CME Japanese Yen Future September 2020
| Trading Metrics calculated at close of trading on 13-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2020 |
13-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9334 |
0.9360 |
0.0026 |
0.3% |
0.9308 |
| High |
0.9386 |
0.9372 |
-0.0014 |
-0.1% |
0.9386 |
| Low |
0.9331 |
0.9326 |
-0.0005 |
-0.1% |
0.9283 |
| Close |
0.9360 |
0.9330 |
-0.0030 |
-0.3% |
0.9360 |
| Range |
0.0055 |
0.0047 |
-0.0009 |
-15.5% |
0.0103 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
75,196 |
68,645 |
-6,551 |
-8.7% |
353,005 |
|
| Daily Pivots for day following 13-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9482 |
0.9453 |
0.9356 |
|
| R3 |
0.9436 |
0.9406 |
0.9343 |
|
| R2 |
0.9389 |
0.9389 |
0.9339 |
|
| R1 |
0.9360 |
0.9360 |
0.9334 |
0.9351 |
| PP |
0.9343 |
0.9343 |
0.9343 |
0.9338 |
| S1 |
0.9313 |
0.9313 |
0.9326 |
0.9305 |
| S2 |
0.9296 |
0.9296 |
0.9321 |
|
| S3 |
0.9250 |
0.9267 |
0.9317 |
|
| S4 |
0.9203 |
0.9220 |
0.9304 |
|
|
| 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% |
46% |
False |
False |
68,180 |
| 10 |
0.9386 |
0.9254 |
0.0132 |
1.4% |
0.0049 |
0.5% |
58% |
False |
False |
71,914 |
| 20 |
0.9440 |
0.9254 |
0.0186 |
2.0% |
0.0048 |
0.5% |
41% |
False |
False |
70,543 |
| 40 |
0.9440 |
0.9117 |
0.0323 |
3.5% |
0.0054 |
0.6% |
66% |
False |
False |
44,928 |
| 60 |
0.9457 |
0.9117 |
0.0340 |
3.6% |
0.0054 |
0.6% |
63% |
False |
False |
29,979 |
| 80 |
0.9457 |
0.9034 |
0.0423 |
4.5% |
0.0063 |
0.7% |
70% |
False |
False |
22,501 |
| 100 |
0.9939 |
0.9015 |
0.0924 |
9.9% |
0.0077 |
0.8% |
34% |
False |
False |
18,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9570 |
|
2.618 |
0.9494 |
|
1.618 |
0.9447 |
|
1.000 |
0.9419 |
|
0.618 |
0.9401 |
|
HIGH |
0.9372 |
|
0.618 |
0.9354 |
|
0.500 |
0.9349 |
|
0.382 |
0.9343 |
|
LOW |
0.9326 |
|
0.618 |
0.9297 |
|
1.000 |
0.9279 |
|
1.618 |
0.9250 |
|
2.618 |
0.9204 |
|
4.250 |
0.9128 |
|
|
| Fisher Pivots for day following 13-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9349 |
0.9352 |
| PP |
0.9343 |
0.9344 |
| S1 |
0.9336 |
0.9337 |
|