CME Japanese Yen Future December 2020
| Trading Metrics calculated at close of trading on 26-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2020 |
26-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9449 |
0.9413 |
-0.0036 |
-0.4% |
0.9393 |
| High |
0.9457 |
0.9450 |
-0.0007 |
-0.1% |
0.9528 |
| Low |
0.9395 |
0.9397 |
0.0002 |
0.0% |
0.9390 |
| Close |
0.9415 |
0.9444 |
0.0029 |
0.3% |
0.9463 |
| Range |
0.0063 |
0.0054 |
-0.0009 |
-14.4% |
0.0138 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
355 |
1,501 |
1,146 |
322.8% |
883 |
|
| Daily Pivots for day following 26-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9591 |
0.9571 |
0.9473 |
|
| R3 |
0.9537 |
0.9517 |
0.9459 |
|
| R2 |
0.9484 |
0.9484 |
0.9454 |
|
| R1 |
0.9464 |
0.9464 |
0.9449 |
0.9474 |
| PP |
0.9430 |
0.9430 |
0.9430 |
0.9435 |
| S1 |
0.9410 |
0.9410 |
0.9439 |
0.9420 |
| S2 |
0.9377 |
0.9377 |
0.9434 |
|
| S3 |
0.9323 |
0.9357 |
0.9429 |
|
| S4 |
0.9270 |
0.9303 |
0.9415 |
|
|
| 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 |
0.9496 |
0.9395 |
0.0102 |
1.1% |
0.0048 |
0.5% |
49% |
False |
False |
488 |
| 10 |
0.9528 |
0.9356 |
0.0172 |
1.8% |
0.0056 |
0.6% |
51% |
False |
False |
307 |
| 20 |
0.9613 |
0.9356 |
0.0257 |
2.7% |
0.0060 |
0.6% |
34% |
False |
False |
220 |
| 40 |
0.9613 |
0.9267 |
0.0346 |
3.7% |
0.0055 |
0.6% |
51% |
False |
False |
132 |
| 60 |
0.9613 |
0.9135 |
0.0478 |
5.1% |
0.0054 |
0.6% |
65% |
False |
False |
117 |
| 80 |
0.9613 |
0.9135 |
0.0478 |
5.1% |
0.0050 |
0.5% |
65% |
False |
False |
89 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9677 |
|
2.618 |
0.9590 |
|
1.618 |
0.9537 |
|
1.000 |
0.9504 |
|
0.618 |
0.9483 |
|
HIGH |
0.9450 |
|
0.618 |
0.9430 |
|
0.500 |
0.9423 |
|
0.382 |
0.9417 |
|
LOW |
0.9397 |
|
0.618 |
0.9363 |
|
1.000 |
0.9343 |
|
1.618 |
0.9310 |
|
2.618 |
0.9256 |
|
4.250 |
0.9169 |
|
|
| Fisher Pivots for day following 26-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9437 |
0.9441 |
| PP |
0.9430 |
0.9437 |
| S1 |
0.9423 |
0.9434 |
|