CME Japanese Yen Future September 2020
| Trading Metrics calculated at close of trading on 15-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2020 |
15-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9331 |
0.9330 |
-0.0001 |
0.0% |
0.9308 |
| High |
0.9343 |
0.9383 |
0.0040 |
0.4% |
0.9386 |
| Low |
0.9315 |
0.9326 |
0.0011 |
0.1% |
0.9283 |
| Close |
0.9336 |
0.9356 |
0.0021 |
0.2% |
0.9360 |
| Range |
0.0028 |
0.0057 |
0.0029 |
101.8% |
0.0103 |
| ATR |
0.0050 |
0.0051 |
0.0000 |
0.9% |
0.0000 |
| Volume |
59,692 |
71,318 |
11,626 |
19.5% |
353,005 |
|
| Daily Pivots for day following 15-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9524 |
0.9497 |
0.9387 |
|
| R3 |
0.9468 |
0.9440 |
0.9372 |
|
| R2 |
0.9411 |
0.9411 |
0.9366 |
|
| R1 |
0.9384 |
0.9384 |
0.9361 |
0.9398 |
| PP |
0.9355 |
0.9355 |
0.9355 |
0.9362 |
| S1 |
0.9327 |
0.9327 |
0.9351 |
0.9341 |
| S2 |
0.9298 |
0.9298 |
0.9346 |
|
| S3 |
0.9242 |
0.9271 |
0.9340 |
|
| S4 |
0.9185 |
0.9214 |
0.9325 |
|
|
| 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 |
0.9315 |
0.0071 |
0.8% |
0.0043 |
0.5% |
58% |
False |
False |
68,841 |
| 10 |
0.9386 |
0.9254 |
0.0132 |
1.4% |
0.0046 |
0.5% |
78% |
False |
False |
69,757 |
| 20 |
0.9440 |
0.9254 |
0.0186 |
2.0% |
0.0048 |
0.5% |
55% |
False |
False |
69,220 |
| 40 |
0.9440 |
0.9117 |
0.0323 |
3.5% |
0.0054 |
0.6% |
74% |
False |
False |
48,180 |
| 60 |
0.9457 |
0.9117 |
0.0340 |
3.6% |
0.0054 |
0.6% |
70% |
False |
False |
32,159 |
| 80 |
0.9457 |
0.9034 |
0.0423 |
4.5% |
0.0059 |
0.6% |
76% |
False |
False |
24,138 |
| 100 |
0.9939 |
0.9034 |
0.0905 |
9.7% |
0.0077 |
0.8% |
36% |
False |
False |
19,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9623 |
|
2.618 |
0.9530 |
|
1.618 |
0.9474 |
|
1.000 |
0.9439 |
|
0.618 |
0.9417 |
|
HIGH |
0.9383 |
|
0.618 |
0.9361 |
|
0.500 |
0.9354 |
|
0.382 |
0.9348 |
|
LOW |
0.9326 |
|
0.618 |
0.9291 |
|
1.000 |
0.9270 |
|
1.618 |
0.9235 |
|
2.618 |
0.9178 |
|
4.250 |
0.9086 |
|
|
| Fisher Pivots for day following 15-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9355 |
0.9354 |
| PP |
0.9355 |
0.9351 |
| S1 |
0.9354 |
0.9349 |
|