CME Japanese Yen Future September 2020
| Trading Metrics calculated at close of trading on 22-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2020 |
22-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9362 |
0.9375 |
0.0013 |
0.1% |
0.9321 |
| High |
0.9379 |
0.9380 |
0.0002 |
0.0% |
0.9387 |
| Low |
0.9353 |
0.9357 |
0.0004 |
0.0% |
0.9304 |
| Close |
0.9369 |
0.9364 |
-0.0006 |
-0.1% |
0.9369 |
| Range |
0.0026 |
0.0024 |
-0.0002 |
-7.8% |
0.0083 |
| ATR |
0.0057 |
0.0055 |
-0.0002 |
-4.2% |
0.0000 |
| Volume |
52,920 |
43,192 |
-9,728 |
-18.4% |
343,480 |
|
| Daily Pivots for day following 22-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9437 |
0.9424 |
0.9376 |
|
| R3 |
0.9414 |
0.9400 |
0.9370 |
|
| R2 |
0.9390 |
0.9390 |
0.9368 |
|
| R1 |
0.9377 |
0.9377 |
0.9366 |
0.9372 |
| PP |
0.9367 |
0.9367 |
0.9367 |
0.9364 |
| S1 |
0.9353 |
0.9353 |
0.9361 |
0.9348 |
| S2 |
0.9343 |
0.9343 |
0.9359 |
|
| S3 |
0.9320 |
0.9330 |
0.9357 |
|
| S4 |
0.9296 |
0.9306 |
0.9351 |
|
|
| Weekly Pivots for week ending 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9602 |
0.9569 |
0.9415 |
|
| R3 |
0.9519 |
0.9486 |
0.9392 |
|
| R2 |
0.9436 |
0.9436 |
0.9384 |
|
| R1 |
0.9403 |
0.9403 |
0.9377 |
0.9420 |
| PP |
0.9353 |
0.9353 |
0.9353 |
0.9362 |
| S1 |
0.9320 |
0.9320 |
0.9361 |
0.9337 |
| S2 |
0.9270 |
0.9270 |
0.9354 |
|
| S3 |
0.9187 |
0.9237 |
0.9346 |
|
| S4 |
0.9104 |
0.9154 |
0.9323 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9387 |
0.9304 |
0.0083 |
0.9% |
0.0034 |
0.4% |
72% |
False |
False |
62,056 |
| 10 |
0.9397 |
0.9228 |
0.0169 |
1.8% |
0.0051 |
0.5% |
80% |
False |
False |
71,419 |
| 20 |
0.9397 |
0.9117 |
0.0280 |
3.0% |
0.0057 |
0.6% |
88% |
False |
False |
38,531 |
| 40 |
0.9457 |
0.9117 |
0.0340 |
3.6% |
0.0055 |
0.6% |
73% |
False |
False |
19,350 |
| 60 |
0.9457 |
0.9117 |
0.0340 |
3.6% |
0.0059 |
0.6% |
73% |
False |
False |
12,923 |
| 80 |
0.9939 |
0.9034 |
0.0905 |
9.7% |
0.0083 |
0.9% |
36% |
False |
False |
9,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9480 |
|
2.618 |
0.9442 |
|
1.618 |
0.9418 |
|
1.000 |
0.9404 |
|
0.618 |
0.9395 |
|
HIGH |
0.9380 |
|
0.618 |
0.9371 |
|
0.500 |
0.9368 |
|
0.382 |
0.9365 |
|
LOW |
0.9357 |
|
0.618 |
0.9342 |
|
1.000 |
0.9333 |
|
1.618 |
0.9318 |
|
2.618 |
0.9295 |
|
4.250 |
0.9257 |
|
|
| Fisher Pivots for day following 22-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9368 |
0.9367 |
| PP |
0.9367 |
0.9366 |
| S1 |
0.9365 |
0.9365 |
|