CME Japanese Yen Future September 2020
Trading Metrics calculated at close of trading on 04-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2020 |
04-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
0.9420 |
0.9419 |
-0.0001 |
0.0% |
0.9487 |
High |
0.9434 |
0.9430 |
-0.0005 |
0.0% |
0.9499 |
Low |
0.9386 |
0.9389 |
0.0004 |
0.0% |
0.9386 |
Close |
0.9429 |
0.9417 |
-0.0013 |
-0.1% |
0.9417 |
Range |
0.0049 |
0.0041 |
-0.0008 |
-16.5% |
0.0114 |
ATR |
0.0064 |
0.0062 |
-0.0002 |
-2.6% |
0.0000 |
Volume |
89,961 |
90,403 |
442 |
0.5% |
428,558 |
|
Daily Pivots for day following 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9533 |
0.9515 |
0.9439 |
|
R3 |
0.9493 |
0.9475 |
0.9428 |
|
R2 |
0.9452 |
0.9452 |
0.9424 |
|
R1 |
0.9434 |
0.9434 |
0.9420 |
0.9423 |
PP |
0.9412 |
0.9412 |
0.9412 |
0.9406 |
S1 |
0.9394 |
0.9394 |
0.9413 |
0.9383 |
S2 |
0.9371 |
0.9371 |
0.9409 |
|
S3 |
0.9331 |
0.9353 |
0.9405 |
|
S4 |
0.9290 |
0.9313 |
0.9394 |
|
|
Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9774 |
0.9709 |
0.9479 |
|
R3 |
0.9661 |
0.9595 |
0.9448 |
|
R2 |
0.9547 |
0.9547 |
0.9437 |
|
R1 |
0.9482 |
0.9482 |
0.9427 |
0.9458 |
PP |
0.9434 |
0.9434 |
0.9434 |
0.9422 |
S1 |
0.9368 |
0.9368 |
0.9406 |
0.9344 |
S2 |
0.9320 |
0.9320 |
0.9396 |
|
S3 |
0.9207 |
0.9255 |
0.9385 |
|
S4 |
0.9093 |
0.9141 |
0.9354 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9499 |
0.9386 |
0.0114 |
1.2% |
0.0050 |
0.5% |
27% |
False |
False |
85,711 |
10 |
0.9508 |
0.9352 |
0.0156 |
1.7% |
0.0065 |
0.7% |
42% |
False |
False |
94,769 |
20 |
0.9517 |
0.9344 |
0.0173 |
1.8% |
0.0062 |
0.7% |
42% |
False |
False |
86,890 |
40 |
0.9603 |
0.9304 |
0.0299 |
3.2% |
0.0061 |
0.7% |
38% |
False |
False |
87,715 |
60 |
0.9603 |
0.9254 |
0.0349 |
3.7% |
0.0058 |
0.6% |
47% |
False |
False |
82,784 |
80 |
0.9603 |
0.9117 |
0.0486 |
5.2% |
0.0058 |
0.6% |
62% |
False |
False |
65,465 |
100 |
0.9603 |
0.9117 |
0.0486 |
5.2% |
0.0057 |
0.6% |
62% |
False |
False |
52,388 |
120 |
0.9603 |
0.9034 |
0.0569 |
6.0% |
0.0063 |
0.7% |
67% |
False |
False |
43,667 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9602 |
2.618 |
0.9536 |
1.618 |
0.9495 |
1.000 |
0.9470 |
0.618 |
0.9455 |
HIGH |
0.9430 |
0.618 |
0.9414 |
0.500 |
0.9409 |
0.382 |
0.9404 |
LOW |
0.9389 |
0.618 |
0.9364 |
1.000 |
0.9349 |
1.618 |
0.9323 |
2.618 |
0.9283 |
4.250 |
0.9217 |
|
|
Fisher Pivots for day following 04-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
0.9414 |
0.9417 |
PP |
0.9412 |
0.9417 |
S1 |
0.9409 |
0.9417 |
|