CME Japanese Yen Future December 2020
Trading Metrics calculated at close of trading on 03-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2020 |
03-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
0.9449 |
0.9429 |
-0.0020 |
-0.2% |
0.9463 |
High |
0.9459 |
0.9446 |
-0.0013 |
-0.1% |
0.9518 |
Low |
0.9418 |
0.9397 |
-0.0022 |
-0.2% |
0.9363 |
Close |
0.9420 |
0.9440 |
0.0021 |
0.2% |
0.9498 |
Range |
0.0040 |
0.0049 |
0.0009 |
22.5% |
0.0155 |
ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.6% |
0.0000 |
Volume |
1,302 |
2,820 |
1,518 |
116.6% |
6,000 |
|
Daily Pivots for day following 03-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9575 |
0.9556 |
0.9467 |
|
R3 |
0.9526 |
0.9507 |
0.9453 |
|
R2 |
0.9477 |
0.9477 |
0.9449 |
|
R1 |
0.9458 |
0.9458 |
0.9444 |
0.9468 |
PP |
0.9428 |
0.9428 |
0.9428 |
0.9432 |
S1 |
0.9409 |
0.9409 |
0.9436 |
0.9418 |
S2 |
0.9379 |
0.9379 |
0.9431 |
|
S3 |
0.9330 |
0.9360 |
0.9427 |
|
S4 |
0.9281 |
0.9311 |
0.9413 |
|
|
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% |
0.0073 |
0.8% |
50% |
False |
False |
1,983 |
10 |
0.9518 |
0.9363 |
0.0155 |
1.6% |
0.0066 |
0.7% |
50% |
False |
False |
1,384 |
20 |
0.9528 |
0.9356 |
0.0172 |
1.8% |
0.0061 |
0.6% |
49% |
False |
False |
764 |
40 |
0.9613 |
0.9316 |
0.0297 |
3.1% |
0.0060 |
0.6% |
42% |
False |
False |
418 |
60 |
0.9613 |
0.9267 |
0.0346 |
3.7% |
0.0055 |
0.6% |
50% |
False |
False |
307 |
80 |
0.9613 |
0.9135 |
0.0478 |
5.1% |
0.0053 |
0.6% |
64% |
False |
False |
233 |
100 |
0.9613 |
0.9135 |
0.0478 |
5.1% |
0.0051 |
0.5% |
64% |
False |
False |
187 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9654 |
2.618 |
0.9574 |
1.618 |
0.9525 |
1.000 |
0.9495 |
0.618 |
0.9476 |
HIGH |
0.9446 |
0.618 |
0.9427 |
0.500 |
0.9421 |
0.382 |
0.9416 |
LOW |
0.9397 |
0.618 |
0.9367 |
1.000 |
0.9348 |
1.618 |
0.9318 |
2.618 |
0.9269 |
4.250 |
0.9189 |
|
|
Fisher Pivots for day following 03-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
0.9434 |
0.9440 |
PP |
0.9428 |
0.9440 |
S1 |
0.9421 |
0.9439 |
|