CME Japanese Yen Future September 2020
Trading Metrics calculated at close of trading on 28-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2020 |
28-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
0.9437 |
0.9496 |
0.0059 |
0.6% |
0.9349 |
High |
0.9519 |
0.9533 |
0.0014 |
0.2% |
0.9469 |
Low |
0.9432 |
0.9468 |
0.0036 |
0.4% |
0.9304 |
Close |
0.9495 |
0.9521 |
0.0026 |
0.3% |
0.9440 |
Range |
0.0088 |
0.0066 |
-0.0022 |
-24.6% |
0.0165 |
ATR |
0.0057 |
0.0058 |
0.0001 |
1.1% |
0.0000 |
Volume |
119,889 |
110,676 |
-9,213 |
-7.7% |
427,494 |
|
Daily Pivots for day following 28-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9705 |
0.9679 |
0.9557 |
|
R3 |
0.9639 |
0.9613 |
0.9539 |
|
R2 |
0.9573 |
0.9573 |
0.9533 |
|
R1 |
0.9547 |
0.9547 |
0.9527 |
0.9560 |
PP |
0.9507 |
0.9507 |
0.9507 |
0.9514 |
S1 |
0.9481 |
0.9481 |
0.9514 |
0.9494 |
S2 |
0.9441 |
0.9441 |
0.9508 |
|
S3 |
0.9375 |
0.9415 |
0.9502 |
|
S4 |
0.9309 |
0.9349 |
0.9484 |
|
|
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 |
0.9533 |
0.9325 |
0.0208 |
2.2% |
0.0072 |
0.8% |
94% |
True |
False |
100,953 |
10 |
0.9533 |
0.9304 |
0.0230 |
2.4% |
0.0061 |
0.6% |
94% |
True |
False |
85,245 |
20 |
0.9533 |
0.9254 |
0.0280 |
2.9% |
0.0053 |
0.6% |
95% |
True |
False |
77,642 |
40 |
0.9533 |
0.9117 |
0.0417 |
4.4% |
0.0057 |
0.6% |
97% |
True |
False |
67,587 |
60 |
0.9533 |
0.9117 |
0.0417 |
4.4% |
0.0054 |
0.6% |
97% |
True |
False |
45,165 |
80 |
0.9533 |
0.9117 |
0.0417 |
4.4% |
0.0055 |
0.6% |
97% |
True |
False |
33,896 |
100 |
0.9939 |
0.9034 |
0.0905 |
9.5% |
0.0075 |
0.8% |
54% |
False |
False |
27,135 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9814 |
2.618 |
0.9706 |
1.618 |
0.9640 |
1.000 |
0.9599 |
0.618 |
0.9574 |
HIGH |
0.9533 |
0.618 |
0.9508 |
0.500 |
0.9500 |
0.382 |
0.9493 |
LOW |
0.9468 |
0.618 |
0.9427 |
1.000 |
0.9402 |
1.618 |
0.9361 |
2.618 |
0.9295 |
4.250 |
0.9187 |
|
|
Fisher Pivots for day following 28-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
0.9514 |
0.9496 |
PP |
0.9507 |
0.9472 |
S1 |
0.9500 |
0.9448 |
|