CME Japanese Yen Future December 2020
| Trading Metrics calculated at close of trading on 14-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2020 |
14-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9431 |
0.9436 |
0.0005 |
0.1% |
0.9426 |
| High |
0.9441 |
0.9488 |
0.0048 |
0.5% |
0.9465 |
| Low |
0.9422 |
0.9431 |
0.0009 |
0.1% |
0.9412 |
| Close |
0.9436 |
0.9471 |
0.0036 |
0.4% |
0.9436 |
| Range |
0.0019 |
0.0058 |
0.0039 |
202.6% |
0.0054 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
0.5% |
0.0000 |
| Volume |
73,392 |
69,738 |
-3,654 |
-5.0% |
268,302 |
|
| Daily Pivots for day following 14-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9636 |
0.9611 |
0.9503 |
|
| R3 |
0.9578 |
0.9553 |
0.9487 |
|
| R2 |
0.9521 |
0.9521 |
0.9482 |
|
| R1 |
0.9496 |
0.9496 |
0.9476 |
0.9508 |
| PP |
0.9463 |
0.9463 |
0.9463 |
0.9469 |
| S1 |
0.9438 |
0.9438 |
0.9466 |
0.9451 |
| S2 |
0.9406 |
0.9406 |
0.9460 |
|
| S3 |
0.9348 |
0.9381 |
0.9455 |
|
| S4 |
0.9291 |
0.9323 |
0.9439 |
|
|
| 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 |
0.9488 |
0.9412 |
0.0077 |
0.8% |
0.0039 |
0.4% |
78% |
True |
False |
67,608 |
| 10 |
0.9510 |
0.9397 |
0.0113 |
1.2% |
0.0045 |
0.5% |
66% |
False |
False |
35,477 |
| 20 |
0.9528 |
0.9363 |
0.0165 |
1.7% |
0.0058 |
0.6% |
66% |
False |
False |
18,083 |
| 40 |
0.9613 |
0.9316 |
0.0297 |
3.1% |
0.0059 |
0.6% |
52% |
False |
False |
9,095 |
| 60 |
0.9613 |
0.9267 |
0.0346 |
3.7% |
0.0055 |
0.6% |
59% |
False |
False |
6,078 |
| 80 |
0.9613 |
0.9135 |
0.0478 |
5.0% |
0.0054 |
0.6% |
70% |
False |
False |
4,573 |
| 100 |
0.9613 |
0.9135 |
0.0478 |
5.0% |
0.0051 |
0.5% |
70% |
False |
False |
3,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9732 |
|
2.618 |
0.9639 |
|
1.618 |
0.9581 |
|
1.000 |
0.9546 |
|
0.618 |
0.9524 |
|
HIGH |
0.9488 |
|
0.618 |
0.9466 |
|
0.500 |
0.9459 |
|
0.382 |
0.9452 |
|
LOW |
0.9431 |
|
0.618 |
0.9395 |
|
1.000 |
0.9373 |
|
1.618 |
0.9337 |
|
2.618 |
0.9280 |
|
4.250 |
0.9186 |
|
|
| Fisher Pivots for day following 14-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9467 |
0.9465 |
| PP |
0.9463 |
0.9459 |
| S1 |
0.9459 |
0.9453 |
|