CME Japanese Yen Future September 2020
Trading Metrics calculated at close of trading on 09-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2020 |
09-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
0.9308 |
0.9330 |
0.0022 |
0.2% |
0.9341 |
High |
0.9337 |
0.9345 |
0.0009 |
0.1% |
0.9352 |
Low |
0.9292 |
0.9318 |
0.0026 |
0.3% |
0.9254 |
Close |
0.9336 |
0.9336 |
0.0000 |
0.0% |
0.9303 |
Range |
0.0045 |
0.0027 |
-0.0017 |
-39.3% |
0.0098 |
ATR |
0.0054 |
0.0052 |
-0.0002 |
-3.6% |
0.0000 |
Volume |
54,346 |
69,354 |
15,008 |
27.6% |
297,490 |
|
Daily Pivots for day following 09-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9414 |
0.9402 |
0.9350 |
|
R3 |
0.9387 |
0.9375 |
0.9343 |
|
R2 |
0.9360 |
0.9360 |
0.9340 |
|
R1 |
0.9348 |
0.9348 |
0.9338 |
0.9354 |
PP |
0.9333 |
0.9333 |
0.9333 |
0.9336 |
S1 |
0.9321 |
0.9321 |
0.9333 |
0.9327 |
S2 |
0.9306 |
0.9306 |
0.9331 |
|
S3 |
0.9279 |
0.9294 |
0.9328 |
|
S4 |
0.9252 |
0.9267 |
0.9321 |
|
|
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 |
0.9345 |
0.9283 |
0.0062 |
0.7% |
0.0040 |
0.4% |
85% |
True |
False |
68,458 |
10 |
0.9374 |
0.9254 |
0.0121 |
1.3% |
0.0048 |
0.5% |
68% |
False |
False |
69,344 |
20 |
0.9440 |
0.9254 |
0.0186 |
2.0% |
0.0050 |
0.5% |
44% |
False |
False |
74,114 |
40 |
0.9440 |
0.9117 |
0.0323 |
3.5% |
0.0054 |
0.6% |
68% |
False |
False |
41,339 |
60 |
0.9457 |
0.9117 |
0.0340 |
3.6% |
0.0055 |
0.6% |
64% |
False |
False |
27,585 |
80 |
0.9526 |
0.9034 |
0.0493 |
5.3% |
0.0066 |
0.7% |
61% |
False |
False |
20,708 |
100 |
0.9939 |
0.9015 |
0.0924 |
9.9% |
0.0076 |
0.8% |
35% |
False |
False |
16,578 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9460 |
2.618 |
0.9416 |
1.618 |
0.9389 |
1.000 |
0.9372 |
0.618 |
0.9362 |
HIGH |
0.9345 |
0.618 |
0.9335 |
0.500 |
0.9331 |
0.382 |
0.9328 |
LOW |
0.9318 |
0.618 |
0.9301 |
1.000 |
0.9291 |
1.618 |
0.9274 |
2.618 |
0.9247 |
4.250 |
0.9203 |
|
|
Fisher Pivots for day following 09-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
0.9334 |
0.9328 |
PP |
0.9333 |
0.9321 |
S1 |
0.9331 |
0.9314 |
|