CME Japanese Yen Future September 2020
| Trading Metrics calculated at close of trading on 27-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2020 |
27-May-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9312 |
0.9316 |
0.0004 |
0.0% |
0.9352 |
| High |
0.9326 |
0.9329 |
0.0003 |
0.0% |
0.9357 |
| Low |
0.9282 |
0.9280 |
-0.0002 |
0.0% |
0.9269 |
| Close |
0.9316 |
0.9302 |
-0.0015 |
-0.2% |
0.9313 |
| Range |
0.0045 |
0.0050 |
0.0005 |
11.2% |
0.0088 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
373 |
608 |
235 |
63.0% |
1,471 |
|
| Daily Pivots for day following 27-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9452 |
0.9426 |
0.9329 |
|
| R3 |
0.9402 |
0.9377 |
0.9315 |
|
| R2 |
0.9353 |
0.9353 |
0.9311 |
|
| R1 |
0.9327 |
0.9327 |
0.9306 |
0.9315 |
| PP |
0.9303 |
0.9303 |
0.9303 |
0.9297 |
| S1 |
0.9278 |
0.9278 |
0.9297 |
0.9266 |
| S2 |
0.9254 |
0.9254 |
0.9292 |
|
| S3 |
0.9204 |
0.9228 |
0.9288 |
|
| S4 |
0.9155 |
0.9179 |
0.9274 |
|
|
| 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 |
0.9333 |
0.9277 |
0.0056 |
0.6% |
0.0042 |
0.5% |
44% |
False |
False |
349 |
| 10 |
0.9387 |
0.9269 |
0.0119 |
1.3% |
0.0046 |
0.5% |
28% |
False |
False |
355 |
| 20 |
0.9457 |
0.9269 |
0.0188 |
2.0% |
0.0052 |
0.6% |
18% |
False |
False |
212 |
| 40 |
0.9457 |
0.9185 |
0.0272 |
2.9% |
0.0056 |
0.6% |
43% |
False |
False |
143 |
| 60 |
0.9939 |
0.9034 |
0.0905 |
9.7% |
0.0090 |
1.0% |
30% |
False |
False |
126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9539 |
|
2.618 |
0.9459 |
|
1.618 |
0.9409 |
|
1.000 |
0.9379 |
|
0.618 |
0.9360 |
|
HIGH |
0.9329 |
|
0.618 |
0.9310 |
|
0.500 |
0.9304 |
|
0.382 |
0.9298 |
|
LOW |
0.9280 |
|
0.618 |
0.9249 |
|
1.000 |
0.9230 |
|
1.618 |
0.9199 |
|
2.618 |
0.9150 |
|
4.250 |
0.9069 |
|
|
| Fisher Pivots for day following 27-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9304 |
0.9306 |
| PP |
0.9303 |
0.9305 |
| S1 |
0.9302 |
0.9303 |
|