CME Japanese Yen Future September 2020
| Trading Metrics calculated at close of trading on 27-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2020 |
27-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9366 |
0.9437 |
0.0072 |
0.8% |
0.9349 |
| High |
0.9469 |
0.9519 |
0.0051 |
0.5% |
0.9469 |
| Low |
0.9362 |
0.9432 |
0.0070 |
0.7% |
0.9304 |
| Close |
0.9440 |
0.9495 |
0.0056 |
0.6% |
0.9440 |
| Range |
0.0107 |
0.0088 |
-0.0019 |
-17.8% |
0.0165 |
| ATR |
0.0055 |
0.0057 |
0.0002 |
4.3% |
0.0000 |
| Volume |
133,069 |
119,889 |
-13,180 |
-9.9% |
427,494 |
|
| Daily Pivots for day following 27-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9744 |
0.9707 |
0.9543 |
|
| R3 |
0.9657 |
0.9620 |
0.9519 |
|
| R2 |
0.9569 |
0.9569 |
0.9511 |
|
| R1 |
0.9532 |
0.9532 |
0.9503 |
0.9551 |
| PP |
0.9482 |
0.9482 |
0.9482 |
0.9491 |
| S1 |
0.9445 |
0.9445 |
0.9487 |
0.9463 |
| S2 |
0.9394 |
0.9394 |
0.9479 |
|
| S3 |
0.9307 |
0.9357 |
0.9471 |
|
| S4 |
0.9219 |
0.9270 |
0.9447 |
|
|
| 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 |
0.9519 |
0.9320 |
0.0200 |
2.1% |
0.0071 |
0.7% |
88% |
True |
False |
94,931 |
| 10 |
0.9519 |
0.9304 |
0.0216 |
2.3% |
0.0057 |
0.6% |
89% |
True |
False |
80,147 |
| 20 |
0.9519 |
0.9254 |
0.0266 |
2.8% |
0.0053 |
0.6% |
91% |
True |
False |
76,030 |
| 40 |
0.9519 |
0.9117 |
0.0403 |
4.2% |
0.0057 |
0.6% |
94% |
True |
False |
64,840 |
| 60 |
0.9519 |
0.9117 |
0.0403 |
4.2% |
0.0054 |
0.6% |
94% |
True |
False |
43,321 |
| 80 |
0.9519 |
0.9117 |
0.0403 |
4.2% |
0.0055 |
0.6% |
94% |
True |
False |
32,513 |
| 100 |
0.9939 |
0.9034 |
0.0905 |
9.5% |
0.0076 |
0.8% |
51% |
False |
False |
26,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9891 |
|
2.618 |
0.9748 |
|
1.618 |
0.9661 |
|
1.000 |
0.9607 |
|
0.618 |
0.9573 |
|
HIGH |
0.9519 |
|
0.618 |
0.9486 |
|
0.500 |
0.9475 |
|
0.382 |
0.9465 |
|
LOW |
0.9432 |
|
0.618 |
0.9377 |
|
1.000 |
0.9344 |
|
1.618 |
0.9290 |
|
2.618 |
0.9202 |
|
4.250 |
0.9060 |
|
|
| Fisher Pivots for day following 27-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9488 |
0.9472 |
| PP |
0.9482 |
0.9448 |
| S1 |
0.9475 |
0.9425 |
|