CME Japanese Yen Future September 2020
| Trading Metrics calculated at close of trading on 05-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2020 |
05-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9188 |
0.9176 |
-0.0012 |
-0.1% |
0.9298 |
| High |
0.9221 |
0.9185 |
-0.0036 |
-0.4% |
0.9328 |
| Low |
0.9173 |
0.9117 |
-0.0056 |
-0.6% |
0.9117 |
| Close |
0.9179 |
0.9137 |
-0.0042 |
-0.5% |
0.9137 |
| Range |
0.0048 |
0.0068 |
0.0020 |
41.7% |
0.0211 |
| ATR |
0.0057 |
0.0058 |
0.0001 |
1.3% |
0.0000 |
| Volume |
9,585 |
6,631 |
-2,954 |
-30.8% |
26,701 |
|
| Daily Pivots for day following 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9350 |
0.9312 |
0.9174 |
|
| R3 |
0.9282 |
0.9244 |
0.9156 |
|
| R2 |
0.9214 |
0.9214 |
0.9149 |
|
| R1 |
0.9176 |
0.9176 |
0.9143 |
0.9161 |
| PP |
0.9146 |
0.9146 |
0.9146 |
0.9139 |
| S1 |
0.9108 |
0.9108 |
0.9131 |
0.9093 |
| S2 |
0.9078 |
0.9078 |
0.9125 |
|
| S3 |
0.9010 |
0.9040 |
0.9118 |
|
| S4 |
0.8942 |
0.8972 |
0.9100 |
|
|
| Weekly Pivots for week ending 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9827 |
0.9693 |
0.9253 |
|
| R3 |
0.9616 |
0.9482 |
0.9195 |
|
| R2 |
0.9405 |
0.9405 |
0.9176 |
|
| R1 |
0.9271 |
0.9271 |
0.9156 |
0.9232 |
| PP |
0.9194 |
0.9194 |
0.9194 |
0.9174 |
| S1 |
0.9060 |
0.9060 |
0.9118 |
0.9021 |
| S2 |
0.8983 |
0.8983 |
0.9098 |
|
| S3 |
0.8772 |
0.8849 |
0.9079 |
|
| S4 |
0.8561 |
0.8638 |
0.9021 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9328 |
0.9117 |
0.0211 |
2.3% |
0.0062 |
0.7% |
10% |
False |
True |
5,340 |
| 10 |
0.9354 |
0.9117 |
0.0237 |
2.6% |
0.0054 |
0.6% |
9% |
False |
True |
2,946 |
| 20 |
0.9434 |
0.9117 |
0.0318 |
3.5% |
0.0053 |
0.6% |
6% |
False |
True |
1,608 |
| 40 |
0.9457 |
0.9117 |
0.0340 |
3.7% |
0.0056 |
0.6% |
6% |
False |
True |
844 |
| 60 |
0.9747 |
0.9034 |
0.0713 |
7.8% |
0.0078 |
0.9% |
15% |
False |
False |
593 |
| 80 |
0.9939 |
0.9015 |
0.0924 |
10.1% |
0.0080 |
0.9% |
13% |
False |
False |
454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9474 |
|
2.618 |
0.9363 |
|
1.618 |
0.9295 |
|
1.000 |
0.9253 |
|
0.618 |
0.9227 |
|
HIGH |
0.9185 |
|
0.618 |
0.9159 |
|
0.500 |
0.9151 |
|
0.382 |
0.9142 |
|
LOW |
0.9117 |
|
0.618 |
0.9074 |
|
1.000 |
0.9049 |
|
1.618 |
0.9006 |
|
2.618 |
0.8938 |
|
4.250 |
0.8828 |
|
|
| Fisher Pivots for day following 05-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9151 |
0.9177 |
| PP |
0.9146 |
0.9164 |
| S1 |
0.9142 |
0.9150 |
|