CME Japanese Yen Future September 2020
| Trading Metrics calculated at close of trading on 14-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2020 |
14-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9422 |
0.9423 |
0.0002 |
0.0% |
0.9413 |
| High |
0.9430 |
0.9468 |
0.0038 |
0.4% |
0.9454 |
| Low |
0.9410 |
0.9420 |
0.0010 |
0.1% |
0.9400 |
| Close |
0.9424 |
0.9468 |
0.0044 |
0.5% |
0.9424 |
| Range |
0.0020 |
0.0048 |
0.0028 |
140.0% |
0.0054 |
| ATR |
0.0055 |
0.0054 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
33,491 |
819 |
-32,672 |
-97.6% |
404,849 |
|
| Daily Pivots for day following 14-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9596 |
0.9580 |
0.9494 |
|
| R3 |
0.9548 |
0.9532 |
0.9481 |
|
| R2 |
0.9500 |
0.9500 |
0.9476 |
|
| R1 |
0.9484 |
0.9484 |
0.9472 |
0.9492 |
| PP |
0.9452 |
0.9452 |
0.9452 |
0.9456 |
| S1 |
0.9436 |
0.9436 |
0.9463 |
0.9444 |
| S2 |
0.9404 |
0.9404 |
0.9459 |
|
| S3 |
0.9356 |
0.9388 |
0.9454 |
|
| S4 |
0.9308 |
0.9340 |
0.9441 |
|
|
| Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9586 |
0.9559 |
0.9453 |
|
| R3 |
0.9533 |
0.9505 |
0.9439 |
|
| R2 |
0.9479 |
0.9479 |
0.9434 |
|
| R1 |
0.9452 |
0.9452 |
0.9429 |
0.9466 |
| PP |
0.9426 |
0.9426 |
0.9426 |
0.9433 |
| S1 |
0.9398 |
0.9398 |
0.9419 |
0.9412 |
| S2 |
0.9372 |
0.9372 |
0.9414 |
|
| S3 |
0.9319 |
0.9345 |
0.9409 |
|
| S4 |
0.9265 |
0.9291 |
0.9395 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9468 |
0.9400 |
0.0068 |
0.7% |
0.0037 |
0.4% |
100% |
True |
False |
81,133 |
| 10 |
0.9499 |
0.9386 |
0.0114 |
1.2% |
0.0044 |
0.5% |
72% |
False |
False |
83,422 |
| 20 |
0.9517 |
0.9352 |
0.0166 |
1.7% |
0.0058 |
0.6% |
70% |
False |
False |
87,482 |
| 40 |
0.9603 |
0.9304 |
0.0299 |
3.2% |
0.0061 |
0.6% |
55% |
False |
False |
89,789 |
| 60 |
0.9603 |
0.9254 |
0.0349 |
3.7% |
0.0056 |
0.6% |
61% |
False |
False |
82,766 |
| 80 |
0.9603 |
0.9117 |
0.0486 |
5.1% |
0.0057 |
0.6% |
72% |
False |
False |
70,512 |
| 100 |
0.9603 |
0.9117 |
0.0486 |
5.1% |
0.0056 |
0.6% |
72% |
False |
False |
56,439 |
| 120 |
0.9603 |
0.9034 |
0.0569 |
6.0% |
0.0058 |
0.6% |
76% |
False |
False |
47,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9672 |
|
2.618 |
0.9593 |
|
1.618 |
0.9545 |
|
1.000 |
0.9516 |
|
0.618 |
0.9497 |
|
HIGH |
0.9468 |
|
0.618 |
0.9449 |
|
0.500 |
0.9444 |
|
0.382 |
0.9438 |
|
LOW |
0.9420 |
|
0.618 |
0.9390 |
|
1.000 |
0.9372 |
|
1.618 |
0.9342 |
|
2.618 |
0.9294 |
|
4.250 |
0.9216 |
|
|
| Fisher Pivots for day following 14-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9460 |
0.9458 |
| PP |
0.9452 |
0.9448 |
| S1 |
0.9444 |
0.9438 |
|