CME Japanese Yen Future September 2020
| Trading Metrics calculated at close of trading on 06-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2020 |
06-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9315 |
0.9308 |
-0.0007 |
-0.1% |
0.9341 |
| High |
0.9326 |
0.9332 |
0.0007 |
0.1% |
0.9352 |
| Low |
0.9291 |
0.9286 |
-0.0005 |
-0.1% |
0.9254 |
| Close |
0.9303 |
0.9329 |
0.0026 |
0.3% |
0.9303 |
| Range |
0.0035 |
0.0046 |
0.0012 |
33.3% |
0.0098 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
64,485 |
80,746 |
16,261 |
25.2% |
297,490 |
|
| Daily Pivots for day following 06-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9454 |
0.9437 |
0.9354 |
|
| R3 |
0.9408 |
0.9391 |
0.9342 |
|
| R2 |
0.9362 |
0.9362 |
0.9337 |
|
| R1 |
0.9345 |
0.9345 |
0.9333 |
0.9354 |
| PP |
0.9316 |
0.9316 |
0.9316 |
0.9320 |
| S1 |
0.9299 |
0.9299 |
0.9325 |
0.9308 |
| S2 |
0.9270 |
0.9270 |
0.9321 |
|
| S3 |
0.9224 |
0.9253 |
0.9316 |
|
| S4 |
0.9178 |
0.9207 |
0.9304 |
|
|
| Weekly Pivots for week ending 03-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9597 |
0.9548 |
0.9357 |
|
| R3 |
0.9499 |
0.9450 |
0.9330 |
|
| R2 |
0.9401 |
0.9401 |
0.9321 |
|
| R1 |
0.9352 |
0.9352 |
0.9312 |
0.9327 |
| PP |
0.9303 |
0.9303 |
0.9303 |
0.9290 |
| S1 |
0.9254 |
0.9254 |
0.9294 |
0.9229 |
| S2 |
0.9205 |
0.9205 |
0.9285 |
|
| S3 |
0.9107 |
0.9156 |
0.9276 |
|
| S4 |
0.9009 |
0.9058 |
0.9249 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9352 |
0.9254 |
0.0098 |
1.1% |
0.0053 |
0.6% |
77% |
False |
False |
75,647 |
| 10 |
0.9440 |
0.9254 |
0.0186 |
2.0% |
0.0054 |
0.6% |
41% |
False |
False |
72,649 |
| 20 |
0.9440 |
0.9130 |
0.0310 |
3.3% |
0.0058 |
0.6% |
64% |
False |
False |
71,227 |
| 40 |
0.9440 |
0.9117 |
0.0323 |
3.5% |
0.0055 |
0.6% |
66% |
False |
False |
36,417 |
| 60 |
0.9457 |
0.9117 |
0.0340 |
3.6% |
0.0056 |
0.6% |
63% |
False |
False |
24,305 |
| 80 |
0.9747 |
0.9034 |
0.0713 |
7.6% |
0.0073 |
0.8% |
41% |
False |
False |
18,251 |
| 100 |
0.9939 |
0.9015 |
0.0924 |
9.9% |
0.0076 |
0.8% |
34% |
False |
False |
14,608 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9528 |
|
2.618 |
0.9452 |
|
1.618 |
0.9406 |
|
1.000 |
0.9378 |
|
0.618 |
0.9360 |
|
HIGH |
0.9332 |
|
0.618 |
0.9314 |
|
0.500 |
0.9309 |
|
0.382 |
0.9304 |
|
LOW |
0.9286 |
|
0.618 |
0.9258 |
|
1.000 |
0.9240 |
|
1.618 |
0.9212 |
|
2.618 |
0.9166 |
|
4.250 |
0.9091 |
|
|
| Fisher Pivots for day following 06-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9322 |
0.9317 |
| PP |
0.9316 |
0.9305 |
| S1 |
0.9309 |
0.9293 |
|