CME Japanese Yen Future December 2020
| Trading Metrics calculated at close of trading on 22-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2020 |
22-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9573 |
0.9566 |
-0.0007 |
-0.1% |
0.9436 |
| High |
0.9626 |
0.9589 |
-0.0037 |
-0.4% |
0.9601 |
| Low |
0.9541 |
0.9527 |
-0.0014 |
-0.1% |
0.9431 |
| Close |
0.9553 |
0.9541 |
-0.0013 |
-0.1% |
0.9576 |
| Range |
0.0085 |
0.0062 |
-0.0024 |
-27.6% |
0.0170 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
0.6% |
0.0000 |
| Volume |
111,809 |
69,247 |
-42,562 |
-38.1% |
426,386 |
|
| Daily Pivots for day following 22-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9737 |
0.9700 |
0.9574 |
|
| R3 |
0.9675 |
0.9639 |
0.9557 |
|
| R2 |
0.9614 |
0.9614 |
0.9552 |
|
| R1 |
0.9577 |
0.9577 |
0.9546 |
0.9565 |
| PP |
0.9552 |
0.9552 |
0.9552 |
0.9546 |
| S1 |
0.9516 |
0.9516 |
0.9535 |
0.9503 |
| S2 |
0.9491 |
0.9491 |
0.9529 |
|
| S3 |
0.9429 |
0.9454 |
0.9524 |
|
| S4 |
0.9368 |
0.9393 |
0.9507 |
|
|
| 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 |
0.9496 |
0.0130 |
1.4% |
0.0064 |
0.7% |
35% |
False |
False |
93,534 |
| 10 |
0.9626 |
0.9418 |
0.0207 |
2.2% |
0.0051 |
0.5% |
59% |
False |
False |
84,113 |
| 20 |
0.9626 |
0.9363 |
0.0263 |
2.8% |
0.0059 |
0.6% |
68% |
False |
False |
44,917 |
| 40 |
0.9626 |
0.9356 |
0.0270 |
2.8% |
0.0059 |
0.6% |
68% |
False |
False |
22,527 |
| 60 |
0.9626 |
0.9267 |
0.0359 |
3.8% |
0.0056 |
0.6% |
76% |
False |
False |
15,034 |
| 80 |
0.9626 |
0.9135 |
0.0491 |
5.1% |
0.0055 |
0.6% |
83% |
False |
False |
11,294 |
| 100 |
0.9626 |
0.9135 |
0.0491 |
5.1% |
0.0051 |
0.5% |
83% |
False |
False |
9,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9850 |
|
2.618 |
0.9750 |
|
1.618 |
0.9688 |
|
1.000 |
0.9650 |
|
0.618 |
0.9627 |
|
HIGH |
0.9589 |
|
0.618 |
0.9565 |
|
0.500 |
0.9558 |
|
0.382 |
0.9550 |
|
LOW |
0.9527 |
|
0.618 |
0.9489 |
|
1.000 |
0.9466 |
|
1.618 |
0.9427 |
|
2.618 |
0.9366 |
|
4.250 |
0.9266 |
|
|
| Fisher Pivots for day following 22-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9558 |
0.9576 |
| PP |
0.9552 |
0.9564 |
| S1 |
0.9546 |
0.9552 |
|