CME Japanese Yen Future September 2020
| Trading Metrics calculated at close of trading on 08-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2020 |
08-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9321 |
0.9308 |
-0.0013 |
-0.1% |
0.9341 |
| High |
0.9333 |
0.9337 |
0.0004 |
0.0% |
0.9352 |
| Low |
0.9283 |
0.9292 |
0.0009 |
0.1% |
0.9254 |
| Close |
0.9309 |
0.9336 |
0.0027 |
0.3% |
0.9303 |
| Range |
0.0050 |
0.0045 |
-0.0006 |
-11.0% |
0.0098 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
73,363 |
54,346 |
-19,017 |
-25.9% |
297,490 |
|
| Daily Pivots for day following 08-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9455 |
0.9440 |
0.9360 |
|
| R3 |
0.9410 |
0.9395 |
0.9348 |
|
| R2 |
0.9366 |
0.9366 |
0.9344 |
|
| R1 |
0.9351 |
0.9351 |
0.9340 |
0.9358 |
| PP |
0.9321 |
0.9321 |
0.9321 |
0.9325 |
| S1 |
0.9306 |
0.9306 |
0.9332 |
0.9314 |
| S2 |
0.9277 |
0.9277 |
0.9328 |
|
| S3 |
0.9232 |
0.9262 |
0.9324 |
|
| S4 |
0.9188 |
0.9217 |
0.9312 |
|
|
| Weekly Pivots for week ending 03-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9597 |
0.9548 |
0.9357 |
|
| R3 |
0.9499 |
0.9450 |
0.9330 |
|
| R2 |
0.9401 |
0.9401 |
0.9321 |
|
| R1 |
0.9352 |
0.9352 |
0.9312 |
0.9327 |
| PP |
0.9303 |
0.9303 |
0.9303 |
0.9290 |
| S1 |
0.9254 |
0.9254 |
0.9294 |
0.9229 |
| S2 |
0.9205 |
0.9205 |
0.9285 |
|
| S3 |
0.9107 |
0.9156 |
0.9276 |
|
| S4 |
0.9009 |
0.9058 |
0.9249 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9337 |
0.9254 |
0.0083 |
0.9% |
0.0049 |
0.5% |
99% |
True |
False |
70,674 |
| 10 |
0.9412 |
0.9254 |
0.0158 |
1.7% |
0.0051 |
0.5% |
52% |
False |
False |
69,497 |
| 20 |
0.9440 |
0.9254 |
0.0186 |
2.0% |
0.0052 |
0.6% |
44% |
False |
False |
74,296 |
| 40 |
0.9440 |
0.9117 |
0.0323 |
3.5% |
0.0054 |
0.6% |
68% |
False |
False |
39,607 |
| 60 |
0.9457 |
0.9117 |
0.0340 |
3.6% |
0.0055 |
0.6% |
65% |
False |
False |
26,430 |
| 80 |
0.9580 |
0.9034 |
0.0546 |
5.8% |
0.0067 |
0.7% |
55% |
False |
False |
19,842 |
| 100 |
0.9939 |
0.9015 |
0.0924 |
9.9% |
0.0076 |
0.8% |
35% |
False |
False |
15,885 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9526 |
|
2.618 |
0.9453 |
|
1.618 |
0.9409 |
|
1.000 |
0.9381 |
|
0.618 |
0.9364 |
|
HIGH |
0.9337 |
|
0.618 |
0.9320 |
|
0.500 |
0.9314 |
|
0.382 |
0.9309 |
|
LOW |
0.9292 |
|
0.618 |
0.9264 |
|
1.000 |
0.9248 |
|
1.618 |
0.9220 |
|
2.618 |
0.9175 |
|
4.250 |
0.9103 |
|
|
| Fisher Pivots for day following 08-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9329 |
0.9327 |
| PP |
0.9321 |
0.9318 |
| S1 |
0.9314 |
0.9310 |
|