CME Japanese Yen Future September 2020
Trading Metrics calculated at close of trading on 21-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2020 |
21-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
0.9433 |
0.9454 |
0.0021 |
0.2% |
0.9384 |
High |
0.9459 |
0.9486 |
0.0027 |
0.3% |
0.9517 |
Low |
0.9417 |
0.9430 |
0.0013 |
0.1% |
0.9379 |
Close |
0.9458 |
0.9453 |
-0.0005 |
-0.1% |
0.9453 |
Range |
0.0043 |
0.0057 |
0.0014 |
32.9% |
0.0139 |
ATR |
0.0060 |
0.0060 |
0.0000 |
-0.5% |
0.0000 |
Volume |
75,277 |
70,432 |
-4,845 |
-6.4% |
396,297 |
|
Daily Pivots for day following 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9626 |
0.9596 |
0.9484 |
|
R3 |
0.9569 |
0.9539 |
0.9468 |
|
R2 |
0.9513 |
0.9513 |
0.9463 |
|
R1 |
0.9483 |
0.9483 |
0.9458 |
0.9469 |
PP |
0.9456 |
0.9456 |
0.9456 |
0.9449 |
S1 |
0.9426 |
0.9426 |
0.9447 |
0.9413 |
S2 |
0.9400 |
0.9400 |
0.9442 |
|
S3 |
0.9343 |
0.9370 |
0.9437 |
|
S4 |
0.9287 |
0.9313 |
0.9421 |
|
|
Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9865 |
0.9797 |
0.9529 |
|
R3 |
0.9726 |
0.9659 |
0.9491 |
|
R2 |
0.9588 |
0.9588 |
0.9478 |
|
R1 |
0.9520 |
0.9520 |
0.9465 |
0.9554 |
PP |
0.9449 |
0.9449 |
0.9449 |
0.9466 |
S1 |
0.9382 |
0.9382 |
0.9440 |
0.9416 |
S2 |
0.9311 |
0.9311 |
0.9427 |
|
S3 |
0.9172 |
0.9243 |
0.9414 |
|
S4 |
0.9034 |
0.9105 |
0.9376 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9517 |
0.9379 |
0.0139 |
1.5% |
0.0065 |
0.7% |
53% |
False |
False |
79,259 |
10 |
0.9517 |
0.9344 |
0.0173 |
1.8% |
0.0059 |
0.6% |
63% |
False |
False |
79,012 |
20 |
0.9603 |
0.9344 |
0.0259 |
2.7% |
0.0064 |
0.7% |
42% |
False |
False |
90,535 |
40 |
0.9603 |
0.9254 |
0.0349 |
3.7% |
0.0057 |
0.6% |
57% |
False |
False |
81,723 |
60 |
0.9603 |
0.9117 |
0.0486 |
5.1% |
0.0059 |
0.6% |
69% |
False |
False |
71,427 |
80 |
0.9603 |
0.9117 |
0.0486 |
5.1% |
0.0057 |
0.6% |
69% |
False |
False |
53,629 |
100 |
0.9603 |
0.9117 |
0.0486 |
5.1% |
0.0057 |
0.6% |
69% |
False |
False |
42,918 |
120 |
0.9939 |
0.9034 |
0.0905 |
9.6% |
0.0073 |
0.8% |
46% |
False |
False |
35,781 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9726 |
2.618 |
0.9634 |
1.618 |
0.9577 |
1.000 |
0.9543 |
0.618 |
0.9521 |
HIGH |
0.9486 |
0.618 |
0.9464 |
0.500 |
0.9458 |
0.382 |
0.9451 |
LOW |
0.9430 |
0.618 |
0.9395 |
1.000 |
0.9373 |
1.618 |
0.9338 |
2.618 |
0.9282 |
4.250 |
0.9189 |
|
|
Fisher Pivots for day following 21-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
0.9458 |
0.9467 |
PP |
0.9456 |
0.9462 |
S1 |
0.9454 |
0.9457 |
|