9493 |
0.9479 |
| PP |
0.9485 |
0.9456 |
| S1 |
0.9478 |
0.9434 |
|