CME Japanese Yen Future December 2020
| Trading Metrics calculated at close of trading on 23-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2020 |
23-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9566 |
0.9540 |
-0.0026 |
-0.3% |
0.9436 |
| High |
0.9589 |
0.9541 |
-0.0048 |
-0.5% |
0.9601 |
| Low |
0.9527 |
0.9485 |
-0.0042 |
-0.4% |
0.9431 |
| Close |
0.9541 |
0.9496 |
-0.0045 |
-0.5% |
0.9576 |
| Range |
0.0062 |
0.0056 |
-0.0006 |
-9.8% |
0.0170 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
69,247 |
86,366 |
17,119 |
24.7% |
426,386 |
|
| Daily Pivots for day following 23-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9674 |
0.9640 |
0.9526 |
|
| R3 |
0.9618 |
0.9585 |
0.9511 |
|
| R2 |
0.9563 |
0.9563 |
0.9506 |
|
| R1 |
0.9529 |
0.9529 |
0.9501 |
0.9518 |
| PP |
0.9507 |
0.9507 |
0.9507 |
0.9502 |
| S1 |
0.9474 |
0.9474 |
0.9490 |
0.9463 |
| S2 |
0.9452 |
0.9452 |
0.9485 |
|
| S3 |
0.9396 |
0.9418 |
0.9480 |
|
| S4 |
0.9341 |
0.9363 |
0.9465 |
|
|
| 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 |
0.9485 |
0.0141 |
1.5% |
0.0063 |
0.7% |
7% |
False |
True |
90,311 |
| 10 |
0.9626 |
0.9418 |
0.0207 |
2.2% |
0.0052 |
0.6% |
37% |
False |
False |
84,254 |
| 20 |
0.9626 |
0.9363 |
0.0263 |
2.8% |
0.0059 |
0.6% |
50% |
False |
False |
49,217 |
| 40 |
0.9626 |
0.9356 |
0.0270 |
2.8% |
0.0059 |
0.6% |
52% |
False |
False |
24,682 |
| 60 |
0.9626 |
0.9267 |
0.0359 |
3.8% |
0.0056 |
0.6% |
64% |
False |
False |
16,471 |
| 80 |
0.9626 |
0.9135 |
0.0491 |
5.2% |
0.0056 |
0.6% |
73% |
False |
False |
12,374 |
| 100 |
0.9626 |
0.9135 |
0.0491 |
5.2% |
0.0051 |
0.5% |
73% |
False |
False |
9,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9776 |
|
2.618 |
0.9686 |
|
1.618 |
0.9630 |
|
1.000 |
0.9596 |
|
0.618 |
0.9575 |
|
HIGH |
0.9541 |
|
0.618 |
0.9519 |
|
0.500 |
0.9513 |
|
0.382 |
0.9506 |
|
LOW |
0.9485 |
|
0.618 |
0.9451 |
|
1.000 |
0.9430 |
|
1.618 |
0.9395 |
|
2.618 |
0.9340 |
|
4.250 |
0.9249 |
|
|
| Fisher Pivots for day following 23-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9513 |
0.9555 |
| PP |
0.9507 |
0.9535 |
| S1 |
0.9501 |
0.9515 |
|