CME Japanese Yen Future September 2020
| Trading Metrics calculated at close of trading on 11-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2020 |
11-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9301 |
0.9349 |
0.0048 |
0.5% |
0.9298 |
| High |
0.9362 |
0.9397 |
0.0035 |
0.4% |
0.9328 |
| Low |
0.9286 |
0.9341 |
0.0055 |
0.6% |
0.9117 |
| Close |
0.9351 |
0.9377 |
0.0026 |
0.3% |
0.9137 |
| Range |
0.0077 |
0.0056 |
-0.0020 |
-26.1% |
0.0211 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
73,003 |
99,037 |
26,034 |
35.7% |
26,701 |
|
| Daily Pivots for day following 11-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9541 |
0.9515 |
0.9408 |
|
| R3 |
0.9484 |
0.9459 |
0.9392 |
|
| R2 |
0.9428 |
0.9428 |
0.9387 |
|
| R1 |
0.9402 |
0.9402 |
0.9382 |
0.9415 |
| PP |
0.9371 |
0.9371 |
0.9371 |
0.9378 |
| S1 |
0.9346 |
0.9346 |
0.9371 |
0.9359 |
| S2 |
0.9315 |
0.9315 |
0.9366 |
|
| S3 |
0.9258 |
0.9289 |
0.9361 |
|
| S4 |
0.9202 |
0.9233 |
0.9345 |
|
|
| 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 |
0.9397 |
0.9117 |
0.0280 |
3.0% |
0.0080 |
0.9% |
93% |
True |
False |
48,998 |
| 10 |
0.9397 |
0.9117 |
0.0280 |
3.0% |
0.0072 |
0.8% |
93% |
True |
False |
26,624 |
| 20 |
0.9397 |
0.9117 |
0.0280 |
3.0% |
0.0058 |
0.6% |
93% |
True |
False |
13,509 |
| 40 |
0.9457 |
0.9117 |
0.0340 |
3.6% |
0.0057 |
0.6% |
76% |
False |
False |
6,794 |
| 60 |
0.9457 |
0.9034 |
0.0423 |
4.5% |
0.0069 |
0.7% |
81% |
False |
False |
4,551 |
| 80 |
0.9939 |
0.9015 |
0.0924 |
9.9% |
0.0084 |
0.9% |
39% |
False |
False |
3,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9637 |
|
2.618 |
0.9545 |
|
1.618 |
0.9488 |
|
1.000 |
0.9453 |
|
0.618 |
0.9432 |
|
HIGH |
0.9397 |
|
0.618 |
0.9375 |
|
0.500 |
0.9369 |
|
0.382 |
0.9362 |
|
LOW |
0.9341 |
|
0.618 |
0.9306 |
|
1.000 |
0.9284 |
|
1.618 |
0.9249 |
|
2.618 |
0.9193 |
|
4.250 |
0.9100 |
|
|
| Fisher Pivots for day following 11-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9374 |
0.9355 |
| PP |
0.9371 |
0.9334 |
| S1 |
0.9369 |
0.9312 |
|