CME Japanese Yen Future September 2020
| Trading Metrics calculated at close of trading on 15-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2020 |
15-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9377 |
0.9321 |
-0.0057 |
-0.6% |
0.9135 |
| High |
0.9397 |
0.9360 |
-0.0037 |
-0.4% |
0.9397 |
| Low |
0.9313 |
0.9311 |
-0.0002 |
0.0% |
0.9130 |
| Close |
0.9321 |
0.9332 |
0.0011 |
0.1% |
0.9321 |
| Range |
0.0084 |
0.0050 |
-0.0035 |
-41.1% |
0.0267 |
| ATR |
0.0066 |
0.0064 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
116,208 |
76,392 |
-39,816 |
-34.3% |
354,570 |
|
| Daily Pivots for day following 15-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9483 |
0.9457 |
0.9359 |
|
| R3 |
0.9433 |
0.9407 |
0.9346 |
|
| R2 |
0.9384 |
0.9384 |
0.9341 |
|
| R1 |
0.9358 |
0.9358 |
0.9337 |
0.9371 |
| PP |
0.9334 |
0.9334 |
0.9334 |
0.9341 |
| S1 |
0.9308 |
0.9308 |
0.9327 |
0.9321 |
| S2 |
0.9285 |
0.9285 |
0.9323 |
|
| S3 |
0.9235 |
0.9259 |
0.9318 |
|
| S4 |
0.9186 |
0.9209 |
0.9305 |
|
|
| Weekly Pivots for week ending 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0084 |
0.9970 |
0.9468 |
|
| R3 |
0.9817 |
0.9703 |
0.9395 |
|
| R2 |
0.9550 |
0.9550 |
0.9370 |
|
| R1 |
0.9436 |
0.9436 |
0.9346 |
0.9493 |
| PP |
0.9283 |
0.9283 |
0.9283 |
0.9311 |
| S1 |
0.9169 |
0.9169 |
0.9297 |
0.9226 |
| S2 |
0.9016 |
0.9016 |
0.9273 |
|
| S3 |
0.8749 |
0.8902 |
0.9248 |
|
| S4 |
0.8482 |
0.8635 |
0.9175 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9397 |
0.9228 |
0.0169 |
1.8% |
0.0069 |
0.7% |
62% |
False |
False |
80,782 |
| 10 |
0.9397 |
0.9117 |
0.0280 |
3.0% |
0.0074 |
0.8% |
77% |
False |
False |
45,686 |
| 20 |
0.9397 |
0.9117 |
0.0280 |
3.0% |
0.0060 |
0.6% |
77% |
False |
False |
23,090 |
| 40 |
0.9457 |
0.9117 |
0.0340 |
3.6% |
0.0056 |
0.6% |
63% |
False |
False |
11,602 |
| 60 |
0.9457 |
0.9034 |
0.0423 |
4.5% |
0.0065 |
0.7% |
71% |
False |
False |
7,759 |
| 80 |
0.9939 |
0.9015 |
0.0924 |
9.9% |
0.0084 |
0.9% |
34% |
False |
False |
5,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9570 |
|
2.618 |
0.9490 |
|
1.618 |
0.9440 |
|
1.000 |
0.9410 |
|
0.618 |
0.9391 |
|
HIGH |
0.9360 |
|
0.618 |
0.9341 |
|
0.500 |
0.9335 |
|
0.382 |
0.9329 |
|
LOW |
0.9311 |
|
0.618 |
0.9280 |
|
1.000 |
0.9261 |
|
1.618 |
0.9230 |
|
2.618 |
0.9181 |
|
4.250 |
0.9100 |
|
|
| Fisher Pivots for day following 15-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9335 |
0.9354 |
| PP |
0.9334 |
0.9346 |
| S1 |
0.9333 |
0.9339 |
|