CME Japanese Yen Future September 2020
Trading Metrics calculated at close of trading on 21-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2020 |
21-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
0.9349 |
0.9327 |
-0.0022 |
-0.2% |
0.9360 |
High |
0.9351 |
0.9381 |
0.0030 |
0.3% |
0.9383 |
Low |
0.9304 |
0.9320 |
0.0016 |
0.2% |
0.9315 |
Close |
0.9326 |
0.9372 |
0.0046 |
0.5% |
0.9356 |
Range |
0.0048 |
0.0061 |
0.0014 |
28.4% |
0.0068 |
ATR |
0.0050 |
0.0051 |
0.0001 |
1.6% |
0.0000 |
Volume |
72,726 |
80,564 |
7,838 |
10.8% |
322,732 |
|
Daily Pivots for day following 21-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9540 |
0.9517 |
0.9405 |
|
R3 |
0.9479 |
0.9456 |
0.9388 |
|
R2 |
0.9418 |
0.9418 |
0.9383 |
|
R1 |
0.9395 |
0.9395 |
0.9377 |
0.9407 |
PP |
0.9357 |
0.9357 |
0.9357 |
0.9363 |
S1 |
0.9334 |
0.9334 |
0.9366 |
0.9346 |
S2 |
0.9296 |
0.9296 |
0.9360 |
|
S3 |
0.9235 |
0.9273 |
0.9355 |
|
S4 |
0.9174 |
0.9212 |
0.9338 |
|
|
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% |
0.0051 |
0.5% |
86% |
False |
False |
69,537 |
10 |
0.9386 |
0.9292 |
0.0094 |
1.0% |
0.0045 |
0.5% |
85% |
False |
False |
67,491 |
20 |
0.9440 |
0.9254 |
0.0186 |
2.0% |
0.0051 |
0.5% |
63% |
False |
False |
71,579 |
40 |
0.9440 |
0.9117 |
0.0323 |
3.4% |
0.0054 |
0.6% |
79% |
False |
False |
55,055 |
60 |
0.9457 |
0.9117 |
0.0340 |
3.6% |
0.0054 |
0.6% |
75% |
False |
False |
36,760 |
80 |
0.9457 |
0.9117 |
0.0340 |
3.6% |
0.0057 |
0.6% |
75% |
False |
False |
27,587 |
100 |
0.9939 |
0.9034 |
0.0905 |
9.7% |
0.0076 |
0.8% |
37% |
False |
False |
22,089 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9640 |
2.618 |
0.9540 |
1.618 |
0.9479 |
1.000 |
0.9442 |
0.618 |
0.9418 |
HIGH |
0.9381 |
0.618 |
0.9357 |
0.500 |
0.9350 |
0.382 |
0.9343 |
LOW |
0.9320 |
0.618 |
0.9282 |
1.000 |
0.9259 |
1.618 |
0.9221 |
2.618 |
0.9160 |
4.250 |
0.9060 |
|
|
Fisher Pivots for day following 21-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
0.9364 |
0.9362 |
PP |
0.9357 |
0.9352 |
S1 |
0.9350 |
0.9342 |
|