CME Japanese Yen Future September 2020
| Trading Metrics calculated at close of trading on 25-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2020 |
25-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9405 |
0.9354 |
-0.0051 |
-0.5% |
0.9321 |
| High |
0.9412 |
0.9356 |
-0.0056 |
-0.6% |
0.9387 |
| Low |
0.9350 |
0.9317 |
-0.0034 |
-0.4% |
0.9304 |
| Close |
0.9362 |
0.9338 |
-0.0025 |
-0.3% |
0.9369 |
| Range |
0.0062 |
0.0039 |
-0.0023 |
-36.6% |
0.0083 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
70,889 |
60,632 |
-10,257 |
-14.5% |
343,480 |
|
| Daily Pivots for day following 25-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9454 |
0.9435 |
0.9359 |
|
| R3 |
0.9415 |
0.9396 |
0.9348 |
|
| R2 |
0.9376 |
0.9376 |
0.9345 |
|
| R1 |
0.9357 |
0.9357 |
0.9341 |
0.9347 |
| PP |
0.9337 |
0.9337 |
0.9337 |
0.9332 |
| S1 |
0.9318 |
0.9318 |
0.9334 |
0.9308 |
| S2 |
0.9298 |
0.9298 |
0.9330 |
|
| S3 |
0.9259 |
0.9279 |
0.9327 |
|
| S4 |
0.9220 |
0.9240 |
0.9316 |
|
|
| 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 |
0.9317 |
0.0123 |
1.3% |
0.0050 |
0.5% |
17% |
False |
True |
68,732 |
| 10 |
0.9440 |
0.9304 |
0.0136 |
1.5% |
0.0050 |
0.5% |
25% |
False |
False |
75,043 |
| 20 |
0.9440 |
0.9117 |
0.0323 |
3.5% |
0.0061 |
0.7% |
68% |
False |
False |
50,833 |
| 40 |
0.9457 |
0.9117 |
0.0340 |
3.6% |
0.0056 |
0.6% |
65% |
False |
False |
25,534 |
| 60 |
0.9457 |
0.9117 |
0.0340 |
3.6% |
0.0056 |
0.6% |
65% |
False |
False |
17,048 |
| 80 |
0.9939 |
0.9034 |
0.0905 |
9.7% |
0.0081 |
0.9% |
34% |
False |
False |
12,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9521 |
|
2.618 |
0.9458 |
|
1.618 |
0.9419 |
|
1.000 |
0.9395 |
|
0.618 |
0.9380 |
|
HIGH |
0.9356 |
|
0.618 |
0.9341 |
|
0.500 |
0.9336 |
|
0.382 |
0.9331 |
|
LOW |
0.9317 |
|
0.618 |
0.9292 |
|
1.000 |
0.9278 |
|
1.618 |
0.9253 |
|
2.618 |
0.9214 |
|
4.250 |
0.9151 |
|
|
| Fisher Pivots for day following 25-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9337 |
0.9378 |
| PP |
0.9337 |
0.9365 |
| S1 |
0.9336 |
0.9351 |
|