CME Japanese Yen Future September 2020
Trading Metrics calculated at close of trading on 31-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2020 |
31-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
0.9387 |
0.9487 |
0.0101 |
1.1% |
0.9456 |
High |
0.9508 |
0.9499 |
-0.0009 |
-0.1% |
0.9508 |
Low |
0.9352 |
0.9427 |
0.0075 |
0.8% |
0.9352 |
Close |
0.9487 |
0.9448 |
-0.0040 |
-0.4% |
0.9487 |
Range |
0.0156 |
0.0073 |
-0.0084 |
-53.5% |
0.0156 |
ATR |
0.0068 |
0.0068 |
0.0000 |
0.5% |
0.0000 |
Volume |
183,174 |
100,078 |
-83,096 |
-45.4% |
519,135 |
|
Daily Pivots for day following 31-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9675 |
0.9634 |
0.9487 |
|
R3 |
0.9603 |
0.9561 |
0.9467 |
|
R2 |
0.9530 |
0.9530 |
0.9461 |
|
R1 |
0.9489 |
0.9489 |
0.9454 |
0.9473 |
PP |
0.9458 |
0.9458 |
0.9458 |
0.9450 |
S1 |
0.9416 |
0.9416 |
0.9441 |
0.9401 |
S2 |
0.9385 |
0.9385 |
0.9434 |
|
S3 |
0.9313 |
0.9344 |
0.9428 |
|
S4 |
0.9240 |
0.9271 |
0.9408 |
|
|
Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9917 |
0.9858 |
0.9573 |
|
R3 |
0.9761 |
0.9702 |
0.9530 |
|
R2 |
0.9605 |
0.9605 |
0.9516 |
|
R1 |
0.9546 |
0.9546 |
0.9501 |
0.9575 |
PP |
0.9449 |
0.9449 |
0.9449 |
0.9463 |
S1 |
0.9390 |
0.9390 |
0.9473 |
0.9419 |
S2 |
0.9293 |
0.9293 |
0.9458 |
|
S3 |
0.9137 |
0.9234 |
0.9444 |
|
S4 |
0.8981 |
0.9078 |
0.9401 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9508 |
0.9352 |
0.0156 |
1.7% |
0.0089 |
0.9% |
62% |
False |
False |
113,990 |
10 |
0.9517 |
0.9352 |
0.0166 |
1.8% |
0.0073 |
0.8% |
58% |
False |
False |
94,352 |
20 |
0.9517 |
0.9344 |
0.0173 |
1.8% |
0.0062 |
0.7% |
60% |
False |
False |
86,173 |
40 |
0.9603 |
0.9283 |
0.0320 |
3.4% |
0.0061 |
0.6% |
51% |
False |
False |
86,310 |
60 |
0.9603 |
0.9130 |
0.0473 |
5.0% |
0.0060 |
0.6% |
67% |
False |
False |
81,282 |
80 |
0.9603 |
0.9117 |
0.0486 |
5.1% |
0.0058 |
0.6% |
68% |
False |
False |
61,364 |
100 |
0.9603 |
0.9117 |
0.0486 |
5.1% |
0.0058 |
0.6% |
68% |
False |
False |
49,107 |
120 |
0.9747 |
0.9034 |
0.0713 |
7.5% |
0.0069 |
0.7% |
58% |
False |
False |
40,937 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9807 |
2.618 |
0.9689 |
1.618 |
0.9616 |
1.000 |
0.9572 |
0.618 |
0.9544 |
HIGH |
0.9499 |
0.618 |
0.9471 |
0.500 |
0.9463 |
0.382 |
0.9454 |
LOW |
0.9427 |
0.618 |
0.9382 |
1.000 |
0.9354 |
1.618 |
0.9309 |
2.618 |
0.9237 |
4.250 |
0.9118 |
|
|
Fisher Pivots for day following 31-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
0.9463 |
0.9442 |
PP |
0.9458 |
0.9436 |
S1 |
0.9453 |
0.9430 |
|