CME Japanese Yen Future September 2020
| Trading Metrics calculated at close of trading on 12-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2020 |
12-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9349 |
0.9377 |
0.0028 |
0.3% |
0.9135 |
| High |
0.9397 |
0.9397 |
0.0000 |
0.0% |
0.9397 |
| Low |
0.9341 |
0.9313 |
-0.0028 |
-0.3% |
0.9130 |
| Close |
0.9377 |
0.9321 |
-0.0055 |
-0.6% |
0.9321 |
| Range |
0.0056 |
0.0084 |
0.0028 |
48.7% |
0.0267 |
| ATR |
0.0064 |
0.0066 |
0.0001 |
2.2% |
0.0000 |
| Volume |
99,037 |
116,208 |
17,171 |
17.3% |
354,570 |
|
| Daily Pivots for day following 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9595 |
0.9542 |
0.9368 |
|
| R3 |
0.9511 |
0.9458 |
0.9345 |
|
| R2 |
0.9427 |
0.9427 |
0.9337 |
|
| R1 |
0.9374 |
0.9374 |
0.9329 |
0.9359 |
| PP |
0.9343 |
0.9343 |
0.9343 |
0.9336 |
| S1 |
0.9290 |
0.9290 |
0.9314 |
0.9275 |
| S2 |
0.9259 |
0.9259 |
0.9306 |
|
| S3 |
0.9175 |
0.9206 |
0.9298 |
|
| S4 |
0.9091 |
0.9122 |
0.9275 |
|
|
| Weekly Pivots for week ending 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0084 |
0.9970 |
0.9468 |
|
| R3 |
0.9817 |
0.9703 |
0.9395 |
|
| R2 |
0.9550 |
0.9550 |
0.9370 |
|
| R1 |
0.9436 |
0.9436 |
0.9346 |
0.9493 |
| PP |
0.9283 |
0.9283 |
0.9283 |
0.9311 |
| S1 |
0.9169 |
0.9169 |
0.9297 |
0.9226 |
| S2 |
0.9016 |
0.9016 |
0.9273 |
|
| S3 |
0.8749 |
0.8902 |
0.9248 |
|
| S4 |
0.8482 |
0.8635 |
0.9175 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9397 |
0.9130 |
0.0267 |
2.9% |
0.0084 |
0.9% |
72% |
False |
False |
70,914 |
| 10 |
0.9397 |
0.9117 |
0.0280 |
3.0% |
0.0073 |
0.8% |
73% |
False |
False |
38,127 |
| 20 |
0.9397 |
0.9117 |
0.0280 |
3.0% |
0.0060 |
0.6% |
73% |
False |
False |
19,312 |
| 40 |
0.9457 |
0.9117 |
0.0340 |
3.6% |
0.0057 |
0.6% |
60% |
False |
False |
9,697 |
| 60 |
0.9457 |
0.9034 |
0.0423 |
4.5% |
0.0067 |
0.7% |
68% |
False |
False |
6,486 |
| 80 |
0.9939 |
0.9015 |
0.0924 |
9.9% |
0.0085 |
0.9% |
33% |
False |
False |
4,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9754 |
|
2.618 |
0.9616 |
|
1.618 |
0.9532 |
|
1.000 |
0.9481 |
|
0.618 |
0.9448 |
|
HIGH |
0.9397 |
|
0.618 |
0.9364 |
|
0.500 |
0.9355 |
|
0.382 |
0.9345 |
|
LOW |
0.9313 |
|
0.618 |
0.9261 |
|
1.000 |
0.9229 |
|
1.618 |
0.9177 |
|
2.618 |
0.9093 |
|
4.250 |
0.8956 |
|
|
| Fisher Pivots for day following 12-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9355 |
0.9341 |
| PP |
0.9343 |
0.9335 |
| S1 |
0.9332 |
0.9328 |
|