CME Japanese Yen Future December 2020
| Trading Metrics calculated at close of trading on 16-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2020 |
16-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9472 |
0.9497 |
0.0025 |
0.3% |
0.9426 |
| High |
0.9508 |
0.9553 |
0.0045 |
0.5% |
0.9465 |
| Low |
0.9462 |
0.9496 |
0.0034 |
0.4% |
0.9412 |
| Close |
0.9493 |
0.9533 |
0.0040 |
0.4% |
0.9436 |
| Range |
0.0047 |
0.0058 |
0.0011 |
23.7% |
0.0054 |
| ATR |
0.0053 |
0.0054 |
0.0000 |
0.9% |
0.0000 |
| Volume |
70,030 |
102,483 |
32,453 |
46.3% |
268,302 |
|
| Daily Pivots for day following 16-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9700 |
0.9674 |
0.9565 |
|
| R3 |
0.9642 |
0.9617 |
0.9549 |
|
| R2 |
0.9585 |
0.9585 |
0.9544 |
|
| R1 |
0.9559 |
0.9559 |
0.9539 |
0.9572 |
| PP |
0.9527 |
0.9527 |
0.9527 |
0.9534 |
| S1 |
0.9502 |
0.9502 |
0.9528 |
0.9514 |
| S2 |
0.9470 |
0.9470 |
0.9523 |
|
| S3 |
0.9412 |
0.9444 |
0.9518 |
|
| S4 |
0.9355 |
0.9387 |
0.9502 |
|
|
| 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 |
0.9553 |
0.9418 |
0.0135 |
1.4% |
0.0042 |
0.4% |
86% |
True |
False |
78,197 |
| 10 |
0.9553 |
0.9397 |
0.0156 |
1.6% |
0.0043 |
0.4% |
87% |
True |
False |
52,380 |
| 20 |
0.9553 |
0.9363 |
0.0190 |
2.0% |
0.0057 |
0.6% |
90% |
True |
False |
26,695 |
| 40 |
0.9613 |
0.9339 |
0.0274 |
2.9% |
0.0059 |
0.6% |
71% |
False |
False |
13,407 |
| 60 |
0.9613 |
0.9267 |
0.0346 |
3.6% |
0.0056 |
0.6% |
77% |
False |
False |
8,952 |
| 80 |
0.9613 |
0.9135 |
0.0478 |
5.0% |
0.0054 |
0.6% |
83% |
False |
False |
6,729 |
| 100 |
0.9613 |
0.9135 |
0.0478 |
5.0% |
0.0051 |
0.5% |
83% |
False |
False |
5,384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9797 |
|
2.618 |
0.9704 |
|
1.618 |
0.9646 |
|
1.000 |
0.9611 |
|
0.618 |
0.9589 |
|
HIGH |
0.9553 |
|
0.618 |
0.9531 |
|
0.500 |
0.9524 |
|
0.382 |
0.9517 |
|
LOW |
0.9496 |
|
0.618 |
0.9460 |
|
1.000 |
0.9438 |
|
1.618 |
0.9402 |
|
2.618 |
0.9345 |
|
4.250 |
0.9251 |
|
|
| Fisher Pivots for day following 16-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9530 |
0.9520 |
| PP |
0.9527 |
0.9506 |
| S1 |
0.9524 |
0.9492 |
|