CME Japanese Yen Future September 2020
| Trading Metrics calculated at close of trading on 16-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2020 |
16-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9321 |
0.9328 |
0.0008 |
0.1% |
0.9135 |
| High |
0.9360 |
0.9341 |
-0.0020 |
-0.2% |
0.9397 |
| Low |
0.9311 |
0.9304 |
-0.0007 |
-0.1% |
0.9130 |
| Close |
0.9332 |
0.9335 |
0.0003 |
0.0% |
0.9321 |
| Range |
0.0050 |
0.0037 |
-0.0013 |
-26.3% |
0.0267 |
| ATR |
0.0064 |
0.0062 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
76,392 |
81,093 |
4,701 |
6.2% |
354,570 |
|
| Daily Pivots for day following 16-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9436 |
0.9422 |
0.9355 |
|
| R3 |
0.9399 |
0.9385 |
0.9345 |
|
| R2 |
0.9363 |
0.9363 |
0.9341 |
|
| R1 |
0.9349 |
0.9349 |
0.9338 |
0.9356 |
| PP |
0.9326 |
0.9326 |
0.9326 |
0.9330 |
| S1 |
0.9312 |
0.9312 |
0.9331 |
0.9319 |
| S2 |
0.9290 |
0.9290 |
0.9328 |
|
| S3 |
0.9253 |
0.9276 |
0.9324 |
|
| S4 |
0.9217 |
0.9239 |
0.9314 |
|
|
| 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 |
0.9286 |
0.0111 |
1.2% |
0.0061 |
0.6% |
44% |
False |
False |
89,146 |
| 10 |
0.9397 |
0.9117 |
0.0280 |
3.0% |
0.0067 |
0.7% |
78% |
False |
False |
53,454 |
| 20 |
0.9397 |
0.9117 |
0.0280 |
3.0% |
0.0060 |
0.6% |
78% |
False |
False |
27,141 |
| 40 |
0.9457 |
0.9117 |
0.0340 |
3.6% |
0.0056 |
0.6% |
64% |
False |
False |
13,629 |
| 60 |
0.9457 |
0.9034 |
0.0423 |
4.5% |
0.0063 |
0.7% |
71% |
False |
False |
9,110 |
| 80 |
0.9939 |
0.9034 |
0.0905 |
9.7% |
0.0084 |
0.9% |
33% |
False |
False |
6,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9496 |
|
2.618 |
0.9436 |
|
1.618 |
0.9400 |
|
1.000 |
0.9377 |
|
0.618 |
0.9363 |
|
HIGH |
0.9341 |
|
0.618 |
0.9327 |
|
0.500 |
0.9322 |
|
0.382 |
0.9318 |
|
LOW |
0.9304 |
|
0.618 |
0.9281 |
|
1.000 |
0.9268 |
|
1.618 |
0.9245 |
|
2.618 |
0.9208 |
|
4.250 |
0.9149 |
|
|
| Fisher Pivots for day following 16-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9330 |
0.9350 |
| PP |
0.9326 |
0.9345 |
| S1 |
0.9322 |
0.9340 |
|