CME Japanese Yen Future September 2020
| Trading Metrics calculated at close of trading on 24-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2020 |
24-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9337 |
0.9366 |
0.0029 |
0.3% |
0.9349 |
| High |
0.9377 |
0.9469 |
0.0092 |
1.0% |
0.9469 |
| Low |
0.9331 |
0.9362 |
0.0032 |
0.3% |
0.9304 |
| Close |
0.9375 |
0.9440 |
0.0065 |
0.7% |
0.9440 |
| Range |
0.0047 |
0.0107 |
0.0060 |
129.0% |
0.0165 |
| ATR |
0.0051 |
0.0055 |
0.0004 |
7.9% |
0.0000 |
| Volume |
58,865 |
133,069 |
74,204 |
126.1% |
427,494 |
|
| Daily Pivots for day following 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9743 |
0.9698 |
0.9498 |
|
| R3 |
0.9636 |
0.9591 |
0.9469 |
|
| R2 |
0.9530 |
0.9530 |
0.9459 |
|
| R1 |
0.9485 |
0.9485 |
0.9449 |
0.9507 |
| PP |
0.9423 |
0.9423 |
0.9423 |
0.9435 |
| S1 |
0.9378 |
0.9378 |
0.9430 |
0.9401 |
| S2 |
0.9317 |
0.9317 |
0.9420 |
|
| S3 |
0.9210 |
0.9272 |
0.9410 |
|
| S4 |
0.9104 |
0.9165 |
0.9381 |
|
|
| Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9899 |
0.9834 |
0.9530 |
|
| R3 |
0.9734 |
0.9669 |
0.9485 |
|
| R2 |
0.9569 |
0.9569 |
0.9470 |
|
| R1 |
0.9504 |
0.9504 |
0.9455 |
0.9537 |
| PP |
0.9404 |
0.9404 |
0.9404 |
0.9420 |
| S1 |
0.9339 |
0.9339 |
0.9424 |
0.9372 |
| S2 |
0.9239 |
0.9239 |
0.9409 |
|
| S3 |
0.9074 |
0.9174 |
0.9394 |
|
| S4 |
0.8909 |
0.9009 |
0.9349 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9469 |
0.9304 |
0.0165 |
1.7% |
0.0063 |
0.7% |
82% |
True |
False |
85,498 |
| 10 |
0.9469 |
0.9304 |
0.0165 |
1.7% |
0.0053 |
0.6% |
82% |
True |
False |
75,022 |
| 20 |
0.9469 |
0.9254 |
0.0215 |
2.3% |
0.0051 |
0.5% |
87% |
True |
False |
72,911 |
| 40 |
0.9469 |
0.9117 |
0.0352 |
3.7% |
0.0056 |
0.6% |
92% |
True |
False |
61,872 |
| 60 |
0.9469 |
0.9117 |
0.0352 |
3.7% |
0.0054 |
0.6% |
92% |
True |
False |
41,326 |
| 80 |
0.9469 |
0.9117 |
0.0352 |
3.7% |
0.0055 |
0.6% |
92% |
True |
False |
31,014 |
| 100 |
0.9939 |
0.9034 |
0.0905 |
9.6% |
0.0075 |
0.8% |
45% |
False |
False |
24,830 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9921 |
|
2.618 |
0.9747 |
|
1.618 |
0.9641 |
|
1.000 |
0.9575 |
|
0.618 |
0.9534 |
|
HIGH |
0.9469 |
|
0.618 |
0.9428 |
|
0.500 |
0.9415 |
|
0.382 |
0.9403 |
|
LOW |
0.9362 |
|
0.618 |
0.9296 |
|
1.000 |
0.9256 |
|
1.618 |
0.9190 |
|
2.618 |
0.9083 |
|
4.250 |
0.8909 |
|
|
| Fisher Pivots for day following 24-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9431 |
0.9425 |
| PP |
0.9423 |
0.9411 |
| S1 |
0.9415 |
0.9397 |
|