CME Japanese Yen Future December 2020
| Trading Metrics calculated at close of trading on 31-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2020 |
31-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9399 |
0.9497 |
0.0099 |
1.0% |
0.9463 |
| High |
0.9518 |
0.9510 |
-0.0009 |
-0.1% |
0.9518 |
| Low |
0.9363 |
0.9438 |
0.0075 |
0.8% |
0.9363 |
| Close |
0.9498 |
0.9459 |
-0.0040 |
-0.4% |
0.9498 |
| Range |
0.0155 |
0.0072 |
-0.0084 |
-53.9% |
0.0155 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
0.6% |
0.0000 |
| Volume |
2,313 |
1,754 |
-559 |
-24.2% |
6,000 |
|
| Daily Pivots for day following 31-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9683 |
0.9642 |
0.9498 |
|
| R3 |
0.9612 |
0.9571 |
0.9478 |
|
| R2 |
0.9540 |
0.9540 |
0.9472 |
|
| R1 |
0.9499 |
0.9499 |
0.9465 |
0.9484 |
| PP |
0.9469 |
0.9469 |
0.9469 |
0.9461 |
| S1 |
0.9428 |
0.9428 |
0.9452 |
0.9413 |
| S2 |
0.9397 |
0.9397 |
0.9445 |
|
| S3 |
0.9326 |
0.9356 |
0.9439 |
|
| S4 |
0.9254 |
0.9285 |
0.9419 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9925 |
0.9866 |
0.9583 |
|
| R3 |
0.9770 |
0.9711 |
0.9541 |
|
| R2 |
0.9615 |
0.9615 |
0.9526 |
|
| R1 |
0.9556 |
0.9556 |
0.9512 |
0.9586 |
| PP |
0.9460 |
0.9460 |
0.9460 |
0.9474 |
| S1 |
0.9401 |
0.9401 |
0.9484 |
0.9431 |
| S2 |
0.9305 |
0.9305 |
0.9470 |
|
| S3 |
0.9150 |
0.9246 |
0.9455 |
|
| S4 |
0.8995 |
0.9091 |
0.9413 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9518 |
0.9363 |
0.0155 |
1.6% |
0.0088 |
0.9% |
62% |
False |
False |
1,522 |
| 10 |
0.9528 |
0.9363 |
0.0165 |
1.7% |
0.0072 |
0.8% |
58% |
False |
False |
848 |
| 20 |
0.9528 |
0.9356 |
0.0172 |
1.8% |
0.0061 |
0.6% |
60% |
False |
False |
487 |
| 40 |
0.9613 |
0.9296 |
0.0317 |
3.3% |
0.0059 |
0.6% |
51% |
False |
False |
273 |
| 60 |
0.9613 |
0.9150 |
0.0463 |
4.9% |
0.0057 |
0.6% |
67% |
False |
False |
213 |
| 80 |
0.9613 |
0.9135 |
0.0478 |
5.1% |
0.0053 |
0.6% |
68% |
False |
False |
160 |
| 100 |
0.9613 |
0.9135 |
0.0478 |
5.1% |
0.0052 |
0.5% |
68% |
False |
False |
129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9813 |
|
2.618 |
0.9697 |
|
1.618 |
0.9625 |
|
1.000 |
0.9581 |
|
0.618 |
0.9554 |
|
HIGH |
0.9510 |
|
0.618 |
0.9482 |
|
0.500 |
0.9474 |
|
0.382 |
0.9465 |
|
LOW |
0.9438 |
|
0.618 |
0.9394 |
|
1.000 |
0.9367 |
|
1.618 |
0.9322 |
|
2.618 |
0.9251 |
|
4.250 |
0.9134 |
|
|
| Fisher Pivots for day following 31-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9474 |
0.9453 |
| PP |
0.9469 |
0.9447 |
| S1 |
0.9464 |
0.9441 |
|