CME Japanese Yen Future September 2020
| Trading Metrics calculated at close of trading on 09-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2020 |
09-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9135 |
0.9239 |
0.0104 |
1.1% |
0.9298 |
| High |
0.9254 |
0.9306 |
0.0053 |
0.6% |
0.9328 |
| Low |
0.9130 |
0.9228 |
0.0098 |
1.1% |
0.9117 |
| Close |
0.9246 |
0.9297 |
0.0051 |
0.6% |
0.9137 |
| Range |
0.0124 |
0.0078 |
-0.0046 |
-36.8% |
0.0211 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
1.7% |
0.0000 |
| Volume |
27,052 |
39,270 |
12,218 |
45.2% |
26,701 |
|
| Daily Pivots for day following 09-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9511 |
0.9482 |
0.9340 |
|
| R3 |
0.9433 |
0.9404 |
0.9318 |
|
| R2 |
0.9355 |
0.9355 |
0.9311 |
|
| R1 |
0.9326 |
0.9326 |
0.9304 |
0.9341 |
| PP |
0.9277 |
0.9277 |
0.9277 |
0.9284 |
| S1 |
0.9248 |
0.9248 |
0.9290 |
0.9263 |
| S2 |
0.9199 |
0.9199 |
0.9283 |
|
| S3 |
0.9121 |
0.9170 |
0.9276 |
|
| S4 |
0.9043 |
0.9092 |
0.9254 |
|
|
| 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 |
0.9306 |
0.9117 |
0.0190 |
2.0% |
0.0073 |
0.8% |
95% |
True |
False |
17,762 |
| 10 |
0.9354 |
0.9117 |
0.0237 |
2.5% |
0.0066 |
0.7% |
76% |
False |
False |
9,533 |
| 20 |
0.9387 |
0.9117 |
0.0271 |
2.9% |
0.0056 |
0.6% |
67% |
False |
False |
4,919 |
| 40 |
0.9457 |
0.9117 |
0.0340 |
3.7% |
0.0057 |
0.6% |
53% |
False |
False |
2,497 |
| 60 |
0.9580 |
0.9034 |
0.0546 |
5.9% |
0.0072 |
0.8% |
48% |
False |
False |
1,690 |
| 80 |
0.9939 |
0.9015 |
0.0924 |
9.9% |
0.0082 |
0.9% |
31% |
False |
False |
1,282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9638 |
|
2.618 |
0.9510 |
|
1.618 |
0.9432 |
|
1.000 |
0.9384 |
|
0.618 |
0.9354 |
|
HIGH |
0.9306 |
|
0.618 |
0.9276 |
|
0.500 |
0.9267 |
|
0.382 |
0.9258 |
|
LOW |
0.9228 |
|
0.618 |
0.9180 |
|
1.000 |
0.9150 |
|
1.618 |
0.9102 |
|
2.618 |
0.9024 |
|
4.250 |
0.8897 |
|
|
| Fisher Pivots for day following 09-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9287 |
0.9268 |
| PP |
0.9277 |
0.9240 |
| S1 |
0.9267 |
0.9211 |
|