CME Japanese Yen Future December 2020
| Trading Metrics calculated at close of trading on 18-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2020 |
18-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9541 |
0.9557 |
0.0016 |
0.2% |
0.9436 |
| High |
0.9578 |
0.9601 |
0.0023 |
0.2% |
0.9601 |
| Low |
0.9519 |
0.9546 |
0.0028 |
0.3% |
0.9431 |
| Close |
0.9563 |
0.9576 |
0.0013 |
0.1% |
0.9576 |
| Range |
0.0059 |
0.0055 |
-0.0005 |
-7.6% |
0.0170 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
0.0% |
0.0000 |
| Volume |
96,597 |
87,538 |
-9,059 |
-9.4% |
426,386 |
|
| Daily Pivots for day following 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9738 |
0.9711 |
0.9605 |
|
| R3 |
0.9683 |
0.9657 |
0.9590 |
|
| R2 |
0.9629 |
0.9629 |
0.9585 |
|
| R1 |
0.9602 |
0.9602 |
0.9580 |
0.9615 |
| PP |
0.9574 |
0.9574 |
0.9574 |
0.9581 |
| S1 |
0.9548 |
0.9548 |
0.9571 |
0.9561 |
| S2 |
0.9520 |
0.9520 |
0.9566 |
|
| S3 |
0.9465 |
0.9493 |
0.9561 |
|
| S4 |
0.9411 |
0.9439 |
0.9546 |
|
|
| Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0046 |
0.9981 |
0.9669 |
|
| R3 |
0.9876 |
0.9811 |
0.9622 |
|
| R2 |
0.9706 |
0.9706 |
0.9607 |
|
| R1 |
0.9641 |
0.9641 |
0.9591 |
0.9673 |
| PP |
0.9536 |
0.9536 |
0.9536 |
0.9552 |
| S1 |
0.9471 |
0.9471 |
0.9560 |
0.9503 |
| S2 |
0.9366 |
0.9366 |
0.9544 |
|
| S3 |
0.9196 |
0.9301 |
0.9529 |
|
| S4 |
0.9026 |
0.9131 |
0.9482 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9601 |
0.9431 |
0.0170 |
1.8% |
0.0055 |
0.6% |
85% |
True |
False |
85,277 |
| 10 |
0.9601 |
0.9401 |
0.0200 |
2.1% |
0.0045 |
0.5% |
88% |
True |
False |
70,382 |
| 20 |
0.9601 |
0.9363 |
0.0238 |
2.5% |
0.0056 |
0.6% |
89% |
True |
False |
35,883 |
| 40 |
0.9613 |
0.9356 |
0.0257 |
2.7% |
0.0060 |
0.6% |
85% |
False |
False |
18,010 |
| 60 |
0.9613 |
0.9267 |
0.0346 |
3.6% |
0.0055 |
0.6% |
89% |
False |
False |
12,017 |
| 80 |
0.9613 |
0.9135 |
0.0478 |
5.0% |
0.0055 |
0.6% |
92% |
False |
False |
9,031 |
| 100 |
0.9613 |
0.9135 |
0.0478 |
5.0% |
0.0051 |
0.5% |
92% |
False |
False |
7,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9832 |
|
2.618 |
0.9743 |
|
1.618 |
0.9689 |
|
1.000 |
0.9655 |
|
0.618 |
0.9634 |
|
HIGH |
0.9601 |
|
0.618 |
0.9580 |
|
0.500 |
0.9573 |
|
0.382 |
0.9567 |
|
LOW |
0.9546 |
|
0.618 |
0.9512 |
|
1.000 |
0.9492 |
|
1.618 |
0.9458 |
|
2.618 |
0.9403 |
|
4.250 |
0.9314 |
|
|
| Fisher Pivots for day following 18-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9575 |
0.9566 |
| PP |
0.9574 |
0.9557 |
| S1 |
0.9573 |
0.9548 |
|