CME Japanese Yen Future March 2021
| Trading Metrics calculated at close of trading on 15-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2020 |
15-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9503 |
0.9522 |
0.0019 |
0.2% |
0.9493 |
| High |
0.9539 |
0.9533 |
-0.0006 |
-0.1% |
0.9508 |
| Low |
0.9497 |
0.9500 |
0.0003 |
0.0% |
0.9444 |
| Close |
0.9534 |
0.9503 |
-0.0032 |
-0.3% |
0.9487 |
| Range |
0.0042 |
0.0033 |
-0.0009 |
-20.5% |
0.0064 |
| ATR |
0.0041 |
0.0040 |
0.0000 |
-1.2% |
0.0000 |
| Volume |
23 |
10 |
-13 |
-56.5% |
504 |
|
| Daily Pivots for day following 15-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9611 |
0.9590 |
0.9521 |
|
| R3 |
0.9578 |
0.9557 |
0.9512 |
|
| R2 |
0.9545 |
0.9545 |
0.9509 |
|
| R1 |
0.9524 |
0.9524 |
0.9506 |
0.9518 |
| PP |
0.9512 |
0.9512 |
0.9512 |
0.9509 |
| S1 |
0.9491 |
0.9491 |
0.9499 |
0.9485 |
| S2 |
0.9479 |
0.9479 |
0.9496 |
|
| S3 |
0.9446 |
0.9458 |
0.9493 |
|
| S4 |
0.9413 |
0.9425 |
0.9484 |
|
|
| Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9671 |
0.9643 |
0.9522 |
|
| R3 |
0.9607 |
0.9579 |
0.9504 |
|
| R2 |
0.9543 |
0.9543 |
0.9498 |
|
| R1 |
0.9515 |
0.9515 |
0.9492 |
0.9497 |
| PP |
0.9479 |
0.9479 |
0.9479 |
0.9470 |
| S1 |
0.9451 |
0.9451 |
0.9481 |
0.9433 |
| S2 |
0.9415 |
0.9415 |
0.9475 |
|
| S3 |
0.9351 |
0.9387 |
0.9469 |
|
| S4 |
0.9287 |
0.9323 |
0.9451 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9673 |
|
2.618 |
0.9619 |
|
1.618 |
0.9586 |
|
1.000 |
0.9566 |
|
0.618 |
0.9553 |
|
HIGH |
0.9533 |
|
0.618 |
0.9520 |
|
0.500 |
0.9517 |
|
0.382 |
0.9513 |
|
LOW |
0.9500 |
|
0.618 |
0.9480 |
|
1.000 |
0.9467 |
|
1.618 |
0.9447 |
|
2.618 |
0.9414 |
|
4.250 |
0.9360 |
|
|
| Fisher Pivots for day following 15-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9517 |
0.9514 |
| PP |
0.9512 |
0.9510 |
| S1 |
0.9507 |
0.9506 |
|