CME Japanese Yen Future December 2020
| Trading Metrics calculated at close of trading on 21-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2020 |
21-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9557 |
0.9573 |
0.0016 |
0.2% |
0.9436 |
| High |
0.9601 |
0.9626 |
0.0025 |
0.3% |
0.9601 |
| Low |
0.9546 |
0.9541 |
-0.0006 |
-0.1% |
0.9431 |
| Close |
0.9576 |
0.9553 |
-0.0023 |
-0.2% |
0.9576 |
| Range |
0.0055 |
0.0085 |
0.0031 |
56.0% |
0.0170 |
| ATR |
0.0054 |
0.0057 |
0.0002 |
4.0% |
0.0000 |
| Volume |
87,538 |
111,809 |
24,271 |
27.7% |
426,386 |
|
| Daily Pivots for day following 21-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9828 |
0.9776 |
0.9600 |
|
| R3 |
0.9743 |
0.9691 |
0.9576 |
|
| R2 |
0.9658 |
0.9658 |
0.9569 |
|
| R1 |
0.9606 |
0.9606 |
0.9561 |
0.9589 |
| PP |
0.9573 |
0.9573 |
0.9573 |
0.9565 |
| S1 |
0.9521 |
0.9521 |
0.9545 |
0.9504 |
| S2 |
0.9488 |
0.9488 |
0.9537 |
|
| S3 |
0.9403 |
0.9436 |
0.9530 |
|
| S4 |
0.9318 |
0.9351 |
0.9506 |
|
|
| 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 |
0.9626 |
0.9462 |
0.0164 |
1.7% |
0.0061 |
0.6% |
56% |
True |
False |
93,691 |
| 10 |
0.9626 |
0.9412 |
0.0214 |
2.2% |
0.0050 |
0.5% |
66% |
True |
False |
80,649 |
| 20 |
0.9626 |
0.9363 |
0.0263 |
2.7% |
0.0057 |
0.6% |
72% |
True |
False |
41,461 |
| 40 |
0.9626 |
0.9356 |
0.0270 |
2.8% |
0.0060 |
0.6% |
73% |
True |
False |
20,799 |
| 60 |
0.9626 |
0.9267 |
0.0359 |
3.8% |
0.0056 |
0.6% |
80% |
True |
False |
13,880 |
| 80 |
0.9626 |
0.9135 |
0.0491 |
5.1% |
0.0056 |
0.6% |
85% |
True |
False |
10,429 |
| 100 |
0.9626 |
0.9135 |
0.0491 |
5.1% |
0.0052 |
0.5% |
85% |
True |
False |
8,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9987 |
|
2.618 |
0.9848 |
|
1.618 |
0.9763 |
|
1.000 |
0.9711 |
|
0.618 |
0.9678 |
|
HIGH |
0.9626 |
|
0.618 |
0.9593 |
|
0.500 |
0.9583 |
|
0.382 |
0.9573 |
|
LOW |
0.9541 |
|
0.618 |
0.9488 |
|
1.000 |
0.9456 |
|
1.618 |
0.9403 |
|
2.618 |
0.9318 |
|
4.250 |
0.9179 |
|
|
| Fisher Pivots for day following 21-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9583 |
0.9572 |
| PP |
0.9573 |
0.9566 |
| S1 |
0.9563 |
0.9559 |
|