CME Japanese Yen Future September 2020
| Trading Metrics calculated at close of trading on 01-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2020 |
01-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9307 |
0.9298 |
-0.0009 |
-0.1% |
0.9312 |
| High |
0.9354 |
0.9328 |
-0.0026 |
-0.3% |
0.9354 |
| Low |
0.9283 |
0.9287 |
0.0004 |
0.0% |
0.9280 |
| Close |
0.9290 |
0.9309 |
0.0019 |
0.2% |
0.9290 |
| Range |
0.0071 |
0.0041 |
-0.0030 |
-42.3% |
0.0074 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
1,180 |
801 |
-379 |
-32.1% |
2,685 |
|
| Daily Pivots for day following 01-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9431 |
0.9411 |
0.9331 |
|
| R3 |
0.9390 |
0.9370 |
0.9320 |
|
| R2 |
0.9349 |
0.9349 |
0.9316 |
|
| R1 |
0.9329 |
0.9329 |
0.9312 |
0.9339 |
| PP |
0.9308 |
0.9308 |
0.9308 |
0.9313 |
| S1 |
0.9288 |
0.9288 |
0.9305 |
0.9298 |
| S2 |
0.9267 |
0.9267 |
0.9301 |
|
| S3 |
0.9226 |
0.9247 |
0.9297 |
|
| S4 |
0.9185 |
0.9206 |
0.9286 |
|
|
| Weekly Pivots for week ending 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9530 |
0.9484 |
0.9331 |
|
| R3 |
0.9456 |
0.9410 |
0.9310 |
|
| R2 |
0.9382 |
0.9382 |
0.9304 |
|
| R1 |
0.9336 |
0.9336 |
0.9297 |
0.9322 |
| PP |
0.9308 |
0.9308 |
0.9308 |
0.9301 |
| S1 |
0.9262 |
0.9262 |
0.9283 |
0.9248 |
| S2 |
0.9234 |
0.9234 |
0.9276 |
|
| S3 |
0.9160 |
0.9188 |
0.9270 |
|
| S4 |
0.9086 |
0.9114 |
0.9249 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9354 |
0.9280 |
0.0074 |
0.8% |
0.0047 |
0.5% |
39% |
False |
False |
697 |
| 10 |
0.9357 |
0.9269 |
0.0088 |
0.9% |
0.0046 |
0.5% |
45% |
False |
False |
495 |
| 20 |
0.9457 |
0.9269 |
0.0188 |
2.0% |
0.0049 |
0.5% |
21% |
False |
False |
322 |
| 40 |
0.9457 |
0.9185 |
0.0272 |
2.9% |
0.0053 |
0.6% |
45% |
False |
False |
205 |
| 60 |
0.9939 |
0.9034 |
0.0905 |
9.7% |
0.0087 |
0.9% |
30% |
False |
False |
167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9502 |
|
2.618 |
0.9435 |
|
1.618 |
0.9394 |
|
1.000 |
0.9369 |
|
0.618 |
0.9353 |
|
HIGH |
0.9328 |
|
0.618 |
0.9312 |
|
0.500 |
0.9307 |
|
0.382 |
0.9302 |
|
LOW |
0.9287 |
|
0.618 |
0.9261 |
|
1.000 |
0.9246 |
|
1.618 |
0.9220 |
|
2.618 |
0.9179 |
|
4.250 |
0.9112 |
|
|
| Fisher Pivots for day following 01-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9308 |
0.9318 |
| PP |
0.9308 |
0.9315 |
| S1 |
0.9307 |
0.9312 |
|