CME Japanese Yen Future September 2020
Trading Metrics calculated at close of trading on 25-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2020 |
25-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
0.9456 |
0.9436 |
-0.0020 |
-0.2% |
0.9384 |
High |
0.9464 |
0.9448 |
-0.0016 |
-0.2% |
0.9517 |
Low |
0.9436 |
0.9385 |
-0.0052 |
-0.5% |
0.9379 |
Close |
0.9440 |
0.9405 |
-0.0035 |
-0.4% |
0.9453 |
Range |
0.0028 |
0.0063 |
0.0036 |
129.1% |
0.0139 |
ATR |
0.0058 |
0.0058 |
0.0000 |
0.6% |
0.0000 |
Volume |
49,259 |
83,458 |
34,199 |
69.4% |
396,297 |
|
Daily Pivots for day following 25-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9601 |
0.9566 |
0.9440 |
|
R3 |
0.9538 |
0.9503 |
0.9422 |
|
R2 |
0.9475 |
0.9475 |
0.9417 |
|
R1 |
0.9440 |
0.9440 |
0.9411 |
0.9426 |
PP |
0.9412 |
0.9412 |
0.9412 |
0.9405 |
S1 |
0.9377 |
0.9377 |
0.9399 |
0.9363 |
S2 |
0.9349 |
0.9349 |
0.9393 |
|
S3 |
0.9286 |
0.9314 |
0.9388 |
|
S4 |
0.9223 |
0.9251 |
0.9370 |
|
|
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 |
0.9385 |
0.0133 |
1.4% |
0.0057 |
0.6% |
15% |
False |
True |
73,917 |
10 |
0.9517 |
0.9344 |
0.0173 |
1.8% |
0.0057 |
0.6% |
35% |
False |
False |
76,820 |
20 |
0.9603 |
0.9344 |
0.0259 |
2.7% |
0.0061 |
0.6% |
24% |
False |
False |
85,643 |
40 |
0.9603 |
0.9254 |
0.0349 |
3.7% |
0.0057 |
0.6% |
43% |
False |
False |
81,643 |
60 |
0.9603 |
0.9117 |
0.0486 |
5.2% |
0.0058 |
0.6% |
59% |
False |
False |
73,606 |
80 |
0.9603 |
0.9117 |
0.0486 |
5.2% |
0.0056 |
0.6% |
59% |
False |
False |
55,285 |
100 |
0.9603 |
0.9117 |
0.0486 |
5.2% |
0.0056 |
0.6% |
59% |
False |
False |
44,245 |
120 |
0.9939 |
0.9034 |
0.0905 |
9.6% |
0.0072 |
0.8% |
41% |
False |
False |
36,886 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9715 |
2.618 |
0.9612 |
1.618 |
0.9549 |
1.000 |
0.9511 |
0.618 |
0.9486 |
HIGH |
0.9448 |
0.618 |
0.9423 |
0.500 |
0.9416 |
0.382 |
0.9409 |
LOW |
0.9385 |
0.618 |
0.9346 |
1.000 |
0.9322 |
1.618 |
0.9283 |
2.618 |
0.9220 |
4.250 |
0.9117 |
|
|
Fisher Pivots for day following 25-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
0.9416 |
0.9435 |
PP |
0.9412 |
0.9425 |
S1 |
0.9409 |
0.9415 |
|