CME Japanese Yen Future September 2020
Trading Metrics calculated at close of trading on 26-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2020 |
26-May-2020 |
Change |
Change % |
Previous Week |
Open |
0.9303 |
0.9312 |
0.0009 |
0.1% |
0.9352 |
High |
0.9333 |
0.9326 |
-0.0007 |
-0.1% |
0.9357 |
Low |
0.9297 |
0.9282 |
-0.0016 |
-0.2% |
0.9269 |
Close |
0.9313 |
0.9316 |
0.0004 |
0.0% |
0.9313 |
Range |
0.0036 |
0.0045 |
0.0009 |
23.6% |
0.0088 |
ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.7% |
0.0000 |
Volume |
81 |
373 |
292 |
360.5% |
1,471 |
|
Daily Pivots for day following 26-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9441 |
0.9423 |
0.9340 |
|
R3 |
0.9397 |
0.9379 |
0.9328 |
|
R2 |
0.9352 |
0.9352 |
0.9324 |
|
R1 |
0.9334 |
0.9334 |
0.9320 |
0.9343 |
PP |
0.9308 |
0.9308 |
0.9308 |
0.9312 |
S1 |
0.9290 |
0.9290 |
0.9312 |
0.9299 |
S2 |
0.9263 |
0.9263 |
0.9308 |
|
S3 |
0.9219 |
0.9245 |
0.9304 |
|
S4 |
0.9174 |
0.9201 |
0.9292 |
|
|
Weekly Pivots for week ending 22-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9577 |
0.9533 |
0.9361 |
|
R3 |
0.9489 |
0.9445 |
0.9337 |
|
R2 |
0.9401 |
0.9401 |
0.9329 |
|
R1 |
0.9357 |
0.9357 |
0.9321 |
0.9335 |
PP |
0.9313 |
0.9313 |
0.9313 |
0.9302 |
S1 |
0.9269 |
0.9269 |
0.9304 |
0.9247 |
S2 |
0.9225 |
0.9225 |
0.9296 |
|
S3 |
0.9137 |
0.9181 |
0.9288 |
|
S4 |
0.9049 |
0.9093 |
0.9264 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9337 |
0.9269 |
0.0069 |
0.7% |
0.0046 |
0.5% |
69% |
False |
False |
353 |
10 |
0.9387 |
0.9269 |
0.0119 |
1.3% |
0.0046 |
0.5% |
40% |
False |
False |
304 |
20 |
0.9457 |
0.9269 |
0.0188 |
2.0% |
0.0053 |
0.6% |
25% |
False |
False |
185 |
40 |
0.9457 |
0.9185 |
0.0272 |
2.9% |
0.0057 |
0.6% |
48% |
False |
False |
129 |
60 |
0.9939 |
0.9034 |
0.0905 |
9.7% |
0.0090 |
1.0% |
31% |
False |
False |
117 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9515 |
2.618 |
0.9443 |
1.618 |
0.9398 |
1.000 |
0.9371 |
0.618 |
0.9354 |
HIGH |
0.9326 |
0.618 |
0.9309 |
0.500 |
0.9304 |
0.382 |
0.9298 |
LOW |
0.9282 |
0.618 |
0.9254 |
1.000 |
0.9237 |
1.618 |
0.9209 |
2.618 |
0.9165 |
4.250 |
0.9092 |
|
|
Fisher Pivots for day following 26-May-2020 |
Pivot |
1 day |
3 day |
R1 |
0.9312 |
0.9313 |
PP |
0.9308 |
0.9310 |
S1 |
0.9304 |
0.9307 |
|