CME Japanese Yen Future December 2020
| Trading Metrics calculated at close of trading on 17-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2020 |
17-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9497 |
0.9541 |
0.0044 |
0.5% |
0.9426 |
| High |
0.9553 |
0.9578 |
0.0025 |
0.3% |
0.9465 |
| Low |
0.9496 |
0.9519 |
0.0023 |
0.2% |
0.9412 |
| Close |
0.9533 |
0.9563 |
0.0029 |
0.3% |
0.9436 |
| Range |
0.0058 |
0.0059 |
0.0002 |
2.6% |
0.0054 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
0.7% |
0.0000 |
| Volume |
102,483 |
96,597 |
-5,886 |
-5.7% |
268,302 |
|
| Daily Pivots for day following 17-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9730 |
0.9705 |
0.9595 |
|
| R3 |
0.9671 |
0.9646 |
0.9579 |
|
| R2 |
0.9612 |
0.9612 |
0.9573 |
|
| R1 |
0.9587 |
0.9587 |
0.9568 |
0.9600 |
| PP |
0.9553 |
0.9553 |
0.9553 |
0.9559 |
| S1 |
0.9528 |
0.9528 |
0.9557 |
0.9541 |
| S2 |
0.9494 |
0.9494 |
0.9552 |
|
| S3 |
0.9435 |
0.9469 |
0.9546 |
|
| S4 |
0.9376 |
0.9410 |
0.9530 |
|
|
| 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 |
0.9578 |
0.9422 |
0.0156 |
1.6% |
0.0048 |
0.5% |
90% |
True |
False |
82,448 |
| 10 |
0.9578 |
0.9397 |
0.0181 |
1.9% |
0.0045 |
0.5% |
92% |
True |
False |
61,910 |
| 20 |
0.9578 |
0.9363 |
0.0215 |
2.2% |
0.0055 |
0.6% |
93% |
True |
False |
31,516 |
| 40 |
0.9613 |
0.9344 |
0.0269 |
2.8% |
0.0060 |
0.6% |
81% |
False |
False |
15,822 |
| 60 |
0.9613 |
0.9267 |
0.0346 |
3.6% |
0.0055 |
0.6% |
85% |
False |
False |
10,558 |
| 80 |
0.9613 |
0.9135 |
0.0478 |
5.0% |
0.0055 |
0.6% |
89% |
False |
False |
7,937 |
| 100 |
0.9613 |
0.9135 |
0.0478 |
5.0% |
0.0051 |
0.5% |
89% |
False |
False |
6,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9828 |
|
2.618 |
0.9732 |
|
1.618 |
0.9673 |
|
1.000 |
0.9637 |
|
0.618 |
0.9614 |
|
HIGH |
0.9578 |
|
0.618 |
0.9555 |
|
0.500 |
0.9548 |
|
0.382 |
0.9541 |
|
LOW |
0.9519 |
|
0.618 |
0.9482 |
|
1.000 |
0.9460 |
|
1.618 |
0.9423 |
|
2.618 |
0.9364 |
|
4.250 |
0.9268 |
|
|
| Fisher Pivots for day following 17-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9558 |
0.9548 |
| PP |
0.9553 |
0.9534 |
| S1 |
0.9548 |
0.9520 |
|