CME Japanese Yen Future September 2020
| Trading Metrics calculated at close of trading on 04-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2020 |
04-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9217 |
0.9188 |
-0.0029 |
-0.3% |
0.9312 |
| High |
0.9238 |
0.9221 |
-0.0018 |
-0.2% |
0.9354 |
| Low |
0.9192 |
0.9173 |
-0.0019 |
-0.2% |
0.9280 |
| Close |
0.9196 |
0.9179 |
-0.0017 |
-0.2% |
0.9290 |
| Range |
0.0047 |
0.0048 |
0.0002 |
3.2% |
0.0074 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
6,274 |
9,585 |
3,311 |
52.8% |
2,685 |
|
| Daily Pivots for day following 04-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9335 |
0.9305 |
0.9205 |
|
| R3 |
0.9287 |
0.9257 |
0.9192 |
|
| R2 |
0.9239 |
0.9239 |
0.9188 |
|
| R1 |
0.9209 |
0.9209 |
0.9183 |
0.9200 |
| PP |
0.9191 |
0.9191 |
0.9191 |
0.9186 |
| S1 |
0.9161 |
0.9161 |
0.9175 |
0.9152 |
| S2 |
0.9143 |
0.9143 |
0.9170 |
|
| S3 |
0.9095 |
0.9113 |
0.9166 |
|
| S4 |
0.9047 |
0.9065 |
0.9153 |
|
|
| 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 |
0.9173 |
0.0181 |
2.0% |
0.0063 |
0.7% |
4% |
False |
True |
4,250 |
| 10 |
0.9354 |
0.9173 |
0.0181 |
2.0% |
0.0050 |
0.5% |
4% |
False |
True |
2,329 |
| 20 |
0.9455 |
0.9173 |
0.0283 |
3.1% |
0.0052 |
0.6% |
2% |
False |
True |
1,280 |
| 40 |
0.9457 |
0.9173 |
0.0284 |
3.1% |
0.0055 |
0.6% |
2% |
False |
True |
680 |
| 60 |
0.9747 |
0.9034 |
0.0713 |
7.8% |
0.0078 |
0.9% |
20% |
False |
False |
482 |
| 80 |
0.9939 |
0.9015 |
0.0924 |
10.1% |
0.0079 |
0.9% |
18% |
False |
False |
372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9425 |
|
2.618 |
0.9346 |
|
1.618 |
0.9298 |
|
1.000 |
0.9269 |
|
0.618 |
0.9250 |
|
HIGH |
0.9221 |
|
0.618 |
0.9202 |
|
0.500 |
0.9197 |
|
0.382 |
0.9191 |
|
LOW |
0.9173 |
|
0.618 |
0.9143 |
|
1.000 |
0.9125 |
|
1.618 |
0.9095 |
|
2.618 |
0.9047 |
|
4.250 |
0.8969 |
|
|
| Fisher Pivots for day following 04-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9197 |
0.9244 |
| PP |
0.9191 |
0.9223 |
| S1 |
0.9185 |
0.9201 |
|