CME Japanese Yen Future September 2020
| Trading Metrics calculated at close of trading on 30-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2020 |
30-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9341 |
0.9306 |
-0.0036 |
-0.4% |
0.9375 |
| High |
0.9352 |
0.9309 |
-0.0043 |
-0.5% |
0.9440 |
| Low |
0.9278 |
0.9269 |
-0.0009 |
-0.1% |
0.9317 |
| Close |
0.9295 |
0.9271 |
-0.0024 |
-0.3% |
0.9339 |
| Range |
0.0074 |
0.0040 |
-0.0034 |
-45.9% |
0.0123 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
78,429 |
74,146 |
-4,283 |
-5.5% |
348,257 |
|
| Daily Pivots for day following 30-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9403 |
0.9377 |
0.9293 |
|
| R3 |
0.9363 |
0.9337 |
0.9282 |
|
| R2 |
0.9323 |
0.9323 |
0.9278 |
|
| R1 |
0.9297 |
0.9297 |
0.9275 |
0.9290 |
| PP |
0.9283 |
0.9283 |
0.9283 |
0.9280 |
| S1 |
0.9257 |
0.9257 |
0.9267 |
0.9250 |
| S2 |
0.9243 |
0.9243 |
0.9264 |
|
| S3 |
0.9203 |
0.9217 |
0.9260 |
|
| S4 |
0.9163 |
0.9177 |
0.9249 |
|
|
| 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 |
0.9412 |
0.9269 |
0.0143 |
1.5% |
0.0053 |
0.6% |
1% |
False |
True |
68,321 |
| 10 |
0.9440 |
0.9269 |
0.0171 |
1.8% |
0.0050 |
0.5% |
1% |
False |
True |
68,682 |
| 20 |
0.9440 |
0.9117 |
0.0323 |
3.5% |
0.0058 |
0.6% |
48% |
False |
False |
61,068 |
| 40 |
0.9457 |
0.9117 |
0.0340 |
3.7% |
0.0055 |
0.6% |
45% |
False |
False |
30,780 |
| 60 |
0.9457 |
0.9117 |
0.0340 |
3.7% |
0.0056 |
0.6% |
45% |
False |
False |
20,548 |
| 80 |
0.9939 |
0.9034 |
0.0905 |
9.8% |
0.0080 |
0.9% |
26% |
False |
False |
15,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9479 |
|
2.618 |
0.9414 |
|
1.618 |
0.9374 |
|
1.000 |
0.9349 |
|
0.618 |
0.9334 |
|
HIGH |
0.9309 |
|
0.618 |
0.9294 |
|
0.500 |
0.9289 |
|
0.382 |
0.9284 |
|
LOW |
0.9269 |
|
0.618 |
0.9244 |
|
1.000 |
0.9229 |
|
1.618 |
0.9204 |
|
2.618 |
0.9164 |
|
4.250 |
0.9099 |
|
|
| Fisher Pivots for day following 30-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9289 |
0.9322 |
| PP |
0.9283 |
0.9305 |
| S1 |
0.9277 |
0.9288 |
|