CME Japanese Yen Future September 2020
| Trading Metrics calculated at close of trading on 29-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2020 |
29-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9496 |
0.9524 |
0.0029 |
0.3% |
0.9349 |
| High |
0.9533 |
0.9550 |
0.0016 |
0.2% |
0.9469 |
| Low |
0.9468 |
0.9508 |
0.0040 |
0.4% |
0.9304 |
| Close |
0.9521 |
0.9525 |
0.0004 |
0.0% |
0.9440 |
| Range |
0.0066 |
0.0042 |
-0.0024 |
-36.4% |
0.0165 |
| ATR |
0.0058 |
0.0056 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
110,676 |
102,704 |
-7,972 |
-7.2% |
427,494 |
|
| Daily Pivots for day following 29-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9653 |
0.9631 |
0.9548 |
|
| R3 |
0.9611 |
0.9589 |
0.9536 |
|
| R2 |
0.9569 |
0.9569 |
0.9532 |
|
| R1 |
0.9547 |
0.9547 |
0.9528 |
0.9558 |
| PP |
0.9527 |
0.9527 |
0.9527 |
0.9533 |
| S1 |
0.9505 |
0.9505 |
0.9521 |
0.9516 |
| S2 |
0.9485 |
0.9485 |
0.9517 |
|
| S3 |
0.9443 |
0.9463 |
0.9513 |
|
| S4 |
0.9401 |
0.9421 |
0.9501 |
|
|
| 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 |
0.9550 |
0.9331 |
0.0219 |
2.3% |
0.0070 |
0.7% |
89% |
True |
False |
105,040 |
| 10 |
0.9550 |
0.9304 |
0.0246 |
2.6% |
0.0060 |
0.6% |
90% |
True |
False |
88,384 |
| 20 |
0.9550 |
0.9254 |
0.0296 |
3.1% |
0.0053 |
0.6% |
92% |
True |
False |
79,070 |
| 40 |
0.9550 |
0.9117 |
0.0433 |
4.5% |
0.0056 |
0.6% |
94% |
True |
False |
70,069 |
| 60 |
0.9550 |
0.9117 |
0.0433 |
4.5% |
0.0054 |
0.6% |
94% |
True |
False |
46,877 |
| 80 |
0.9550 |
0.9117 |
0.0433 |
4.5% |
0.0055 |
0.6% |
94% |
True |
False |
35,179 |
| 100 |
0.9939 |
0.9034 |
0.0905 |
9.5% |
0.0074 |
0.8% |
54% |
False |
False |
28,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9728 |
|
2.618 |
0.9659 |
|
1.618 |
0.9617 |
|
1.000 |
0.9592 |
|
0.618 |
0.9575 |
|
HIGH |
0.9550 |
|
0.618 |
0.9533 |
|
0.500 |
0.9529 |
|
0.382 |
0.9524 |
|
LOW |
0.9508 |
|
0.618 |
0.9482 |
|
1.000 |
0.9466 |
|
1.618 |
0.9440 |
|
2.618 |
0.9398 |
|
4.250 |
0.9329 |
|
|
| Fisher Pivots for day following 29-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9529 |
0.9513 |
| PP |
0.9527 |
0.9502 |
| S1 |
0.9526 |
0.9491 |
|