CME Japanese Yen Future December 2020
| Trading Metrics calculated at close of trading on 15-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2020 |
15-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9436 |
0.9472 |
0.0036 |
0.4% |
0.9426 |
| High |
0.9488 |
0.9508 |
0.0020 |
0.2% |
0.9465 |
| Low |
0.9431 |
0.9462 |
0.0031 |
0.3% |
0.9412 |
| Close |
0.9471 |
0.9493 |
0.0022 |
0.2% |
0.9436 |
| Range |
0.0058 |
0.0047 |
-0.0011 |
-19.1% |
0.0054 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
69,738 |
70,030 |
292 |
0.4% |
268,302 |
|
| Daily Pivots for day following 15-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9627 |
0.9607 |
0.9519 |
|
| R3 |
0.9581 |
0.9560 |
0.9506 |
|
| R2 |
0.9534 |
0.9534 |
0.9502 |
|
| R1 |
0.9514 |
0.9514 |
0.9497 |
0.9524 |
| PP |
0.9488 |
0.9488 |
0.9488 |
0.9493 |
| S1 |
0.9467 |
0.9467 |
0.9489 |
0.9477 |
| S2 |
0.9441 |
0.9441 |
0.9484 |
|
| S3 |
0.9395 |
0.9421 |
0.9480 |
|
| S4 |
0.9348 |
0.9374 |
0.9467 |
|
|
| Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9598 |
0.9570 |
0.9465 |
|
| R3 |
0.9544 |
0.9517 |
0.9450 |
|
| R2 |
0.9491 |
0.9491 |
0.9445 |
|
| R1 |
0.9463 |
0.9463 |
0.9440 |
0.9477 |
| PP |
0.9437 |
0.9437 |
0.9437 |
0.9444 |
| S1 |
0.9410 |
0.9410 |
0.9431 |
0.9424 |
| S2 |
0.9384 |
0.9384 |
0.9426 |
|
| S3 |
0.9330 |
0.9356 |
0.9421 |
|
| S4 |
0.9277 |
0.9303 |
0.9406 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9508 |
0.9418 |
0.0090 |
0.9% |
0.0039 |
0.4% |
83% |
True |
False |
74,691 |
| 10 |
0.9508 |
0.9397 |
0.0111 |
1.2% |
0.0042 |
0.4% |
86% |
True |
False |
42,305 |
| 20 |
0.9528 |
0.9363 |
0.0165 |
1.7% |
0.0057 |
0.6% |
79% |
False |
False |
21,577 |
| 40 |
0.9613 |
0.9332 |
0.0282 |
3.0% |
0.0059 |
0.6% |
57% |
False |
False |
10,846 |
| 60 |
0.9613 |
0.9267 |
0.0346 |
3.6% |
0.0055 |
0.6% |
65% |
False |
False |
7,245 |
| 80 |
0.9613 |
0.9135 |
0.0478 |
5.0% |
0.0054 |
0.6% |
75% |
False |
False |
5,448 |
| 100 |
0.9613 |
0.9135 |
0.0478 |
5.0% |
0.0051 |
0.5% |
75% |
False |
False |
4,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9706 |
|
2.618 |
0.9630 |
|
1.618 |
0.9583 |
|
1.000 |
0.9555 |
|
0.618 |
0.9537 |
|
HIGH |
0.9508 |
|
0.618 |
0.9490 |
|
0.500 |
0.9485 |
|
0.382 |
0.9479 |
|
LOW |
0.9462 |
|
0.618 |
0.9433 |
|
1.000 |
0.9415 |
|
1.618 |
0.9386 |
|
2.618 |
0.9340 |
|
4.250 |
0.9264 |
|
|
| Fisher Pivots for day following 15-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9490 |
0.9484 |
| PP |
0.9488 |
0.9474 |
| S1 |
0.9485 |
0.9465 |
|