CME Japanese Yen Future September 2020
| Trading Metrics calculated at close of trading on 07-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2020 |
07-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.9473 |
0.9481 |
0.0008 |
0.1% |
0.9458 |
| High |
0.9501 |
0.9484 |
-0.0017 |
-0.2% |
0.9501 |
| Low |
0.9464 |
0.9432 |
-0.0032 |
-0.3% |
0.9396 |
| Close |
0.9475 |
0.9443 |
-0.0032 |
-0.3% |
0.9443 |
| Range |
0.0037 |
0.0052 |
0.0015 |
41.1% |
0.0105 |
| ATR |
0.0061 |
0.0061 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
74,137 |
90,992 |
16,855 |
22.7% |
423,088 |
|
| Daily Pivots for day following 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9607 |
0.9577 |
0.9471 |
|
| R3 |
0.9556 |
0.9525 |
0.9457 |
|
| R2 |
0.9504 |
0.9504 |
0.9452 |
|
| R1 |
0.9474 |
0.9474 |
0.9448 |
0.9463 |
| PP |
0.9453 |
0.9453 |
0.9453 |
0.9448 |
| S1 |
0.9422 |
0.9422 |
0.9438 |
0.9412 |
| S2 |
0.9401 |
0.9401 |
0.9434 |
|
| S3 |
0.9350 |
0.9371 |
0.9429 |
|
| S4 |
0.9298 |
0.9319 |
0.9415 |
|
|
| Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9760 |
0.9706 |
0.9500 |
|
| R3 |
0.9656 |
0.9602 |
0.9472 |
|
| R2 |
0.9551 |
0.9551 |
0.9462 |
|
| R1 |
0.9497 |
0.9497 |
0.9453 |
0.9472 |
| PP |
0.9447 |
0.9447 |
0.9447 |
0.9434 |
| S1 |
0.9393 |
0.9393 |
0.9433 |
0.9367 |
| S2 |
0.9342 |
0.9342 |
0.9424 |
|
| S3 |
0.9238 |
0.9288 |
0.9414 |
|
| S4 |
0.9133 |
0.9184 |
0.9386 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9501 |
0.9396 |
0.0105 |
1.1% |
0.0054 |
0.6% |
45% |
False |
False |
84,617 |
| 10 |
0.9603 |
0.9396 |
0.0207 |
2.2% |
0.0069 |
0.7% |
23% |
False |
False |
102,059 |
| 20 |
0.9603 |
0.9304 |
0.0299 |
3.2% |
0.0061 |
0.6% |
47% |
False |
False |
88,540 |
| 40 |
0.9603 |
0.9254 |
0.0349 |
3.7% |
0.0055 |
0.6% |
54% |
False |
False |
80,731 |
| 60 |
0.9603 |
0.9117 |
0.0486 |
5.1% |
0.0056 |
0.6% |
67% |
False |
False |
58,323 |
| 80 |
0.9603 |
0.9117 |
0.0486 |
5.1% |
0.0056 |
0.6% |
67% |
False |
False |
43,762 |
| 100 |
0.9603 |
0.9034 |
0.0569 |
6.0% |
0.0063 |
0.7% |
72% |
False |
False |
35,023 |
| 120 |
0.9939 |
0.9015 |
0.0924 |
9.8% |
0.0074 |
0.8% |
46% |
False |
False |
29,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9702 |
|
2.618 |
0.9618 |
|
1.618 |
0.9567 |
|
1.000 |
0.9535 |
|
0.618 |
0.9515 |
|
HIGH |
0.9484 |
|
0.618 |
0.9464 |
|
0.500 |
0.9458 |
|
0.382 |
0.9452 |
|
LOW |
0.9432 |
|
0.618 |
0.9400 |
|
1.000 |
0.9381 |
|
1.618 |
0.9349 |
|
2.618 |
0.9297 |
|
4.250 |
0.9213 |
|
|
| Fisher Pivots for day following 07-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.9458 |
0.9466 |
| PP |
0.9453 |
0.9459 |
| S1 |
0.9448 |
0.9451 |
|