CME Japanese Yen Future September 2020
| Trading Metrics calculated at close of trading on 16-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2020 |
16-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9330 |
0.9356 |
0.0026 |
0.3% |
0.9308 |
| High |
0.9383 |
0.9367 |
-0.0016 |
-0.2% |
0.9386 |
| Low |
0.9326 |
0.9316 |
-0.0011 |
-0.1% |
0.9283 |
| Close |
0.9356 |
0.9319 |
-0.0037 |
-0.4% |
0.9360 |
| Range |
0.0057 |
0.0051 |
-0.0006 |
-9.7% |
0.0103 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
0.0% |
0.0000 |
| Volume |
71,318 |
70,898 |
-420 |
-0.6% |
353,005 |
|
| Daily Pivots for day following 16-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9487 |
0.9454 |
0.9347 |
|
| R3 |
0.9436 |
0.9403 |
0.9333 |
|
| R2 |
0.9385 |
0.9385 |
0.9328 |
|
| R1 |
0.9352 |
0.9352 |
0.9324 |
0.9343 |
| PP |
0.9334 |
0.9334 |
0.9334 |
0.9329 |
| S1 |
0.9301 |
0.9301 |
0.9314 |
0.9292 |
| S2 |
0.9283 |
0.9283 |
0.9310 |
|
| S3 |
0.9232 |
0.9250 |
0.9305 |
|
| S4 |
0.9181 |
0.9199 |
0.9291 |
|
|
| 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% |
0.0047 |
0.5% |
6% |
False |
False |
69,149 |
| 10 |
0.9386 |
0.9283 |
0.0103 |
1.1% |
0.0044 |
0.5% |
35% |
False |
False |
68,804 |
| 20 |
0.9440 |
0.9254 |
0.0186 |
2.0% |
0.0048 |
0.5% |
35% |
False |
False |
69,751 |
| 40 |
0.9440 |
0.9117 |
0.0323 |
3.5% |
0.0053 |
0.6% |
63% |
False |
False |
49,937 |
| 60 |
0.9457 |
0.9117 |
0.0340 |
3.6% |
0.0054 |
0.6% |
60% |
False |
False |
33,339 |
| 80 |
0.9457 |
0.9034 |
0.0423 |
4.5% |
0.0058 |
0.6% |
67% |
False |
False |
25,023 |
| 100 |
0.9939 |
0.9034 |
0.0905 |
9.7% |
0.0077 |
0.8% |
32% |
False |
False |
20,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9583 |
|
2.618 |
0.9500 |
|
1.618 |
0.9449 |
|
1.000 |
0.9418 |
|
0.618 |
0.9398 |
|
HIGH |
0.9367 |
|
0.618 |
0.9347 |
|
0.500 |
0.9341 |
|
0.382 |
0.9335 |
|
LOW |
0.9316 |
|
0.618 |
0.9284 |
|
1.000 |
0.9265 |
|
1.618 |
0.9233 |
|
2.618 |
0.9182 |
|
4.250 |
0.9099 |
|
|
| Fisher Pivots for day following 16-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9341 |
0.9349 |
| PP |
0.9334 |
0.9339 |
| S1 |
0.9326 |
0.9329 |
|