CME Japanese Yen Future September 2020
| Trading Metrics calculated at close of trading on 03-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2020 |
03-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9305 |
0.9217 |
-0.0088 |
-0.9% |
0.9312 |
| High |
0.9316 |
0.9238 |
-0.0078 |
-0.8% |
0.9354 |
| Low |
0.9209 |
0.9192 |
-0.0017 |
-0.2% |
0.9280 |
| Close |
0.9214 |
0.9196 |
-0.0018 |
-0.2% |
0.9290 |
| Range |
0.0108 |
0.0047 |
-0.0061 |
-56.7% |
0.0074 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
3,410 |
6,274 |
2,864 |
84.0% |
2,685 |
|
| Daily Pivots for day following 03-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9348 |
0.9318 |
0.9221 |
|
| R3 |
0.9301 |
0.9272 |
0.9208 |
|
| R2 |
0.9255 |
0.9255 |
0.9204 |
|
| R1 |
0.9225 |
0.9225 |
0.9200 |
0.9217 |
| PP |
0.9208 |
0.9208 |
0.9208 |
0.9204 |
| S1 |
0.9179 |
0.9179 |
0.9191 |
0.9170 |
| S2 |
0.9162 |
0.9162 |
0.9187 |
|
| S3 |
0.9115 |
0.9132 |
0.9183 |
|
| S4 |
0.9069 |
0.9086 |
0.9170 |
|
|
| Weekly Pivots for week ending 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9530 |
0.9484 |
0.9331 |
|
| R3 |
0.9456 |
0.9410 |
0.9310 |
|
| R2 |
0.9382 |
0.9382 |
0.9304 |
|
| R1 |
0.9336 |
0.9336 |
0.9297 |
0.9322 |
| PP |
0.9308 |
0.9308 |
0.9308 |
0.9301 |
| S1 |
0.9262 |
0.9262 |
0.9283 |
0.9248 |
| S2 |
0.9234 |
0.9234 |
0.9276 |
|
| S3 |
0.9160 |
0.9188 |
0.9270 |
|
| S4 |
0.9086 |
0.9114 |
0.9249 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9354 |
0.9192 |
0.0162 |
1.8% |
0.0059 |
0.6% |
2% |
False |
True |
2,437 |
| 10 |
0.9354 |
0.9192 |
0.0162 |
1.8% |
0.0050 |
0.5% |
2% |
False |
True |
1,393 |
| 20 |
0.9457 |
0.9192 |
0.0265 |
2.9% |
0.0052 |
0.6% |
2% |
False |
True |
804 |
| 40 |
0.9457 |
0.9192 |
0.0265 |
2.9% |
0.0055 |
0.6% |
2% |
False |
True |
443 |
| 60 |
0.9823 |
0.9034 |
0.0790 |
8.6% |
0.0083 |
0.9% |
21% |
False |
False |
328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9436 |
|
2.618 |
0.9360 |
|
1.618 |
0.9313 |
|
1.000 |
0.9285 |
|
0.618 |
0.9267 |
|
HIGH |
0.9238 |
|
0.618 |
0.9220 |
|
0.500 |
0.9215 |
|
0.382 |
0.9209 |
|
LOW |
0.9192 |
|
0.618 |
0.9163 |
|
1.000 |
0.9145 |
|
1.618 |
0.9116 |
|
2.618 |
0.9070 |
|
4.250 |
0.8994 |
|
|
| Fisher Pivots for day following 03-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9215 |
0.9260 |
| PP |
0.9208 |
0.9238 |
| S1 |
0.9202 |
0.9217 |
|