CME Japanese Yen Future December 2020
| Trading Metrics calculated at close of trading on 25-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2020 |
25-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9463 |
0.9449 |
-0.0014 |
-0.1% |
0.9393 |
| High |
0.9474 |
0.9457 |
-0.0017 |
-0.2% |
0.9528 |
| Low |
0.9446 |
0.9395 |
-0.0052 |
-0.5% |
0.9390 |
| Close |
0.9450 |
0.9415 |
-0.0035 |
-0.4% |
0.9463 |
| Range |
0.0028 |
0.0063 |
0.0035 |
127.3% |
0.0138 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
0.8% |
0.0000 |
| Volume |
142 |
355 |
213 |
150.0% |
883 |
|
| Daily Pivots for day following 25-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9610 |
0.9575 |
0.9449 |
|
| R3 |
0.9547 |
0.9512 |
0.9432 |
|
| R2 |
0.9485 |
0.9485 |
0.9426 |
|
| R1 |
0.9450 |
0.9450 |
0.9421 |
0.9436 |
| PP |
0.9422 |
0.9422 |
0.9422 |
0.9415 |
| S1 |
0.9387 |
0.9387 |
0.9409 |
0.9373 |
| S2 |
0.9360 |
0.9360 |
0.9404 |
|
| S3 |
0.9297 |
0.9325 |
0.9398 |
|
| S4 |
0.9235 |
0.9262 |
0.9381 |
|
|
| 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 |
0.9395 |
0.0133 |
1.4% |
0.0056 |
0.6% |
15% |
False |
True |
222 |
| 10 |
0.9528 |
0.9356 |
0.0172 |
1.8% |
0.0055 |
0.6% |
34% |
False |
False |
173 |
| 20 |
0.9613 |
0.9356 |
0.0257 |
2.7% |
0.0059 |
0.6% |
23% |
False |
False |
148 |
| 40 |
0.9613 |
0.9267 |
0.0346 |
3.7% |
0.0054 |
0.6% |
43% |
False |
False |
97 |
| 60 |
0.9613 |
0.9135 |
0.0478 |
5.1% |
0.0055 |
0.6% |
59% |
False |
False |
92 |
| 80 |
0.9613 |
0.9135 |
0.0478 |
5.1% |
0.0050 |
0.5% |
59% |
False |
False |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9723 |
|
2.618 |
0.9621 |
|
1.618 |
0.9558 |
|
1.000 |
0.9520 |
|
0.618 |
0.9496 |
|
HIGH |
0.9457 |
|
0.618 |
0.9433 |
|
0.500 |
0.9426 |
|
0.382 |
0.9418 |
|
LOW |
0.9395 |
|
0.618 |
0.9356 |
|
1.000 |
0.9332 |
|
1.618 |
0.9293 |
|
2.618 |
0.9231 |
|
4.250 |
0.9129 |
|
|
| Fisher Pivots for day following 25-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9426 |
0.9445 |
| PP |
0.9422 |
0.9435 |
| S1 |
0.9419 |
0.9425 |
|