CME Japanese Yen Future September 2020
| Trading Metrics calculated at close of trading on 08-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2020 |
08-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9176 |
0.9135 |
-0.0041 |
-0.4% |
0.9298 |
| High |
0.9185 |
0.9254 |
0.0069 |
0.8% |
0.9328 |
| Low |
0.9117 |
0.9130 |
0.0014 |
0.1% |
0.9117 |
| Close |
0.9137 |
0.9246 |
0.0109 |
1.2% |
0.9137 |
| Range |
0.0068 |
0.0124 |
0.0056 |
81.6% |
0.0211 |
| ATR |
0.0058 |
0.0063 |
0.0005 |
8.1% |
0.0000 |
| Volume |
6,631 |
27,052 |
20,421 |
308.0% |
26,701 |
|
| Daily Pivots for day following 08-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9580 |
0.9537 |
0.9314 |
|
| R3 |
0.9457 |
0.9413 |
0.9280 |
|
| R2 |
0.9333 |
0.9333 |
0.9269 |
|
| R1 |
0.9290 |
0.9290 |
0.9257 |
0.9312 |
| PP |
0.9210 |
0.9210 |
0.9210 |
0.9221 |
| S1 |
0.9166 |
0.9166 |
0.9235 |
0.9188 |
| S2 |
0.9086 |
0.9086 |
0.9223 |
|
| S3 |
0.8963 |
0.9043 |
0.9212 |
|
| S4 |
0.8839 |
0.8919 |
0.9178 |
|
|
| 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 |
0.9316 |
0.9117 |
0.0200 |
2.2% |
0.0079 |
0.9% |
65% |
False |
False |
10,590 |
| 10 |
0.9354 |
0.9117 |
0.0237 |
2.6% |
0.0063 |
0.7% |
55% |
False |
False |
5,643 |
| 20 |
0.9387 |
0.9117 |
0.0271 |
2.9% |
0.0057 |
0.6% |
48% |
False |
False |
2,960 |
| 40 |
0.9457 |
0.9117 |
0.0340 |
3.7% |
0.0057 |
0.6% |
38% |
False |
False |
1,515 |
| 60 |
0.9614 |
0.9034 |
0.0580 |
6.3% |
0.0076 |
0.8% |
37% |
False |
False |
1,040 |
| 80 |
0.9939 |
0.9015 |
0.0924 |
10.0% |
0.0081 |
0.9% |
25% |
False |
False |
792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9778 |
|
2.618 |
0.9577 |
|
1.618 |
0.9453 |
|
1.000 |
0.9377 |
|
0.618 |
0.9330 |
|
HIGH |
0.9254 |
|
0.618 |
0.9206 |
|
0.500 |
0.9192 |
|
0.382 |
0.9177 |
|
LOW |
0.9130 |
|
0.618 |
0.9054 |
|
1.000 |
0.9007 |
|
1.618 |
0.8930 |
|
2.618 |
0.8807 |
|
4.250 |
0.8605 |
|
|
| Fisher Pivots for day following 08-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9228 |
0.9226 |
| PP |
0.9210 |
0.9205 |
| S1 |
0.9192 |
0.9185 |
|