CME Japanese Yen Future December 2020
Trading Metrics calculated at close of trading on 08-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2020 |
08-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
0.9433 |
0.9426 |
-0.0007 |
-0.1% |
0.9497 |
High |
0.9440 |
0.9459 |
0.0019 |
0.2% |
0.9510 |
Low |
0.9401 |
0.9412 |
0.0011 |
0.1% |
0.9397 |
Close |
0.9428 |
0.9442 |
0.0015 |
0.2% |
0.9428 |
Range |
0.0040 |
0.0047 |
0.0008 |
19.0% |
0.0113 |
ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.6% |
0.0000 |
Volume |
9,134 |
34,612 |
25,478 |
278.9% |
16,739 |
|
Daily Pivots for day following 08-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9578 |
0.9557 |
0.9468 |
|
R3 |
0.9531 |
0.9510 |
0.9455 |
|
R2 |
0.9484 |
0.9484 |
0.9451 |
|
R1 |
0.9463 |
0.9463 |
0.9446 |
0.9474 |
PP |
0.9437 |
0.9437 |
0.9437 |
0.9443 |
S1 |
0.9416 |
0.9416 |
0.9438 |
0.9427 |
S2 |
0.9390 |
0.9390 |
0.9433 |
|
S3 |
0.9343 |
0.9369 |
0.9429 |
|
S4 |
0.9296 |
0.9322 |
0.9416 |
|
|
Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9782 |
0.9717 |
0.9489 |
|
R3 |
0.9670 |
0.9605 |
0.9458 |
|
R2 |
0.9557 |
0.9557 |
0.9448 |
|
R1 |
0.9492 |
0.9492 |
0.9438 |
0.9469 |
PP |
0.9445 |
0.9445 |
0.9445 |
0.9433 |
S1 |
0.9380 |
0.9380 |
0.9417 |
0.9356 |
S2 |
0.9332 |
0.9332 |
0.9407 |
|
S3 |
0.9220 |
0.9267 |
0.9397 |
|
S4 |
0.9107 |
0.9155 |
0.9366 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9482 |
0.9397 |
0.0085 |
0.9% |
0.0045 |
0.5% |
53% |
False |
False |
9,919 |
10 |
0.9518 |
0.9363 |
0.0155 |
1.6% |
0.0066 |
0.7% |
51% |
False |
False |
5,720 |
20 |
0.9528 |
0.9356 |
0.0172 |
1.8% |
0.0061 |
0.6% |
50% |
False |
False |
2,934 |
40 |
0.9613 |
0.9316 |
0.0297 |
3.1% |
0.0060 |
0.6% |
42% |
False |
False |
1,511 |
60 |
0.9613 |
0.9267 |
0.0346 |
3.7% |
0.0054 |
0.6% |
51% |
False |
False |
1,028 |
80 |
0.9613 |
0.9135 |
0.0478 |
5.1% |
0.0053 |
0.6% |
64% |
False |
False |
780 |
100 |
0.9613 |
0.9135 |
0.0478 |
5.1% |
0.0051 |
0.5% |
64% |
False |
False |
625 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9658 |
2.618 |
0.9582 |
1.618 |
0.9535 |
1.000 |
0.9506 |
0.618 |
0.9488 |
HIGH |
0.9459 |
0.618 |
0.9441 |
0.500 |
0.9435 |
0.382 |
0.9429 |
LOW |
0.9412 |
0.618 |
0.9382 |
1.000 |
0.9365 |
1.618 |
0.9335 |
2.618 |
0.9288 |
4.250 |
0.9212 |
|
|
Fisher Pivots for day following 08-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
0.9440 |
0.9437 |
PP |
0.9437 |
0.9432 |
S1 |
0.9435 |
0.9428 |
|