CME Japanese Yen Future December 2020
Trading Metrics calculated at close of trading on 21-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2020 |
21-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
0.9441 |
0.9470 |
0.0029 |
0.3% |
0.9393 |
High |
0.9469 |
0.9496 |
0.0028 |
0.3% |
0.9528 |
Low |
0.9428 |
0.9441 |
0.0014 |
0.1% |
0.9390 |
Close |
0.9468 |
0.9463 |
-0.0005 |
0.0% |
0.9463 |
Range |
0.0041 |
0.0055 |
0.0014 |
34.1% |
0.0138 |
ATR |
0.0058 |
0.0058 |
0.0000 |
-0.4% |
0.0000 |
Volume |
208 |
238 |
30 |
14.4% |
883 |
|
Daily Pivots for day following 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9632 |
0.9602 |
0.9493 |
|
R3 |
0.9577 |
0.9547 |
0.9478 |
|
R2 |
0.9522 |
0.9522 |
0.9473 |
|
R1 |
0.9492 |
0.9492 |
0.9468 |
0.9480 |
PP |
0.9467 |
0.9467 |
0.9467 |
0.9460 |
S1 |
0.9437 |
0.9437 |
0.9458 |
0.9425 |
S2 |
0.9412 |
0.9412 |
0.9453 |
|
S3 |
0.9357 |
0.9382 |
0.9448 |
|
S4 |
0.9302 |
0.9327 |
0.9433 |
|
|
Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9873 |
0.9805 |
0.9539 |
|
R3 |
0.9735 |
0.9668 |
0.9501 |
|
R2 |
0.9598 |
0.9598 |
0.9488 |
|
R1 |
0.9530 |
0.9530 |
0.9476 |
0.9564 |
PP |
0.9460 |
0.9460 |
0.9460 |
0.9477 |
S1 |
0.9393 |
0.9393 |
0.9450 |
0.9427 |
S2 |
0.9323 |
0.9323 |
0.9438 |
|
S3 |
0.9185 |
0.9255 |
0.9425 |
|
S4 |
0.9048 |
0.9118 |
0.9387 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9528 |
0.9390 |
0.0138 |
1.5% |
0.0064 |
0.7% |
53% |
False |
False |
176 |
10 |
0.9528 |
0.9356 |
0.0172 |
1.8% |
0.0057 |
0.6% |
62% |
False |
False |
142 |
20 |
0.9613 |
0.9356 |
0.0257 |
2.7% |
0.0062 |
0.7% |
42% |
False |
False |
137 |
40 |
0.9613 |
0.9267 |
0.0346 |
3.7% |
0.0055 |
0.6% |
57% |
False |
False |
89 |
60 |
0.9613 |
0.9135 |
0.0478 |
5.1% |
0.0055 |
0.6% |
69% |
False |
False |
84 |
80 |
0.9613 |
0.9135 |
0.0478 |
5.1% |
0.0050 |
0.5% |
69% |
False |
False |
64 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9730 |
2.618 |
0.9640 |
1.618 |
0.9585 |
1.000 |
0.9551 |
0.618 |
0.9530 |
HIGH |
0.9496 |
0.618 |
0.9475 |
0.500 |
0.9469 |
0.382 |
0.9462 |
LOW |
0.9441 |
0.618 |
0.9407 |
1.000 |
0.9386 |
1.618 |
0.9352 |
2.618 |
0.9297 |
4.250 |
0.9207 |
|
|
Fisher Pivots for day following 21-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
0.9469 |
0.9478 |
PP |
0.9467 |
0.9473 |
S1 |
0.9465 |
0.9468 |
|