CME Japanese Yen Future September 2020
| Trading Metrics calculated at close of trading on 10-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2020 |
10-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9330 |
0.9334 |
0.0005 |
0.0% |
0.9308 |
| High |
0.9345 |
0.9386 |
0.0041 |
0.4% |
0.9386 |
| Low |
0.9318 |
0.9331 |
0.0013 |
0.1% |
0.9283 |
| Close |
0.9336 |
0.9360 |
0.0025 |
0.3% |
0.9360 |
| Range |
0.0027 |
0.0055 |
0.0028 |
103.7% |
0.0103 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
0.4% |
0.0000 |
| Volume |
69,354 |
75,196 |
5,842 |
8.4% |
353,005 |
|
| Daily Pivots for day following 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9524 |
0.9497 |
0.9390 |
|
| R3 |
0.9469 |
0.9442 |
0.9375 |
|
| R2 |
0.9414 |
0.9414 |
0.9370 |
|
| R1 |
0.9387 |
0.9387 |
0.9365 |
0.9400 |
| PP |
0.9359 |
0.9359 |
0.9359 |
0.9365 |
| S1 |
0.9332 |
0.9332 |
0.9355 |
0.9345 |
| S2 |
0.9304 |
0.9304 |
0.9350 |
|
| S3 |
0.9249 |
0.9277 |
0.9345 |
|
| S4 |
0.9194 |
0.9222 |
0.9330 |
|
|
| Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9650 |
0.9608 |
0.9416 |
|
| R3 |
0.9548 |
0.9505 |
0.9388 |
|
| R2 |
0.9445 |
0.9445 |
0.9379 |
|
| R1 |
0.9403 |
0.9403 |
0.9369 |
0.9424 |
| PP |
0.9343 |
0.9343 |
0.9343 |
0.9354 |
| S1 |
0.9300 |
0.9300 |
0.9351 |
0.9322 |
| S2 |
0.9240 |
0.9240 |
0.9341 |
|
| S3 |
0.9138 |
0.9198 |
0.9332 |
|
| S4 |
0.9035 |
0.9095 |
0.9304 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9386 |
0.9283 |
0.0103 |
1.1% |
0.0045 |
0.5% |
75% |
True |
False |
70,601 |
| 10 |
0.9386 |
0.9254 |
0.0132 |
1.4% |
0.0049 |
0.5% |
81% |
True |
False |
70,800 |
| 20 |
0.9440 |
0.9254 |
0.0186 |
2.0% |
0.0050 |
0.5% |
57% |
False |
False |
72,922 |
| 40 |
0.9440 |
0.9117 |
0.0323 |
3.5% |
0.0054 |
0.6% |
75% |
False |
False |
43,215 |
| 60 |
0.9457 |
0.9117 |
0.0340 |
3.6% |
0.0054 |
0.6% |
72% |
False |
False |
28,836 |
| 80 |
0.9457 |
0.9034 |
0.0423 |
4.5% |
0.0064 |
0.7% |
77% |
False |
False |
21,644 |
| 100 |
0.9939 |
0.9015 |
0.0924 |
9.9% |
0.0077 |
0.8% |
37% |
False |
False |
17,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9619 |
|
2.618 |
0.9529 |
|
1.618 |
0.9474 |
|
1.000 |
0.9441 |
|
0.618 |
0.9419 |
|
HIGH |
0.9386 |
|
0.618 |
0.9364 |
|
0.500 |
0.9358 |
|
0.382 |
0.9352 |
|
LOW |
0.9331 |
|
0.618 |
0.9297 |
|
1.000 |
0.9276 |
|
1.618 |
0.9242 |
|
2.618 |
0.9187 |
|
4.250 |
0.9097 |
|
|
| Fisher Pivots for day following 10-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9359 |
0.9353 |
| PP |
0.9359 |
0.9346 |
| S1 |
0.9358 |
0.9339 |
|