CME Japanese Yen Future September 2020
| Trading Metrics calculated at close of trading on 20-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2020 |
20-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9329 |
0.9349 |
0.0021 |
0.2% |
0.9360 |
| High |
0.9357 |
0.9351 |
-0.0006 |
-0.1% |
0.9383 |
| Low |
0.9320 |
0.9304 |
-0.0017 |
-0.2% |
0.9315 |
| Close |
0.9356 |
0.9326 |
-0.0031 |
-0.3% |
0.9356 |
| Range |
0.0037 |
0.0048 |
0.0010 |
26.7% |
0.0068 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
0.4% |
0.0000 |
| Volume |
52,179 |
72,726 |
20,547 |
39.4% |
322,732 |
|
| Daily Pivots for day following 20-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9469 |
0.9445 |
0.9352 |
|
| R3 |
0.9422 |
0.9397 |
0.9339 |
|
| R2 |
0.9374 |
0.9374 |
0.9334 |
|
| R1 |
0.9350 |
0.9350 |
0.9330 |
0.9338 |
| PP |
0.9327 |
0.9327 |
0.9327 |
0.9321 |
| S1 |
0.9302 |
0.9302 |
0.9321 |
0.9291 |
| S2 |
0.9279 |
0.9279 |
0.9317 |
|
| S3 |
0.9232 |
0.9255 |
0.9312 |
|
| S4 |
0.9184 |
0.9207 |
0.9299 |
|
|
| Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9554 |
0.9522 |
0.9393 |
|
| R3 |
0.9486 |
0.9455 |
0.9375 |
|
| R2 |
0.9419 |
0.9419 |
0.9368 |
|
| R1 |
0.9387 |
0.9387 |
0.9362 |
0.9369 |
| PP |
0.9351 |
0.9351 |
0.9351 |
0.9342 |
| S1 |
0.9320 |
0.9320 |
0.9350 |
0.9302 |
| S2 |
0.9284 |
0.9284 |
0.9344 |
|
| S3 |
0.9216 |
0.9252 |
0.9337 |
|
| S4 |
0.9149 |
0.9185 |
0.9319 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9383 |
0.9304 |
0.0079 |
0.8% |
0.0044 |
0.5% |
28% |
False |
True |
65,362 |
| 10 |
0.9386 |
0.9283 |
0.0103 |
1.1% |
0.0044 |
0.5% |
41% |
False |
False |
66,771 |
| 20 |
0.9440 |
0.9254 |
0.0186 |
2.0% |
0.0049 |
0.5% |
39% |
False |
False |
69,710 |
| 40 |
0.9440 |
0.9117 |
0.0323 |
3.5% |
0.0053 |
0.6% |
65% |
False |
False |
53,043 |
| 60 |
0.9457 |
0.9117 |
0.0340 |
3.6% |
0.0053 |
0.6% |
61% |
False |
False |
35,418 |
| 80 |
0.9457 |
0.9117 |
0.0340 |
3.6% |
0.0057 |
0.6% |
61% |
False |
False |
26,580 |
| 100 |
0.9939 |
0.9034 |
0.0905 |
9.7% |
0.0076 |
0.8% |
32% |
False |
False |
21,283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9553 |
|
2.618 |
0.9475 |
|
1.618 |
0.9428 |
|
1.000 |
0.9399 |
|
0.618 |
0.9380 |
|
HIGH |
0.9351 |
|
0.618 |
0.9333 |
|
0.500 |
0.9327 |
|
0.382 |
0.9322 |
|
LOW |
0.9304 |
|
0.618 |
0.9274 |
|
1.000 |
0.9256 |
|
1.618 |
0.9227 |
|
2.618 |
0.9179 |
|
4.250 |
0.9102 |
|
|
| Fisher Pivots for day following 20-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9327 |
0.9335 |
| PP |
0.9327 |
0.9332 |
| S1 |
0.9326 |
0.9329 |
|