CME Japanese Yen Future December 2020
| Trading Metrics calculated at close of trading on 28-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2020 |
28-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9495 |
0.9475 |
-0.0020 |
-0.2% |
0.9573 |
| High |
0.9510 |
0.9509 |
-0.0002 |
0.0% |
0.9626 |
| Low |
0.9469 |
0.9472 |
0.0003 |
0.0% |
0.9469 |
| Close |
0.9478 |
0.9486 |
0.0008 |
0.1% |
0.9478 |
| Range |
0.0041 |
0.0037 |
-0.0005 |
-11.0% |
0.0157 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
66,658 |
57,626 |
-9,032 |
-13.5% |
412,651 |
|
| Daily Pivots for day following 28-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9598 |
0.9579 |
0.9506 |
|
| R3 |
0.9562 |
0.9542 |
0.9496 |
|
| R2 |
0.9525 |
0.9525 |
0.9493 |
|
| R1 |
0.9506 |
0.9506 |
0.9489 |
0.9516 |
| PP |
0.9489 |
0.9489 |
0.9489 |
0.9494 |
| S1 |
0.9469 |
0.9469 |
0.9483 |
0.9479 |
| S2 |
0.9452 |
0.9452 |
0.9479 |
|
| S3 |
0.9416 |
0.9433 |
0.9476 |
|
| S4 |
0.9379 |
0.9396 |
0.9466 |
|
|
| 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 |
0.9589 |
0.9469 |
0.0120 |
1.3% |
0.0045 |
0.5% |
14% |
False |
False |
71,693 |
| 10 |
0.9626 |
0.9462 |
0.0164 |
1.7% |
0.0053 |
0.6% |
15% |
False |
False |
82,692 |
| 20 |
0.9626 |
0.9397 |
0.0229 |
2.4% |
0.0049 |
0.5% |
39% |
False |
False |
59,085 |
| 40 |
0.9626 |
0.9356 |
0.0270 |
2.8% |
0.0055 |
0.6% |
48% |
False |
False |
29,745 |
| 60 |
0.9626 |
0.9296 |
0.0329 |
3.5% |
0.0055 |
0.6% |
58% |
False |
False |
19,848 |
| 80 |
0.9626 |
0.9135 |
0.0491 |
5.2% |
0.0055 |
0.6% |
72% |
False |
False |
14,909 |
| 100 |
0.9626 |
0.9135 |
0.0491 |
5.2% |
0.0052 |
0.5% |
72% |
False |
False |
11,928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9664 |
|
2.618 |
0.9604 |
|
1.618 |
0.9568 |
|
1.000 |
0.9545 |
|
0.618 |
0.9531 |
|
HIGH |
0.9509 |
|
0.618 |
0.9495 |
|
0.500 |
0.9490 |
|
0.382 |
0.9486 |
|
LOW |
0.9472 |
|
0.618 |
0.9449 |
|
1.000 |
0.9436 |
|
1.618 |
0.9413 |
|
2.618 |
0.9376 |
|
4.250 |
0.9317 |
|
|
| Fisher Pivots for day following 28-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9490 |
0.9491 |
| PP |
0.9489 |
0.9490 |
| S1 |
0.9487 |
0.9488 |
|