CME Japanese Yen Future September 2020
| Trading Metrics calculated at close of trading on 29-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2020 |
29-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9340 |
0.9341 |
0.0001 |
0.0% |
0.9375 |
| High |
0.9374 |
0.9352 |
-0.0023 |
-0.2% |
0.9440 |
| Low |
0.9325 |
0.9278 |
-0.0047 |
-0.5% |
0.9317 |
| Close |
0.9339 |
0.9295 |
-0.0045 |
-0.5% |
0.9339 |
| Range |
0.0050 |
0.0074 |
0.0025 |
49.5% |
0.0123 |
| ATR |
0.0057 |
0.0058 |
0.0001 |
2.2% |
0.0000 |
| Volume |
57,513 |
78,429 |
20,916 |
36.4% |
348,257 |
|
| Daily Pivots for day following 29-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9530 |
0.9486 |
0.9335 |
|
| R3 |
0.9456 |
0.9412 |
0.9315 |
|
| R2 |
0.9382 |
0.9382 |
0.9308 |
|
| R1 |
0.9338 |
0.9338 |
0.9301 |
0.9323 |
| PP |
0.9308 |
0.9308 |
0.9308 |
0.9300 |
| S1 |
0.9264 |
0.9264 |
0.9288 |
0.9249 |
| S2 |
0.9234 |
0.9234 |
0.9281 |
|
| S3 |
0.9160 |
0.9190 |
0.9274 |
|
| S4 |
0.9086 |
0.9116 |
0.9254 |
|
|
| Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9734 |
0.9660 |
0.9407 |
|
| R3 |
0.9611 |
0.9537 |
0.9373 |
|
| R2 |
0.9488 |
0.9488 |
0.9362 |
|
| R1 |
0.9414 |
0.9414 |
0.9350 |
0.9389 |
| PP |
0.9365 |
0.9365 |
0.9365 |
0.9353 |
| S1 |
0.9291 |
0.9291 |
0.9328 |
0.9266 |
| S2 |
0.9242 |
0.9242 |
0.9316 |
|
| S3 |
0.9119 |
0.9168 |
0.9305 |
|
| S4 |
0.8996 |
0.9045 |
0.9271 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9440 |
0.9278 |
0.0162 |
1.7% |
0.0065 |
0.7% |
10% |
False |
True |
76,698 |
| 10 |
0.9440 |
0.9278 |
0.0162 |
1.7% |
0.0049 |
0.5% |
10% |
False |
True |
69,377 |
| 20 |
0.9440 |
0.9117 |
0.0323 |
3.5% |
0.0062 |
0.7% |
55% |
False |
False |
57,531 |
| 40 |
0.9457 |
0.9117 |
0.0340 |
3.7% |
0.0055 |
0.6% |
52% |
False |
False |
28,927 |
| 60 |
0.9457 |
0.9117 |
0.0340 |
3.7% |
0.0056 |
0.6% |
52% |
False |
False |
19,314 |
| 80 |
0.9939 |
0.9034 |
0.0905 |
9.7% |
0.0080 |
0.9% |
29% |
False |
False |
14,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9666 |
|
2.618 |
0.9545 |
|
1.618 |
0.9471 |
|
1.000 |
0.9426 |
|
0.618 |
0.9397 |
|
HIGH |
0.9352 |
|
0.618 |
0.9323 |
|
0.500 |
0.9315 |
|
0.382 |
0.9306 |
|
LOW |
0.9278 |
|
0.618 |
0.9232 |
|
1.000 |
0.9204 |
|
1.618 |
0.9158 |
|
2.618 |
0.9084 |
|
4.250 |
0.8963 |
|
|
| Fisher Pivots for day following 29-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9315 |
0.9326 |
| PP |
0.9308 |
0.9315 |
| S1 |
0.9301 |
0.9305 |
|