CME Japanese Yen Future December 2020
| Trading Metrics calculated at close of trading on 02-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2020 |
02-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9459 |
0.9449 |
-0.0010 |
-0.1% |
0.9463 |
| High |
0.9482 |
0.9459 |
-0.0024 |
-0.2% |
0.9518 |
| Low |
0.9433 |
0.9418 |
-0.0014 |
-0.1% |
0.9363 |
| Close |
0.9449 |
0.9420 |
-0.0030 |
-0.3% |
0.9498 |
| Range |
0.0050 |
0.0040 |
-0.0009 |
-19.2% |
0.0155 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
1,729 |
1,302 |
-427 |
-24.7% |
6,000 |
|
| Daily Pivots for day following 02-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9552 |
0.9526 |
0.9442 |
|
| R3 |
0.9512 |
0.9486 |
0.9431 |
|
| R2 |
0.9472 |
0.9472 |
0.9427 |
|
| R1 |
0.9446 |
0.9446 |
0.9423 |
0.9439 |
| PP |
0.9432 |
0.9432 |
0.9432 |
0.9429 |
| S1 |
0.9406 |
0.9406 |
0.9416 |
0.9399 |
| S2 |
0.9392 |
0.9392 |
0.9412 |
|
| S3 |
0.9352 |
0.9366 |
0.9408 |
|
| S4 |
0.9312 |
0.9326 |
0.9397 |
|
|
| 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% |
0.0083 |
0.9% |
36% |
False |
False |
1,757 |
| 10 |
0.9518 |
0.9363 |
0.0155 |
1.6% |
0.0065 |
0.7% |
36% |
False |
False |
1,123 |
| 20 |
0.9528 |
0.9356 |
0.0172 |
1.8% |
0.0061 |
0.6% |
37% |
False |
False |
630 |
| 40 |
0.9613 |
0.9316 |
0.0297 |
3.2% |
0.0059 |
0.6% |
35% |
False |
False |
348 |
| 60 |
0.9613 |
0.9267 |
0.0346 |
3.7% |
0.0055 |
0.6% |
44% |
False |
False |
260 |
| 80 |
0.9613 |
0.9135 |
0.0478 |
5.1% |
0.0053 |
0.6% |
60% |
False |
False |
198 |
| 100 |
0.9613 |
0.9135 |
0.0478 |
5.1% |
0.0051 |
0.5% |
60% |
False |
False |
159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9629 |
|
2.618 |
0.9563 |
|
1.618 |
0.9523 |
|
1.000 |
0.9499 |
|
0.618 |
0.9483 |
|
HIGH |
0.9459 |
|
0.618 |
0.9443 |
|
0.500 |
0.9438 |
|
0.382 |
0.9434 |
|
LOW |
0.9418 |
|
0.618 |
0.9394 |
|
1.000 |
0.9378 |
|
1.618 |
0.9354 |
|
2.618 |
0.9314 |
|
4.250 |
0.9248 |
|
|
| Fisher Pivots for day following 02-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9438 |
0.9464 |
| PP |
0.9432 |
0.9449 |
| S1 |
0.9426 |
0.9434 |
|