CME Japanese Yen Future September 2020
| Trading Metrics calculated at close of trading on 10-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2020 |
10-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9239 |
0.9301 |
0.0062 |
0.7% |
0.9298 |
| High |
0.9306 |
0.9362 |
0.0056 |
0.6% |
0.9328 |
| Low |
0.9228 |
0.9286 |
0.0058 |
0.6% |
0.9117 |
| Close |
0.9297 |
0.9351 |
0.0054 |
0.6% |
0.9137 |
| Range |
0.0078 |
0.0077 |
-0.0002 |
-1.9% |
0.0211 |
| ATR |
0.0064 |
0.0065 |
0.0001 |
1.4% |
0.0000 |
| Volume |
39,270 |
73,003 |
33,733 |
85.9% |
26,701 |
|
| Daily Pivots for day following 10-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9562 |
0.9533 |
0.9393 |
|
| R3 |
0.9486 |
0.9457 |
0.9372 |
|
| R2 |
0.9409 |
0.9409 |
0.9365 |
|
| R1 |
0.9380 |
0.9380 |
0.9358 |
0.9395 |
| PP |
0.9333 |
0.9333 |
0.9333 |
0.9340 |
| S1 |
0.9304 |
0.9304 |
0.9344 |
0.9318 |
| S2 |
0.9256 |
0.9256 |
0.9337 |
|
| S3 |
0.9180 |
0.9227 |
0.9330 |
|
| S4 |
0.9103 |
0.9151 |
0.9309 |
|
|
| 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 |
0.9362 |
0.9117 |
0.0246 |
2.6% |
0.0079 |
0.8% |
96% |
True |
False |
31,108 |
| 10 |
0.9362 |
0.9117 |
0.0246 |
2.6% |
0.0069 |
0.7% |
96% |
True |
False |
16,773 |
| 20 |
0.9387 |
0.9117 |
0.0271 |
2.9% |
0.0057 |
0.6% |
87% |
False |
False |
8,564 |
| 40 |
0.9457 |
0.9117 |
0.0340 |
3.6% |
0.0057 |
0.6% |
69% |
False |
False |
4,320 |
| 60 |
0.9526 |
0.9034 |
0.0493 |
5.3% |
0.0071 |
0.8% |
64% |
False |
False |
2,907 |
| 80 |
0.9939 |
0.9015 |
0.0924 |
9.9% |
0.0083 |
0.9% |
36% |
False |
False |
2,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9687 |
|
2.618 |
0.9562 |
|
1.618 |
0.9486 |
|
1.000 |
0.9439 |
|
0.618 |
0.9409 |
|
HIGH |
0.9362 |
|
0.618 |
0.9333 |
|
0.500 |
0.9324 |
|
0.382 |
0.9315 |
|
LOW |
0.9286 |
|
0.618 |
0.9238 |
|
1.000 |
0.9209 |
|
1.618 |
0.9162 |
|
2.618 |
0.9085 |
|
4.250 |
0.8960 |
|
|
| Fisher Pivots for day following 10-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9342 |
0.9316 |
| PP |
0.9333 |
0.9281 |
| S1 |
0.9324 |
0.9246 |
|