CME Japanese Yen Future December 2020
| Trading Metrics calculated at close of trading on 09-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2020 |
09-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9426 |
0.9453 |
0.0027 |
0.3% |
0.9497 |
| High |
0.9459 |
0.9465 |
0.0007 |
0.1% |
0.9510 |
| Low |
0.9412 |
0.9421 |
0.0010 |
0.1% |
0.9397 |
| Close |
0.9442 |
0.9428 |
-0.0014 |
-0.1% |
0.9428 |
| Range |
0.0047 |
0.0044 |
-0.0003 |
-6.4% |
0.0113 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
34,612 |
84,955 |
50,343 |
145.4% |
16,739 |
|
| Daily Pivots for day following 09-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9570 |
0.9543 |
0.9452 |
|
| R3 |
0.9526 |
0.9499 |
0.9440 |
|
| R2 |
0.9482 |
0.9482 |
0.9436 |
|
| R1 |
0.9455 |
0.9455 |
0.9432 |
0.9447 |
| PP |
0.9438 |
0.9438 |
0.9438 |
0.9434 |
| S1 |
0.9411 |
0.9411 |
0.9424 |
0.9403 |
| S2 |
0.9394 |
0.9394 |
0.9420 |
|
| S3 |
0.9350 |
0.9367 |
0.9416 |
|
| S4 |
0.9306 |
0.9323 |
0.9404 |
|
|
| 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 |
0.9465 |
0.9397 |
0.0068 |
0.7% |
0.0044 |
0.5% |
46% |
True |
False |
26,564 |
| 10 |
0.9518 |
0.9363 |
0.0155 |
1.6% |
0.0065 |
0.7% |
42% |
False |
False |
14,180 |
| 20 |
0.9528 |
0.9356 |
0.0172 |
1.8% |
0.0060 |
0.6% |
42% |
False |
False |
7,177 |
| 40 |
0.9613 |
0.9316 |
0.0297 |
3.2% |
0.0060 |
0.6% |
38% |
False |
False |
3,635 |
| 60 |
0.9613 |
0.9267 |
0.0346 |
3.7% |
0.0055 |
0.6% |
47% |
False |
False |
2,443 |
| 80 |
0.9613 |
0.9135 |
0.0478 |
5.1% |
0.0053 |
0.6% |
61% |
False |
False |
1,842 |
| 100 |
0.9613 |
0.9135 |
0.0478 |
5.1% |
0.0051 |
0.5% |
61% |
False |
False |
1,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9652 |
|
2.618 |
0.9580 |
|
1.618 |
0.9536 |
|
1.000 |
0.9509 |
|
0.618 |
0.9492 |
|
HIGH |
0.9465 |
|
0.618 |
0.9448 |
|
0.500 |
0.9443 |
|
0.382 |
0.9438 |
|
LOW |
0.9421 |
|
0.618 |
0.9394 |
|
1.000 |
0.9377 |
|
1.618 |
0.9350 |
|
2.618 |
0.9306 |
|
4.250 |
0.9234 |
|
|
| Fisher Pivots for day following 09-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9443 |
0.9433 |
| PP |
0.9438 |
0.9431 |
| S1 |
0.9433 |
0.9430 |
|