CME Japanese Yen Future December 2020
Trading Metrics calculated at close of trading on 25-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2020 |
25-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
0.9503 |
0.9495 |
-0.0008 |
-0.1% |
0.9573 |
High |
0.9514 |
0.9510 |
-0.0004 |
0.0% |
0.9626 |
Low |
0.9485 |
0.9469 |
-0.0016 |
-0.2% |
0.9469 |
Close |
0.9495 |
0.9478 |
-0.0017 |
-0.2% |
0.9478 |
Range |
0.0029 |
0.0041 |
0.0012 |
41.4% |
0.0157 |
ATR |
0.0055 |
0.0054 |
-0.0001 |
-1.8% |
0.0000 |
Volume |
78,571 |
66,658 |
-11,913 |
-15.2% |
412,651 |
|
Daily Pivots for day following 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9609 |
0.9584 |
0.9501 |
|
R3 |
0.9568 |
0.9543 |
0.9489 |
|
R2 |
0.9527 |
0.9527 |
0.9486 |
|
R1 |
0.9502 |
0.9502 |
0.9482 |
0.9494 |
PP |
0.9486 |
0.9486 |
0.9486 |
0.9482 |
S1 |
0.9461 |
0.9461 |
0.9474 |
0.9453 |
S2 |
0.9445 |
0.9445 |
0.9470 |
|
S3 |
0.9404 |
0.9420 |
0.9467 |
|
S4 |
0.9363 |
0.9379 |
0.9455 |
|
|
Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9994 |
0.9892 |
0.9564 |
|
R3 |
0.9837 |
0.9736 |
0.9521 |
|
R2 |
0.9681 |
0.9681 |
0.9507 |
|
R1 |
0.9579 |
0.9579 |
0.9492 |
0.9552 |
PP |
0.9524 |
0.9524 |
0.9524 |
0.9510 |
S1 |
0.9423 |
0.9423 |
0.9464 |
0.9395 |
S2 |
0.9368 |
0.9368 |
0.9449 |
|
S3 |
0.9211 |
0.9266 |
0.9435 |
|
S4 |
0.9055 |
0.9110 |
0.9392 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9626 |
0.9469 |
0.0157 |
1.7% |
0.0054 |
0.6% |
6% |
False |
True |
82,530 |
10 |
0.9626 |
0.9431 |
0.0195 |
2.1% |
0.0055 |
0.6% |
24% |
False |
False |
83,903 |
20 |
0.9626 |
0.9363 |
0.0263 |
2.8% |
0.0055 |
0.6% |
44% |
False |
False |
56,319 |
40 |
0.9626 |
0.9356 |
0.0270 |
2.8% |
0.0058 |
0.6% |
45% |
False |
False |
28,311 |
60 |
0.9626 |
0.9296 |
0.0329 |
3.5% |
0.0055 |
0.6% |
55% |
False |
False |
18,888 |
80 |
0.9626 |
0.9135 |
0.0491 |
5.2% |
0.0055 |
0.6% |
70% |
False |
False |
14,189 |
100 |
0.9626 |
0.9135 |
0.0491 |
5.2% |
0.0051 |
0.5% |
70% |
False |
False |
11,352 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9684 |
2.618 |
0.9617 |
1.618 |
0.9576 |
1.000 |
0.9551 |
0.618 |
0.9535 |
HIGH |
0.9510 |
0.618 |
0.9494 |
0.500 |
0.9490 |
0.382 |
0.9485 |
LOW |
0.9469 |
0.618 |
0.9444 |
1.000 |
0.9428 |
1.618 |
0.9403 |
2.618 |
0.9362 |
4.250 |
0.9295 |
|
|
Fisher Pivots for day following 25-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
0.9490 |
0.9505 |
PP |
0.9486 |
0.9496 |
S1 |
0.9482 |
0.9487 |
|