CME Japanese Yen Future September 2020
| Trading Metrics calculated at close of trading on 04-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2020 |
04-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9458 |
0.9441 |
-0.0017 |
-0.2% |
0.9437 |
| High |
0.9476 |
0.9471 |
-0.0005 |
-0.1% |
0.9603 |
| Low |
0.9396 |
0.9420 |
0.0024 |
0.3% |
0.9432 |
| Close |
0.9440 |
0.9458 |
0.0018 |
0.2% |
0.9460 |
| Range |
0.0080 |
0.0051 |
-0.0029 |
-36.5% |
0.0171 |
| ATR |
0.0066 |
0.0064 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
108,956 |
70,406 |
-38,550 |
-35.4% |
597,504 |
|
| Daily Pivots for day following 04-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9601 |
0.9580 |
0.9486 |
|
| R3 |
0.9550 |
0.9529 |
0.9472 |
|
| R2 |
0.9500 |
0.9500 |
0.9467 |
|
| R1 |
0.9479 |
0.9479 |
0.9463 |
0.9489 |
| PP |
0.9449 |
0.9449 |
0.9449 |
0.9455 |
| S1 |
0.9428 |
0.9428 |
0.9453 |
0.9439 |
| S2 |
0.9399 |
0.9399 |
0.9449 |
|
| S3 |
0.9348 |
0.9378 |
0.9444 |
|
| S4 |
0.9298 |
0.9327 |
0.9430 |
|
|
| Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0011 |
0.9906 |
0.9554 |
|
| R3 |
0.9840 |
0.9735 |
0.9507 |
|
| R2 |
0.9669 |
0.9669 |
0.9491 |
|
| R1 |
0.9564 |
0.9564 |
0.9475 |
0.9617 |
| PP |
0.9498 |
0.9498 |
0.9498 |
0.9524 |
| S1 |
0.9393 |
0.9393 |
0.9444 |
0.9446 |
| S2 |
0.9327 |
0.9327 |
0.9428 |
|
| S3 |
0.9156 |
0.9222 |
0.9412 |
|
| S4 |
0.8985 |
0.9051 |
0.9365 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9603 |
0.9396 |
0.0207 |
2.2% |
0.0079 |
0.8% |
30% |
False |
False |
109,260 |
| 10 |
0.9603 |
0.9325 |
0.0278 |
2.9% |
0.0075 |
0.8% |
48% |
False |
False |
105,107 |
| 20 |
0.9603 |
0.9292 |
0.0311 |
3.3% |
0.0060 |
0.6% |
53% |
False |
False |
86,299 |
| 40 |
0.9603 |
0.9228 |
0.0375 |
4.0% |
0.0057 |
0.6% |
61% |
False |
False |
79,921 |
| 60 |
0.9603 |
0.9117 |
0.0486 |
5.1% |
0.0057 |
0.6% |
70% |
False |
False |
54,267 |
| 80 |
0.9603 |
0.9117 |
0.0486 |
5.1% |
0.0057 |
0.6% |
70% |
False |
False |
40,718 |
| 100 |
0.9614 |
0.9034 |
0.0580 |
6.1% |
0.0068 |
0.7% |
73% |
False |
False |
32,592 |
| 120 |
0.9939 |
0.9015 |
0.0924 |
9.8% |
0.0073 |
0.8% |
48% |
False |
False |
27,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9685 |
|
2.618 |
0.9603 |
|
1.618 |
0.9552 |
|
1.000 |
0.9521 |
|
0.618 |
0.9502 |
|
HIGH |
0.9471 |
|
0.618 |
0.9451 |
|
0.500 |
0.9445 |
|
0.382 |
0.9439 |
|
LOW |
0.9420 |
|
0.618 |
0.9389 |
|
1.000 |
0.9370 |
|
1.618 |
0.9338 |
|
2.618 |
0.9288 |
|
4.250 |
0.9205 |
|
|
| Fisher Pivots for day following 04-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9454 |
0.9499 |
| PP |
0.9449 |
0.9485 |
| S1 |
0.9445 |
0.9472 |
|