CME Japanese Yen Future September 2020
| Trading Metrics calculated at close of trading on 23-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2020 |
23-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9375 |
0.9365 |
-0.0010 |
-0.1% |
0.9321 |
| High |
0.9380 |
0.9440 |
0.0060 |
0.6% |
0.9387 |
| Low |
0.9357 |
0.9338 |
-0.0019 |
-0.2% |
0.9304 |
| Close |
0.9364 |
0.9404 |
0.0040 |
0.4% |
0.9369 |
| Range |
0.0024 |
0.0102 |
0.0079 |
334.0% |
0.0083 |
| ATR |
0.0055 |
0.0058 |
0.0003 |
6.2% |
0.0000 |
| Volume |
43,192 |
116,031 |
72,839 |
168.6% |
343,480 |
|
| Daily Pivots for day following 23-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9700 |
0.9654 |
0.9460 |
|
| R3 |
0.9598 |
0.9552 |
0.9432 |
|
| R2 |
0.9496 |
0.9496 |
0.9422 |
|
| R1 |
0.9450 |
0.9450 |
0.9413 |
0.9473 |
| PP |
0.9394 |
0.9394 |
0.9394 |
0.9405 |
| S1 |
0.9348 |
0.9348 |
0.9394 |
0.9371 |
| S2 |
0.9292 |
0.9292 |
0.9385 |
|
| S3 |
0.9190 |
0.9246 |
0.9375 |
|
| S4 |
0.9088 |
0.9144 |
0.9347 |
|
|
| Weekly Pivots for week ending 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9602 |
0.9569 |
0.9415 |
|
| R3 |
0.9519 |
0.9486 |
0.9392 |
|
| R2 |
0.9436 |
0.9436 |
0.9384 |
|
| R1 |
0.9403 |
0.9403 |
0.9377 |
0.9420 |
| PP |
0.9353 |
0.9353 |
0.9353 |
0.9362 |
| S1 |
0.9320 |
0.9320 |
0.9361 |
0.9337 |
| S2 |
0.9270 |
0.9270 |
0.9354 |
|
| S3 |
0.9187 |
0.9237 |
0.9346 |
|
| S4 |
0.9104 |
0.9154 |
0.9323 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9440 |
0.9320 |
0.0120 |
1.3% |
0.0047 |
0.5% |
70% |
True |
False |
69,043 |
| 10 |
0.9440 |
0.9286 |
0.0154 |
1.6% |
0.0054 |
0.6% |
77% |
True |
False |
79,095 |
| 20 |
0.9440 |
0.9117 |
0.0323 |
3.4% |
0.0060 |
0.6% |
89% |
True |
False |
44,314 |
| 40 |
0.9457 |
0.9117 |
0.0340 |
3.6% |
0.0056 |
0.6% |
84% |
False |
False |
22,249 |
| 60 |
0.9457 |
0.9117 |
0.0340 |
3.6% |
0.0058 |
0.6% |
84% |
False |
False |
14,857 |
| 80 |
0.9939 |
0.9034 |
0.0905 |
9.6% |
0.0083 |
0.9% |
41% |
False |
False |
11,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9873 |
|
2.618 |
0.9707 |
|
1.618 |
0.9605 |
|
1.000 |
0.9542 |
|
0.618 |
0.9503 |
|
HIGH |
0.9440 |
|
0.618 |
0.9401 |
|
0.500 |
0.9389 |
|
0.382 |
0.9376 |
|
LOW |
0.9338 |
|
0.618 |
0.9274 |
|
1.000 |
0.9236 |
|
1.618 |
0.9172 |
|
2.618 |
0.9070 |
|
4.250 |
0.8904 |
|
|
| Fisher Pivots for day following 23-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9399 |
0.9399 |
| PP |
0.9394 |
0.9394 |
| S1 |
0.9389 |
0.9389 |
|