CME Japanese Yen Future September 2020
| Trading Metrics calculated at close of trading on 24-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2020 |
24-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9365 |
0.9405 |
0.0040 |
0.4% |
0.9321 |
| High |
0.9440 |
0.9412 |
-0.0028 |
-0.3% |
0.9387 |
| Low |
0.9338 |
0.9350 |
0.0013 |
0.1% |
0.9304 |
| Close |
0.9404 |
0.9362 |
-0.0042 |
-0.4% |
0.9369 |
| Range |
0.0102 |
0.0062 |
-0.0041 |
-39.7% |
0.0083 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
0.4% |
0.0000 |
| Volume |
116,031 |
70,889 |
-45,142 |
-38.9% |
343,480 |
|
| Daily Pivots for day following 24-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9559 |
0.9522 |
0.9396 |
|
| R3 |
0.9498 |
0.9461 |
0.9379 |
|
| R2 |
0.9436 |
0.9436 |
0.9373 |
|
| R1 |
0.9399 |
0.9399 |
0.9368 |
0.9387 |
| PP |
0.9375 |
0.9375 |
0.9375 |
0.9368 |
| S1 |
0.9338 |
0.9338 |
0.9356 |
0.9325 |
| S2 |
0.9313 |
0.9313 |
0.9351 |
|
| S3 |
0.9252 |
0.9276 |
0.9345 |
|
| S4 |
0.9190 |
0.9215 |
0.9328 |
|
|
| 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 |
0.9440 |
0.9338 |
0.0102 |
1.1% |
0.0051 |
0.5% |
24% |
False |
False |
71,168 |
| 10 |
0.9440 |
0.9304 |
0.0136 |
1.4% |
0.0052 |
0.6% |
43% |
False |
False |
78,883 |
| 20 |
0.9440 |
0.9117 |
0.0323 |
3.5% |
0.0061 |
0.6% |
76% |
False |
False |
47,828 |
| 40 |
0.9457 |
0.9117 |
0.0340 |
3.6% |
0.0056 |
0.6% |
72% |
False |
False |
24,020 |
| 60 |
0.9457 |
0.9117 |
0.0340 |
3.6% |
0.0057 |
0.6% |
72% |
False |
False |
16,038 |
| 80 |
0.9939 |
0.9034 |
0.0905 |
9.7% |
0.0082 |
0.9% |
36% |
False |
False |
12,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9673 |
|
2.618 |
0.9573 |
|
1.618 |
0.9511 |
|
1.000 |
0.9473 |
|
0.618 |
0.9450 |
|
HIGH |
0.9412 |
|
0.618 |
0.9388 |
|
0.500 |
0.9381 |
|
0.382 |
0.9373 |
|
LOW |
0.9350 |
|
0.618 |
0.9312 |
|
1.000 |
0.9289 |
|
1.618 |
0.9250 |
|
2.618 |
0.9189 |
|
4.250 |
0.9089 |
|
|
| Fisher Pivots for day following 24-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9381 |
0.9389 |
| PP |
0.9375 |
0.9380 |
| S1 |
0.9368 |
0.9371 |
|