CME Japanese Yen Future September 2020
| Trading Metrics calculated at close of trading on 26-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2020 |
26-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9354 |
0.9340 |
-0.0014 |
-0.1% |
0.9375 |
| High |
0.9356 |
0.9374 |
0.0019 |
0.2% |
0.9440 |
| Low |
0.9317 |
0.9325 |
0.0008 |
0.1% |
0.9317 |
| Close |
0.9338 |
0.9339 |
0.0002 |
0.0% |
0.9339 |
| Range |
0.0039 |
0.0050 |
0.0011 |
26.9% |
0.0123 |
| ATR |
0.0057 |
0.0057 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
60,632 |
57,513 |
-3,119 |
-5.1% |
348,257 |
|
| Daily Pivots for day following 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9494 |
0.9466 |
0.9366 |
|
| R3 |
0.9445 |
0.9417 |
0.9353 |
|
| R2 |
0.9395 |
0.9395 |
0.9348 |
|
| R1 |
0.9367 |
0.9367 |
0.9344 |
0.9357 |
| PP |
0.9346 |
0.9346 |
0.9346 |
0.9341 |
| S1 |
0.9318 |
0.9318 |
0.9334 |
0.9307 |
| S2 |
0.9296 |
0.9296 |
0.9330 |
|
| S3 |
0.9247 |
0.9268 |
0.9325 |
|
| S4 |
0.9197 |
0.9219 |
0.9312 |
|
|
| Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9734 |
0.9660 |
0.9407 |
|
| R3 |
0.9611 |
0.9537 |
0.9373 |
|
| R2 |
0.9488 |
0.9488 |
0.9362 |
|
| R1 |
0.9414 |
0.9414 |
0.9350 |
0.9389 |
| PP |
0.9365 |
0.9365 |
0.9365 |
0.9353 |
| S1 |
0.9291 |
0.9291 |
0.9328 |
0.9266 |
| S2 |
0.9242 |
0.9242 |
0.9316 |
|
| S3 |
0.9119 |
0.9168 |
0.9305 |
|
| S4 |
0.8996 |
0.9045 |
0.9271 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9440 |
0.9317 |
0.0123 |
1.3% |
0.0055 |
0.6% |
18% |
False |
False |
69,651 |
| 10 |
0.9440 |
0.9304 |
0.0136 |
1.5% |
0.0047 |
0.5% |
26% |
False |
False |
69,173 |
| 20 |
0.9440 |
0.9117 |
0.0323 |
3.5% |
0.0060 |
0.6% |
69% |
False |
False |
53,650 |
| 40 |
0.9457 |
0.9117 |
0.0340 |
3.6% |
0.0055 |
0.6% |
65% |
False |
False |
26,967 |
| 60 |
0.9457 |
0.9117 |
0.0340 |
3.6% |
0.0056 |
0.6% |
65% |
False |
False |
18,007 |
| 80 |
0.9939 |
0.9034 |
0.0905 |
9.7% |
0.0081 |
0.9% |
34% |
False |
False |
13,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9584 |
|
2.618 |
0.9504 |
|
1.618 |
0.9454 |
|
1.000 |
0.9424 |
|
0.618 |
0.9405 |
|
HIGH |
0.9374 |
|
0.618 |
0.9355 |
|
0.500 |
0.9349 |
|
0.382 |
0.9343 |
|
LOW |
0.9325 |
|
0.618 |
0.9294 |
|
1.000 |
0.9275 |
|
1.618 |
0.9244 |
|
2.618 |
0.9195 |
|
4.250 |
0.9114 |
|
|
| Fisher Pivots for day following 26-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9349 |
0.9364 |
| PP |
0.9346 |
0.9356 |
| S1 |
0.9342 |
0.9347 |
|