CME Japanese Yen Future December 2020
| Trading Metrics calculated at close of trading on 24-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2020 |
24-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9540 |
0.9503 |
-0.0037 |
-0.4% |
0.9436 |
| High |
0.9541 |
0.9514 |
-0.0027 |
-0.3% |
0.9601 |
| Low |
0.9485 |
0.9485 |
-0.0001 |
0.0% |
0.9431 |
| Close |
0.9496 |
0.9495 |
-0.0001 |
0.0% |
0.9576 |
| Range |
0.0056 |
0.0029 |
-0.0027 |
-47.7% |
0.0170 |
| ATR |
0.0057 |
0.0055 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
86,366 |
78,571 |
-7,795 |
-9.0% |
426,386 |
|
| Daily Pivots for day following 24-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9585 |
0.9569 |
0.9510 |
|
| R3 |
0.9556 |
0.9540 |
0.9502 |
|
| R2 |
0.9527 |
0.9527 |
0.9500 |
|
| R1 |
0.9511 |
0.9511 |
0.9497 |
0.9504 |
| PP |
0.9498 |
0.9498 |
0.9498 |
0.9494 |
| S1 |
0.9482 |
0.9482 |
0.9492 |
0.9475 |
| S2 |
0.9469 |
0.9469 |
0.9489 |
|
| S3 |
0.9440 |
0.9453 |
0.9487 |
|
| S4 |
0.9411 |
0.9424 |
0.9479 |
|
|
| Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0046 |
0.9981 |
0.9669 |
|
| R3 |
0.9876 |
0.9811 |
0.9622 |
|
| R2 |
0.9706 |
0.9706 |
0.9607 |
|
| R1 |
0.9641 |
0.9641 |
0.9591 |
0.9673 |
| PP |
0.9536 |
0.9536 |
0.9536 |
0.9552 |
| S1 |
0.9471 |
0.9471 |
0.9560 |
0.9503 |
| S2 |
0.9366 |
0.9366 |
0.9544 |
|
| S3 |
0.9196 |
0.9301 |
0.9529 |
|
| S4 |
0.9026 |
0.9131 |
0.9482 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9626 |
0.9485 |
0.0141 |
1.5% |
0.0057 |
0.6% |
7% |
False |
True |
86,706 |
| 10 |
0.9626 |
0.9422 |
0.0204 |
2.1% |
0.0053 |
0.6% |
36% |
False |
False |
84,577 |
| 20 |
0.9626 |
0.9363 |
0.0263 |
2.8% |
0.0057 |
0.6% |
50% |
False |
False |
53,071 |
| 40 |
0.9626 |
0.9356 |
0.0270 |
2.8% |
0.0059 |
0.6% |
51% |
False |
False |
26,646 |
| 60 |
0.9626 |
0.9267 |
0.0359 |
3.8% |
0.0056 |
0.6% |
63% |
False |
False |
17,778 |
| 80 |
0.9626 |
0.9135 |
0.0491 |
5.2% |
0.0055 |
0.6% |
73% |
False |
False |
13,356 |
| 100 |
0.9626 |
0.9135 |
0.0491 |
5.2% |
0.0051 |
0.5% |
73% |
False |
False |
10,685 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9637 |
|
2.618 |
0.9589 |
|
1.618 |
0.9560 |
|
1.000 |
0.9543 |
|
0.618 |
0.9531 |
|
HIGH |
0.9514 |
|
0.618 |
0.9502 |
|
0.500 |
0.9499 |
|
0.382 |
0.9496 |
|
LOW |
0.9485 |
|
0.618 |
0.9467 |
|
1.000 |
0.9456 |
|
1.618 |
0.9438 |
|
2.618 |
0.9409 |
|
4.250 |
0.9361 |
|
|
| Fisher Pivots for day following 24-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9499 |
0.9537 |
| PP |
0.9498 |
0.9523 |
| S1 |
0.9496 |
0.9509 |
|