CME Japanese Yen Future December 2020
| Trading Metrics calculated at close of trading on 05-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2020 |
05-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9456 |
0.9484 |
0.0028 |
0.3% |
0.9449 |
| High |
0.9480 |
0.9508 |
0.0029 |
0.3% |
0.9613 |
| Low |
0.9432 |
0.9460 |
0.0028 |
0.3% |
0.9445 |
| Close |
0.9468 |
0.9482 |
0.0014 |
0.1% |
0.9470 |
| Range |
0.0048 |
0.0049 |
0.0001 |
1.0% |
0.0169 |
| ATR |
0.0061 |
0.0061 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
106 |
60 |
-46 |
-43.4% |
636 |
|
| Daily Pivots for day following 05-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9629 |
0.9604 |
0.9508 |
|
| R3 |
0.9580 |
0.9555 |
0.9495 |
|
| R2 |
0.9532 |
0.9532 |
0.9490 |
|
| R1 |
0.9507 |
0.9507 |
0.9486 |
0.9495 |
| PP |
0.9483 |
0.9483 |
0.9483 |
0.9477 |
| S1 |
0.9458 |
0.9458 |
0.9477 |
0.9446 |
| S2 |
0.9435 |
0.9435 |
0.9473 |
|
| S3 |
0.9386 |
0.9410 |
0.9468 |
|
| S4 |
0.9338 |
0.9361 |
0.9455 |
|
|
| Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0015 |
0.9911 |
0.9563 |
|
| R3 |
0.9846 |
0.9742 |
0.9516 |
|
| R2 |
0.9678 |
0.9678 |
0.9501 |
|
| R1 |
0.9574 |
0.9574 |
0.9485 |
0.9626 |
| PP |
0.9509 |
0.9509 |
0.9509 |
0.9535 |
| S1 |
0.9405 |
0.9405 |
0.9455 |
0.9457 |
| S2 |
0.9341 |
0.9341 |
0.9439 |
|
| S3 |
0.9172 |
0.9237 |
0.9424 |
|
| S4 |
0.9004 |
0.9068 |
0.9377 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9613 |
0.9408 |
0.0205 |
2.2% |
0.0079 |
0.8% |
36% |
False |
False |
120 |
| 10 |
0.9613 |
0.9344 |
0.0269 |
2.8% |
0.0073 |
0.8% |
51% |
False |
False |
117 |
| 20 |
0.9613 |
0.9316 |
0.0297 |
3.1% |
0.0058 |
0.6% |
56% |
False |
False |
66 |
| 40 |
0.9613 |
0.9267 |
0.0346 |
3.6% |
0.0053 |
0.6% |
62% |
False |
False |
75 |
| 60 |
0.9613 |
0.9135 |
0.0478 |
5.0% |
0.0050 |
0.5% |
72% |
False |
False |
54 |
| 80 |
0.9613 |
0.9135 |
0.0478 |
5.0% |
0.0049 |
0.5% |
72% |
False |
False |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9714 |
|
2.618 |
0.9635 |
|
1.618 |
0.9586 |
|
1.000 |
0.9557 |
|
0.618 |
0.9538 |
|
HIGH |
0.9508 |
|
0.618 |
0.9489 |
|
0.500 |
0.9484 |
|
0.382 |
0.9478 |
|
LOW |
0.9460 |
|
0.618 |
0.9430 |
|
1.000 |
0.9411 |
|
1.618 |
0.9381 |
|
2.618 |
0.9333 |
|
4.250 |
0.9253 |
|
|
| Fisher Pivots for day following 05-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9484 |
0.9474 |
| PP |
0.9483 |
0.9466 |
| S1 |
0.9482 |
0.9458 |
|