CME Japanese Yen Future September 2020
| Trading Metrics calculated at close of trading on 22-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2020 |
22-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9327 |
0.9370 |
0.0043 |
0.5% |
0.9360 |
| High |
0.9381 |
0.9377 |
-0.0004 |
0.0% |
0.9383 |
| Low |
0.9320 |
0.9325 |
0.0006 |
0.1% |
0.9315 |
| Close |
0.9372 |
0.9331 |
-0.0041 |
-0.4% |
0.9356 |
| Range |
0.0061 |
0.0052 |
-0.0010 |
-15.6% |
0.0068 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
0.1% |
0.0000 |
| Volume |
80,564 |
82,270 |
1,706 |
2.1% |
322,732 |
|
| Daily Pivots for day following 22-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9499 |
0.9466 |
0.9359 |
|
| R3 |
0.9447 |
0.9415 |
0.9345 |
|
| R2 |
0.9396 |
0.9396 |
0.9340 |
|
| R1 |
0.9363 |
0.9363 |
0.9335 |
0.9354 |
| PP |
0.9344 |
0.9344 |
0.9344 |
0.9339 |
| S1 |
0.9312 |
0.9312 |
0.9326 |
0.9302 |
| S2 |
0.9293 |
0.9293 |
0.9321 |
|
| S3 |
0.9241 |
0.9260 |
0.9316 |
|
| S4 |
0.9190 |
0.9209 |
0.9302 |
|
|
| 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 |
0.9381 |
0.9304 |
0.0077 |
0.8% |
0.0050 |
0.5% |
35% |
False |
False |
71,727 |
| 10 |
0.9386 |
0.9304 |
0.0082 |
0.9% |
0.0046 |
0.5% |
33% |
False |
False |
70,284 |
| 20 |
0.9412 |
0.9254 |
0.0158 |
1.7% |
0.0049 |
0.5% |
49% |
False |
False |
69,891 |
| 40 |
0.9440 |
0.9117 |
0.0323 |
3.5% |
0.0054 |
0.6% |
66% |
False |
False |
57,102 |
| 60 |
0.9457 |
0.9117 |
0.0340 |
3.6% |
0.0054 |
0.6% |
63% |
False |
False |
38,130 |
| 80 |
0.9457 |
0.9117 |
0.0340 |
3.6% |
0.0056 |
0.6% |
63% |
False |
False |
28,616 |
| 100 |
0.9939 |
0.9034 |
0.0905 |
9.7% |
0.0076 |
0.8% |
33% |
False |
False |
22,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9595 |
|
2.618 |
0.9511 |
|
1.618 |
0.9460 |
|
1.000 |
0.9428 |
|
0.618 |
0.9408 |
|
HIGH |
0.9377 |
|
0.618 |
0.9357 |
|
0.500 |
0.9351 |
|
0.382 |
0.9345 |
|
LOW |
0.9325 |
|
0.618 |
0.9293 |
|
1.000 |
0.9274 |
|
1.618 |
0.9242 |
|
2.618 |
0.9190 |
|
4.250 |
0.9106 |
|
|
| Fisher Pivots for day following 22-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9351 |
0.9342 |
| PP |
0.9344 |
0.9338 |
| S1 |
0.9337 |
0.9334 |
|