CME Japanese Yen Future December 2020
Trading Metrics calculated at close of trading on 30-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2020 |
30-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
0.9483 |
0.9474 |
-0.0010 |
-0.1% |
0.9573 |
High |
0.9501 |
0.9496 |
-0.0006 |
-0.1% |
0.9626 |
Low |
0.9466 |
0.9460 |
-0.0006 |
-0.1% |
0.9469 |
Close |
0.9471 |
0.9488 |
0.0017 |
0.2% |
0.9478 |
Range |
0.0036 |
0.0036 |
0.0001 |
1.4% |
0.0157 |
ATR |
0.0051 |
0.0050 |
-0.0001 |
-2.1% |
0.0000 |
Volume |
61,333 |
88,880 |
27,547 |
44.9% |
412,651 |
|
Daily Pivots for day following 30-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9589 |
0.9574 |
0.9507 |
|
R3 |
0.9553 |
0.9538 |
0.9497 |
|
R2 |
0.9517 |
0.9517 |
0.9494 |
|
R1 |
0.9502 |
0.9502 |
0.9491 |
0.9510 |
PP |
0.9481 |
0.9481 |
0.9481 |
0.9485 |
S1 |
0.9466 |
0.9466 |
0.9484 |
0.9474 |
S2 |
0.9445 |
0.9445 |
0.9481 |
|
S3 |
0.9409 |
0.9430 |
0.9478 |
|
S4 |
0.9373 |
0.9394 |
0.9468 |
|
|
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 |
0.9514 |
0.9460 |
0.0054 |
0.6% |
0.0036 |
0.4% |
52% |
False |
True |
70,613 |
10 |
0.9626 |
0.9460 |
0.0166 |
1.7% |
0.0049 |
0.5% |
17% |
False |
True |
80,462 |
20 |
0.9626 |
0.9397 |
0.0229 |
2.4% |
0.0046 |
0.5% |
40% |
False |
False |
66,421 |
40 |
0.9626 |
0.9356 |
0.0270 |
2.8% |
0.0054 |
0.6% |
49% |
False |
False |
33,494 |
60 |
0.9626 |
0.9305 |
0.0321 |
3.4% |
0.0055 |
0.6% |
57% |
False |
False |
22,351 |
80 |
0.9626 |
0.9248 |
0.0378 |
4.0% |
0.0053 |
0.6% |
63% |
False |
False |
16,785 |
100 |
0.9626 |
0.9135 |
0.0491 |
5.2% |
0.0052 |
0.5% |
72% |
False |
False |
13,430 |
120 |
0.9626 |
0.9135 |
0.0491 |
5.2% |
0.0051 |
0.5% |
72% |
False |
False |
11,192 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9649 |
2.618 |
0.9590 |
1.618 |
0.9554 |
1.000 |
0.9532 |
0.618 |
0.9518 |
HIGH |
0.9496 |
0.618 |
0.9482 |
0.500 |
0.9478 |
0.382 |
0.9473 |
LOW |
0.9460 |
0.618 |
0.9437 |
1.000 |
0.9424 |
1.618 |
0.9401 |
2.618 |
0.9365 |
4.250 |
0.9307 |
|
|
Fisher Pivots for day following 30-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
0.9484 |
0.9486 |
PP |
0.9481 |
0.9485 |
S1 |
0.9478 |
0.9484 |
|