CME Japanese Yen Future December 2020
| Trading Metrics calculated at close of trading on 20-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2020 |
20-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9501 |
0.9441 |
-0.0060 |
-0.6% |
0.9458 |
| High |
0.9528 |
0.9469 |
-0.0059 |
-0.6% |
0.9474 |
| Low |
0.9434 |
0.9428 |
-0.0006 |
-0.1% |
0.9356 |
| Close |
0.9456 |
0.9468 |
0.0012 |
0.1% |
0.9398 |
| Range |
0.0094 |
0.0041 |
-0.0053 |
-56.4% |
0.0118 |
| ATR |
0.0060 |
0.0058 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
170 |
208 |
38 |
22.4% |
542 |
|
| Daily Pivots for day following 20-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9578 |
0.9564 |
0.9490 |
|
| R3 |
0.9537 |
0.9523 |
0.9479 |
|
| R2 |
0.9496 |
0.9496 |
0.9475 |
|
| R1 |
0.9482 |
0.9482 |
0.9471 |
0.9489 |
| PP |
0.9455 |
0.9455 |
0.9455 |
0.9458 |
| S1 |
0.9441 |
0.9441 |
0.9464 |
0.9448 |
| S2 |
0.9414 |
0.9414 |
0.9460 |
|
| S3 |
0.9373 |
0.9400 |
0.9456 |
|
| S4 |
0.9332 |
0.9359 |
0.9445 |
|
|
| 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 |
0.9357 |
0.0171 |
1.8% |
0.0064 |
0.7% |
65% |
False |
False |
152 |
| 10 |
0.9528 |
0.9356 |
0.0172 |
1.8% |
0.0057 |
0.6% |
65% |
False |
False |
145 |
| 20 |
0.9613 |
0.9356 |
0.0257 |
2.7% |
0.0064 |
0.7% |
43% |
False |
False |
137 |
| 40 |
0.9613 |
0.9267 |
0.0346 |
3.7% |
0.0055 |
0.6% |
58% |
False |
False |
84 |
| 60 |
0.9613 |
0.9135 |
0.0478 |
5.0% |
0.0054 |
0.6% |
70% |
False |
False |
80 |
| 80 |
0.9613 |
0.9135 |
0.0478 |
5.0% |
0.0050 |
0.5% |
70% |
False |
False |
61 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9643 |
|
2.618 |
0.9576 |
|
1.618 |
0.9535 |
|
1.000 |
0.9510 |
|
0.618 |
0.9494 |
|
HIGH |
0.9469 |
|
0.618 |
0.9453 |
|
0.500 |
0.9448 |
|
0.382 |
0.9443 |
|
LOW |
0.9428 |
|
0.618 |
0.9402 |
|
1.000 |
0.9387 |
|
1.618 |
0.9361 |
|
2.618 |
0.9320 |
|
4.250 |
0.9253 |
|
|
| Fisher Pivots for day following 20-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9461 |
0.9478 |
| PP |
0.9455 |
0.9474 |
| S1 |
0.9448 |
0.9471 |
|