CME Japanese Yen Future September 2020
| Trading Metrics calculated at close of trading on 17-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2020 |
17-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9328 |
0.9330 |
0.0002 |
0.0% |
0.9135 |
| High |
0.9341 |
0.9363 |
0.0022 |
0.2% |
0.9397 |
| Low |
0.9304 |
0.9320 |
0.0016 |
0.2% |
0.9130 |
| Close |
0.9335 |
0.9351 |
0.0016 |
0.2% |
0.9321 |
| Range |
0.0037 |
0.0043 |
0.0006 |
16.4% |
0.0267 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
81,093 |
60,264 |
-20,829 |
-25.7% |
354,570 |
|
| Daily Pivots for day following 17-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9472 |
0.9454 |
0.9374 |
|
| R3 |
0.9429 |
0.9411 |
0.9362 |
|
| R2 |
0.9387 |
0.9387 |
0.9358 |
|
| R1 |
0.9369 |
0.9369 |
0.9354 |
0.9378 |
| PP |
0.9344 |
0.9344 |
0.9344 |
0.9349 |
| S1 |
0.9326 |
0.9326 |
0.9347 |
0.9335 |
| S2 |
0.9302 |
0.9302 |
0.9343 |
|
| S3 |
0.9259 |
0.9284 |
0.9339 |
|
| S4 |
0.9217 |
0.9241 |
0.9327 |
|
|
| 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 |
0.9304 |
0.0093 |
1.0% |
0.0054 |
0.6% |
50% |
False |
False |
86,598 |
| 10 |
0.9397 |
0.9117 |
0.0280 |
3.0% |
0.0066 |
0.7% |
83% |
False |
False |
58,853 |
| 20 |
0.9397 |
0.9117 |
0.0280 |
3.0% |
0.0058 |
0.6% |
83% |
False |
False |
30,123 |
| 40 |
0.9457 |
0.9117 |
0.0340 |
3.6% |
0.0056 |
0.6% |
69% |
False |
False |
15,133 |
| 60 |
0.9457 |
0.9034 |
0.0423 |
4.5% |
0.0061 |
0.7% |
75% |
False |
False |
10,114 |
| 80 |
0.9939 |
0.9034 |
0.0905 |
9.7% |
0.0084 |
0.9% |
35% |
False |
False |
7,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9543 |
|
2.618 |
0.9474 |
|
1.618 |
0.9431 |
|
1.000 |
0.9405 |
|
0.618 |
0.9389 |
|
HIGH |
0.9363 |
|
0.618 |
0.9346 |
|
0.500 |
0.9341 |
|
0.382 |
0.9336 |
|
LOW |
0.9320 |
|
0.618 |
0.9294 |
|
1.000 |
0.9278 |
|
1.618 |
0.9251 |
|
2.618 |
0.9209 |
|
4.250 |
0.9139 |
|
|
| Fisher Pivots for day following 17-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9347 |
0.9345 |
| PP |
0.9344 |
0.9339 |
| S1 |
0.9341 |
0.9333 |
|