CME Japanese Yen Future September 2020
| Trading Metrics calculated at close of trading on 02-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2020 |
02-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9272 |
0.9315 |
0.0044 |
0.5% |
0.9375 |
| High |
0.9324 |
0.9326 |
0.0002 |
0.0% |
0.9440 |
| Low |
0.9254 |
0.9291 |
0.0038 |
0.4% |
0.9317 |
| Close |
0.9313 |
0.9303 |
-0.0010 |
-0.1% |
0.9339 |
| Range |
0.0071 |
0.0035 |
-0.0036 |
-51.1% |
0.0123 |
| ATR |
0.0058 |
0.0056 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
80,430 |
64,485 |
-15,945 |
-19.8% |
348,257 |
|
| Daily Pivots for day following 02-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9410 |
0.9391 |
0.9322 |
|
| R3 |
0.9376 |
0.9357 |
0.9312 |
|
| R2 |
0.9341 |
0.9341 |
0.9309 |
|
| R1 |
0.9322 |
0.9322 |
0.9306 |
0.9314 |
| PP |
0.9307 |
0.9307 |
0.9307 |
0.9303 |
| S1 |
0.9288 |
0.9288 |
0.9300 |
0.9280 |
| S2 |
0.9272 |
0.9272 |
0.9297 |
|
| S3 |
0.9238 |
0.9253 |
0.9294 |
|
| S4 |
0.9203 |
0.9219 |
0.9284 |
|
|
| 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 |
0.9374 |
0.9254 |
0.0121 |
1.3% |
0.0054 |
0.6% |
41% |
False |
False |
71,000 |
| 10 |
0.9440 |
0.9254 |
0.0186 |
2.0% |
0.0052 |
0.6% |
27% |
False |
False |
69,866 |
| 20 |
0.9440 |
0.9117 |
0.0323 |
3.5% |
0.0059 |
0.6% |
58% |
False |
False |
67,521 |
| 40 |
0.9455 |
0.9117 |
0.0339 |
3.6% |
0.0056 |
0.6% |
55% |
False |
False |
34,400 |
| 60 |
0.9457 |
0.9117 |
0.0340 |
3.7% |
0.0056 |
0.6% |
55% |
False |
False |
22,960 |
| 80 |
0.9747 |
0.9034 |
0.0713 |
7.7% |
0.0074 |
0.8% |
38% |
False |
False |
17,242 |
| 100 |
0.9939 |
0.9015 |
0.0924 |
9.9% |
0.0075 |
0.8% |
31% |
False |
False |
13,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9472 |
|
2.618 |
0.9416 |
|
1.618 |
0.9381 |
|
1.000 |
0.9360 |
|
0.618 |
0.9347 |
|
HIGH |
0.9326 |
|
0.618 |
0.9312 |
|
0.500 |
0.9308 |
|
0.382 |
0.9304 |
|
LOW |
0.9291 |
|
0.618 |
0.9270 |
|
1.000 |
0.9257 |
|
1.618 |
0.9235 |
|
2.618 |
0.9201 |
|
4.250 |
0.9144 |
|
|
| Fisher Pivots for day following 02-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9308 |
0.9299 |
| PP |
0.9307 |
0.9294 |
| S1 |
0.9305 |
0.9290 |
|