CME Japanese Yen Future September 2020
| Trading Metrics calculated at close of trading on 07-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2020 |
07-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9308 |
0.9321 |
0.0013 |
0.1% |
0.9341 |
| High |
0.9332 |
0.9333 |
0.0001 |
0.0% |
0.9352 |
| Low |
0.9286 |
0.9283 |
-0.0003 |
0.0% |
0.9254 |
| Close |
0.9329 |
0.9309 |
-0.0021 |
-0.2% |
0.9303 |
| Range |
0.0046 |
0.0050 |
0.0004 |
8.7% |
0.0098 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
80,746 |
73,363 |
-7,383 |
-9.1% |
297,490 |
|
| Daily Pivots for day following 07-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9458 |
0.9433 |
0.9336 |
|
| R3 |
0.9408 |
0.9383 |
0.9322 |
|
| R2 |
0.9358 |
0.9358 |
0.9318 |
|
| R1 |
0.9333 |
0.9333 |
0.9313 |
0.9321 |
| PP |
0.9308 |
0.9308 |
0.9308 |
0.9302 |
| S1 |
0.9283 |
0.9283 |
0.9304 |
0.9271 |
| S2 |
0.9258 |
0.9258 |
0.9299 |
|
| S3 |
0.9208 |
0.9233 |
0.9295 |
|
| S4 |
0.9158 |
0.9183 |
0.9281 |
|
|
| 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 |
0.9333 |
0.9254 |
0.0080 |
0.9% |
0.0048 |
0.5% |
69% |
True |
False |
74,634 |
| 10 |
0.9440 |
0.9254 |
0.0186 |
2.0% |
0.0057 |
0.6% |
30% |
False |
False |
75,666 |
| 20 |
0.9440 |
0.9228 |
0.0212 |
2.3% |
0.0054 |
0.6% |
38% |
False |
False |
73,542 |
| 40 |
0.9440 |
0.9117 |
0.0323 |
3.5% |
0.0055 |
0.6% |
59% |
False |
False |
38,251 |
| 60 |
0.9457 |
0.9117 |
0.0340 |
3.7% |
0.0056 |
0.6% |
56% |
False |
False |
25,524 |
| 80 |
0.9614 |
0.9034 |
0.0580 |
6.2% |
0.0070 |
0.8% |
47% |
False |
False |
19,165 |
| 100 |
0.9939 |
0.9015 |
0.0924 |
9.9% |
0.0076 |
0.8% |
32% |
False |
False |
15,342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9546 |
|
2.618 |
0.9464 |
|
1.618 |
0.9414 |
|
1.000 |
0.9383 |
|
0.618 |
0.9364 |
|
HIGH |
0.9333 |
|
0.618 |
0.9314 |
|
0.500 |
0.9308 |
|
0.382 |
0.9302 |
|
LOW |
0.9283 |
|
0.618 |
0.9252 |
|
1.000 |
0.9233 |
|
1.618 |
0.9202 |
|
2.618 |
0.9152 |
|
4.250 |
0.9071 |
|
|
| Fisher Pivots for day following 07-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9308 |
0.9308 |
| PP |
0.9308 |
0.9308 |
| S1 |
0.9308 |
0.9308 |
|