CME Japanese Yen Future September 2020
| Trading Metrics calculated at close of trading on 01-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2020 |
01-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9306 |
0.9272 |
-0.0034 |
-0.4% |
0.9375 |
| High |
0.9309 |
0.9324 |
0.0015 |
0.2% |
0.9440 |
| Low |
0.9269 |
0.9254 |
-0.0016 |
-0.2% |
0.9317 |
| Close |
0.9271 |
0.9313 |
0.0042 |
0.4% |
0.9339 |
| Range |
0.0040 |
0.0071 |
0.0031 |
76.3% |
0.0123 |
| ATR |
0.0057 |
0.0058 |
0.0001 |
1.7% |
0.0000 |
| Volume |
74,146 |
80,430 |
6,284 |
8.5% |
348,257 |
|
| Daily Pivots for day following 01-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9508 |
0.9481 |
0.9351 |
|
| R3 |
0.9438 |
0.9410 |
0.9332 |
|
| R2 |
0.9367 |
0.9367 |
0.9325 |
|
| R1 |
0.9340 |
0.9340 |
0.9319 |
0.9354 |
| PP |
0.9297 |
0.9297 |
0.9297 |
0.9304 |
| S1 |
0.9269 |
0.9269 |
0.9306 |
0.9283 |
| S2 |
0.9226 |
0.9226 |
0.9300 |
|
| S3 |
0.9156 |
0.9199 |
0.9293 |
|
| S4 |
0.9085 |
0.9128 |
0.9274 |
|
|
| 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 |
0.9374 |
0.9254 |
0.0121 |
1.3% |
0.0055 |
0.6% |
49% |
False |
True |
70,230 |
| 10 |
0.9440 |
0.9254 |
0.0186 |
2.0% |
0.0053 |
0.6% |
32% |
False |
True |
70,699 |
| 20 |
0.9440 |
0.9117 |
0.0323 |
3.5% |
0.0059 |
0.6% |
61% |
False |
False |
64,776 |
| 40 |
0.9457 |
0.9117 |
0.0340 |
3.7% |
0.0056 |
0.6% |
58% |
False |
False |
32,790 |
| 60 |
0.9457 |
0.9117 |
0.0340 |
3.7% |
0.0056 |
0.6% |
58% |
False |
False |
21,887 |
| 80 |
0.9823 |
0.9034 |
0.0790 |
8.5% |
0.0077 |
0.8% |
35% |
False |
False |
16,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9624 |
|
2.618 |
0.9509 |
|
1.618 |
0.9438 |
|
1.000 |
0.9395 |
|
0.618 |
0.9368 |
|
HIGH |
0.9324 |
|
0.618 |
0.9297 |
|
0.500 |
0.9289 |
|
0.382 |
0.9280 |
|
LOW |
0.9254 |
|
0.618 |
0.9210 |
|
1.000 |
0.9183 |
|
1.618 |
0.9139 |
|
2.618 |
0.9069 |
|
4.250 |
0.8954 |
|
|
| Fisher Pivots for day following 01-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9305 |
0.9309 |
| PP |
0.9297 |
0.9306 |
| S1 |
0.9289 |
0.9303 |
|