CME Japanese Yen Future December 2020
Trading Metrics calculated at close of trading on 11-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2020 |
11-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
0.9431 |
0.9431 |
0.0001 |
0.0% |
0.9426 |
High |
0.9447 |
0.9441 |
-0.0007 |
-0.1% |
0.9465 |
Low |
0.9418 |
0.9422 |
0.0003 |
0.0% |
0.9412 |
Close |
0.9435 |
0.9436 |
0.0001 |
0.0% |
0.9436 |
Range |
0.0029 |
0.0019 |
-0.0010 |
-33.3% |
0.0054 |
ATR |
0.0056 |
0.0054 |
-0.0003 |
-4.7% |
0.0000 |
Volume |
75,343 |
73,392 |
-1,951 |
-2.6% |
268,302 |
|
Daily Pivots for day following 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9490 |
0.9482 |
0.9446 |
|
R3 |
0.9471 |
0.9463 |
0.9441 |
|
R2 |
0.9452 |
0.9452 |
0.9439 |
|
R1 |
0.9444 |
0.9444 |
0.9437 |
0.9448 |
PP |
0.9433 |
0.9433 |
0.9433 |
0.9435 |
S1 |
0.9425 |
0.9425 |
0.9434 |
0.9429 |
S2 |
0.9414 |
0.9414 |
0.9432 |
|
S3 |
0.9395 |
0.9406 |
0.9430 |
|
S4 |
0.9376 |
0.9387 |
0.9425 |
|
|
Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9598 |
0.9570 |
0.9465 |
|
R3 |
0.9544 |
0.9517 |
0.9450 |
|
R2 |
0.9491 |
0.9491 |
0.9445 |
|
R1 |
0.9463 |
0.9463 |
0.9440 |
0.9477 |
PP |
0.9437 |
0.9437 |
0.9437 |
0.9444 |
S1 |
0.9410 |
0.9410 |
0.9431 |
0.9424 |
S2 |
0.9384 |
0.9384 |
0.9426 |
|
S3 |
0.9330 |
0.9356 |
0.9421 |
|
S4 |
0.9277 |
0.9303 |
0.9406 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9465 |
0.9401 |
0.0065 |
0.7% |
0.0036 |
0.4% |
54% |
False |
False |
55,487 |
10 |
0.9518 |
0.9363 |
0.0155 |
1.6% |
0.0054 |
0.6% |
47% |
False |
False |
28,735 |
20 |
0.9528 |
0.9357 |
0.0171 |
1.8% |
0.0058 |
0.6% |
46% |
False |
False |
14,602 |
40 |
0.9613 |
0.9316 |
0.0297 |
3.1% |
0.0059 |
0.6% |
40% |
False |
False |
7,352 |
60 |
0.9613 |
0.9267 |
0.0346 |
3.7% |
0.0054 |
0.6% |
49% |
False |
False |
4,922 |
80 |
0.9613 |
0.9135 |
0.0478 |
5.1% |
0.0053 |
0.6% |
63% |
False |
False |
3,701 |
100 |
0.9613 |
0.9135 |
0.0478 |
5.1% |
0.0050 |
0.5% |
63% |
False |
False |
2,962 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9521 |
2.618 |
0.9490 |
1.618 |
0.9471 |
1.000 |
0.9460 |
0.618 |
0.9452 |
HIGH |
0.9441 |
0.618 |
0.9433 |
0.500 |
0.9431 |
0.382 |
0.9429 |
LOW |
0.9422 |
0.618 |
0.9410 |
1.000 |
0.9403 |
1.618 |
0.9391 |
2.618 |
0.9372 |
4.250 |
0.9341 |
|
|
Fisher Pivots for day following 11-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
0.9434 |
0.9442 |
PP |
0.9433 |
0.9440 |
S1 |
0.9431 |
0.9438 |
|