CME Japanese Yen Future March 2021
| 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 |
0.9500 |
0.9514 |
0.0014 |
0.1% |
0.9622 |
| High |
0.9525 |
0.9523 |
-0.0002 |
0.0% |
0.9642 |
| Low |
0.9486 |
0.9488 |
0.0002 |
0.0% |
0.9486 |
| Close |
0.9493 |
0.9501 |
0.0008 |
0.1% |
0.9493 |
| Range |
0.0039 |
0.0035 |
-0.0004 |
-10.4% |
0.0156 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
34 |
28 |
-6 |
-17.6% |
263 |
|
| Daily Pivots for day following 28-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9607 |
0.9589 |
0.9520 |
|
| R3 |
0.9573 |
0.9554 |
0.9510 |
|
| R2 |
0.9538 |
0.9538 |
0.9507 |
|
| R1 |
0.9520 |
0.9520 |
0.9504 |
0.9512 |
| PP |
0.9504 |
0.9504 |
0.9504 |
0.9500 |
| S1 |
0.9485 |
0.9485 |
0.9498 |
0.9477 |
| S2 |
0.9469 |
0.9469 |
0.9495 |
|
| S3 |
0.9435 |
0.9451 |
0.9492 |
|
| S4 |
0.9400 |
0.9416 |
0.9482 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0008 |
0.9907 |
0.9579 |
|
| R3 |
0.9852 |
0.9751 |
0.9536 |
|
| R2 |
0.9696 |
0.9696 |
0.9522 |
|
| R1 |
0.9595 |
0.9595 |
0.9507 |
0.9568 |
| PP |
0.9540 |
0.9540 |
0.9540 |
0.9527 |
| S1 |
0.9439 |
0.9439 |
0.9479 |
0.9412 |
| S2 |
0.9384 |
0.9384 |
0.9464 |
|
| S3 |
0.9228 |
0.9283 |
0.9450 |
|
| S4 |
0.9072 |
0.9127 |
0.9407 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9669 |
|
2.618 |
0.9613 |
|
1.618 |
0.9578 |
|
1.000 |
0.9557 |
|
0.618 |
0.9544 |
|
HIGH |
0.9523 |
|
0.618 |
0.9509 |
|
0.500 |
0.9505 |
|
0.382 |
0.9501 |
|
LOW |
0.9488 |
|
0.618 |
0.9467 |
|
1.000 |
0.9454 |
|
1.618 |
0.9432 |
|
2.618 |
0.9398 |
|
4.250 |
0.9341 |
|
|
| Fisher Pivots for day following 28-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9505 |
0.9507 |
| PP |
0.9504 |
0.9505 |
| S1 |
0.9502 |
0.9503 |
|