CME Japanese Yen Future September 2020
Trading Metrics calculated at close of trading on 17-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2020 |
17-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
0.9356 |
0.9329 |
-0.0027 |
-0.3% |
0.9360 |
High |
0.9367 |
0.9357 |
-0.0009 |
-0.1% |
0.9383 |
Low |
0.9316 |
0.9320 |
0.0005 |
0.0% |
0.9315 |
Close |
0.9319 |
0.9356 |
0.0037 |
0.4% |
0.9356 |
Range |
0.0051 |
0.0037 |
-0.0014 |
-26.5% |
0.0068 |
ATR |
0.0051 |
0.0050 |
-0.0001 |
-1.7% |
0.0000 |
Volume |
70,898 |
52,179 |
-18,719 |
-26.4% |
322,732 |
|
Daily Pivots for day following 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9457 |
0.9444 |
0.9377 |
|
R3 |
0.9419 |
0.9406 |
0.9366 |
|
R2 |
0.9382 |
0.9382 |
0.9363 |
|
R1 |
0.9369 |
0.9369 |
0.9359 |
0.9375 |
PP |
0.9344 |
0.9344 |
0.9344 |
0.9348 |
S1 |
0.9332 |
0.9332 |
0.9353 |
0.9338 |
S2 |
0.9307 |
0.9307 |
0.9349 |
|
S3 |
0.9270 |
0.9294 |
0.9346 |
|
S4 |
0.9232 |
0.9257 |
0.9335 |
|
|
Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9554 |
0.9522 |
0.9393 |
|
R3 |
0.9486 |
0.9455 |
0.9375 |
|
R2 |
0.9419 |
0.9419 |
0.9368 |
|
R1 |
0.9387 |
0.9387 |
0.9362 |
0.9369 |
PP |
0.9351 |
0.9351 |
0.9351 |
0.9342 |
S1 |
0.9320 |
0.9320 |
0.9350 |
0.9302 |
S2 |
0.9284 |
0.9284 |
0.9344 |
|
S3 |
0.9216 |
0.9252 |
0.9337 |
|
S4 |
0.9149 |
0.9185 |
0.9319 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9383 |
0.9315 |
0.0068 |
0.7% |
0.0044 |
0.5% |
61% |
False |
False |
64,546 |
10 |
0.9386 |
0.9283 |
0.0103 |
1.1% |
0.0044 |
0.5% |
71% |
False |
False |
67,573 |
20 |
0.9440 |
0.9254 |
0.0186 |
2.0% |
0.0048 |
0.5% |
55% |
False |
False |
68,720 |
40 |
0.9440 |
0.9117 |
0.0323 |
3.5% |
0.0053 |
0.6% |
74% |
False |
False |
51,236 |
60 |
0.9457 |
0.9117 |
0.0340 |
3.6% |
0.0054 |
0.6% |
70% |
False |
False |
34,206 |
80 |
0.9457 |
0.9034 |
0.0423 |
4.5% |
0.0057 |
0.6% |
76% |
False |
False |
25,673 |
100 |
0.9939 |
0.9034 |
0.0905 |
9.7% |
0.0076 |
0.8% |
36% |
False |
False |
20,556 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9517 |
2.618 |
0.9456 |
1.618 |
0.9418 |
1.000 |
0.9395 |
0.618 |
0.9381 |
HIGH |
0.9357 |
0.618 |
0.9343 |
0.500 |
0.9339 |
0.382 |
0.9334 |
LOW |
0.9320 |
0.618 |
0.9297 |
1.000 |
0.9283 |
1.618 |
0.9259 |
2.618 |
0.9222 |
4.250 |
0.9161 |
|
|
Fisher Pivots for day following 17-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
0.9350 |
0.9354 |
PP |
0.9344 |
0.9351 |
S1 |
0.9339 |
0.9349 |
|