CME Japanese Yen Future September 2020
Trading Metrics calculated at close of trading on 02-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2020 |
02-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
0.9298 |
0.9305 |
0.0007 |
0.1% |
0.9312 |
High |
0.9328 |
0.9316 |
-0.0012 |
-0.1% |
0.9354 |
Low |
0.9287 |
0.9209 |
-0.0078 |
-0.8% |
0.9280 |
Close |
0.9309 |
0.9214 |
-0.0095 |
-1.0% |
0.9290 |
Range |
0.0041 |
0.0108 |
0.0067 |
162.2% |
0.0074 |
ATR |
0.0055 |
0.0059 |
0.0004 |
6.8% |
0.0000 |
Volume |
801 |
3,410 |
2,609 |
325.7% |
2,685 |
|
Daily Pivots for day following 02-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9569 |
0.9499 |
0.9273 |
|
R3 |
0.9461 |
0.9391 |
0.9243 |
|
R2 |
0.9354 |
0.9354 |
0.9233 |
|
R1 |
0.9284 |
0.9284 |
0.9223 |
0.9265 |
PP |
0.9246 |
0.9246 |
0.9246 |
0.9237 |
S1 |
0.9176 |
0.9176 |
0.9204 |
0.9157 |
S2 |
0.9139 |
0.9139 |
0.9194 |
|
S3 |
0.9031 |
0.9069 |
0.9184 |
|
S4 |
0.8924 |
0.8961 |
0.9154 |
|
|
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 |
0.9209 |
0.0145 |
1.6% |
0.0060 |
0.6% |
3% |
False |
True |
1,304 |
10 |
0.9354 |
0.9209 |
0.0145 |
1.6% |
0.0053 |
0.6% |
3% |
False |
True |
828 |
20 |
0.9457 |
0.9209 |
0.0248 |
2.7% |
0.0052 |
0.6% |
2% |
False |
True |
492 |
40 |
0.9457 |
0.9185 |
0.0272 |
2.9% |
0.0055 |
0.6% |
10% |
False |
False |
288 |
60 |
0.9939 |
0.9034 |
0.0905 |
9.8% |
0.0087 |
0.9% |
20% |
False |
False |
224 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9773 |
2.618 |
0.9597 |
1.618 |
0.9490 |
1.000 |
0.9424 |
0.618 |
0.9382 |
HIGH |
0.9316 |
0.618 |
0.9275 |
0.500 |
0.9262 |
0.382 |
0.9250 |
LOW |
0.9209 |
0.618 |
0.9142 |
1.000 |
0.9101 |
1.618 |
0.9035 |
2.618 |
0.8927 |
4.250 |
0.8752 |
|
|
Fisher Pivots for day following 02-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
0.9262 |
0.9281 |
PP |
0.9246 |
0.9259 |
S1 |
0.9230 |
0.9236 |
|