CME Japanese Yen Future December 2020
Trading Metrics calculated at close of trading on 19-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2020 |
19-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
0.9464 |
0.9501 |
0.0038 |
0.4% |
0.9458 |
High |
0.9512 |
0.9528 |
0.0016 |
0.2% |
0.9474 |
Low |
0.9444 |
0.9434 |
-0.0010 |
-0.1% |
0.9356 |
Close |
0.9501 |
0.9456 |
-0.0046 |
-0.5% |
0.9398 |
Range |
0.0068 |
0.0094 |
0.0026 |
37.2% |
0.0118 |
ATR |
0.0057 |
0.0060 |
0.0003 |
4.6% |
0.0000 |
Volume |
119 |
170 |
51 |
42.9% |
542 |
|
Daily Pivots for day following 19-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9754 |
0.9699 |
0.9507 |
|
R3 |
0.9660 |
0.9605 |
0.9481 |
|
R2 |
0.9566 |
0.9566 |
0.9473 |
|
R1 |
0.9511 |
0.9511 |
0.9464 |
0.9492 |
PP |
0.9472 |
0.9472 |
0.9472 |
0.9463 |
S1 |
0.9417 |
0.9417 |
0.9447 |
0.9398 |
S2 |
0.9378 |
0.9378 |
0.9438 |
|
S3 |
0.9284 |
0.9323 |
0.9430 |
|
S4 |
0.9190 |
0.9229 |
0.9404 |
|
|
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 |
0.9528 |
0.9356 |
0.0172 |
1.8% |
0.0064 |
0.7% |
58% |
True |
False |
126 |
10 |
0.9528 |
0.9356 |
0.0172 |
1.8% |
0.0056 |
0.6% |
58% |
True |
False |
137 |
20 |
0.9613 |
0.9344 |
0.0269 |
2.8% |
0.0064 |
0.7% |
41% |
False |
False |
127 |
40 |
0.9613 |
0.9267 |
0.0346 |
3.7% |
0.0055 |
0.6% |
54% |
False |
False |
79 |
60 |
0.9613 |
0.9135 |
0.0478 |
5.1% |
0.0054 |
0.6% |
67% |
False |
False |
77 |
80 |
0.9613 |
0.9135 |
0.0478 |
5.1% |
0.0050 |
0.5% |
67% |
False |
False |
58 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9927 |
2.618 |
0.9774 |
1.618 |
0.9680 |
1.000 |
0.9622 |
0.618 |
0.9586 |
HIGH |
0.9528 |
0.618 |
0.9492 |
0.500 |
0.9481 |
0.382 |
0.9469 |
LOW |
0.9434 |
0.618 |
0.9375 |
1.000 |
0.9340 |
1.618 |
0.9281 |
2.618 |
0.9187 |
4.250 |
0.9034 |
|
|
Fisher Pivots for day following 19-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
0.9481 |
0.9459 |
PP |
0.9472 |
0.9458 |
S1 |
0.9464 |
0.9457 |
|