CME Japanese Yen Future December 2020
Trading Metrics calculated at close of trading on 06-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2020 |
06-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
0.9334 |
0.9323 |
-0.0012 |
-0.1% |
0.9341 |
High |
0.9339 |
0.9342 |
0.0004 |
0.0% |
0.9365 |
Low |
0.9307 |
0.9299 |
-0.0008 |
-0.1% |
0.9267 |
Close |
0.9316 |
0.9342 |
0.0026 |
0.3% |
0.9316 |
Range |
0.0032 |
0.0043 |
0.0011 |
34.4% |
0.0098 |
ATR |
0.0051 |
0.0050 |
-0.0001 |
-1.1% |
0.0000 |
Volume |
43 |
37 |
-6 |
-14.0% |
350 |
|
Daily Pivots for day following 06-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9457 |
0.9442 |
0.9365 |
|
R3 |
0.9414 |
0.9399 |
0.9353 |
|
R2 |
0.9371 |
0.9371 |
0.9349 |
|
R1 |
0.9356 |
0.9356 |
0.9345 |
0.9363 |
PP |
0.9328 |
0.9328 |
0.9328 |
0.9331 |
S1 |
0.9313 |
0.9313 |
0.9338 |
0.9320 |
S2 |
0.9285 |
0.9285 |
0.9334 |
|
S3 |
0.9242 |
0.9270 |
0.9330 |
|
S4 |
0.9199 |
0.9227 |
0.9318 |
|
|
Weekly Pivots for week ending 03-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9610 |
0.9561 |
0.9370 |
|
R3 |
0.9512 |
0.9463 |
0.9343 |
|
R2 |
0.9414 |
0.9414 |
0.9334 |
|
R1 |
0.9365 |
0.9365 |
0.9325 |
0.9341 |
PP |
0.9316 |
0.9316 |
0.9316 |
0.9304 |
S1 |
0.9267 |
0.9267 |
0.9307 |
0.9243 |
S2 |
0.9218 |
0.9218 |
0.9298 |
|
S3 |
0.9120 |
0.9169 |
0.9289 |
|
S4 |
0.9022 |
0.9071 |
0.9262 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9365 |
0.9267 |
0.0098 |
1.0% |
0.0050 |
0.5% |
76% |
False |
False |
77 |
10 |
0.9452 |
0.9267 |
0.0185 |
2.0% |
0.0052 |
0.6% |
40% |
False |
False |
72 |
20 |
0.9452 |
0.9150 |
0.0302 |
3.2% |
0.0053 |
0.6% |
64% |
False |
False |
94 |
40 |
0.9452 |
0.9135 |
0.0317 |
3.4% |
0.0046 |
0.5% |
65% |
False |
False |
48 |
60 |
0.9477 |
0.9135 |
0.0342 |
3.7% |
0.0047 |
0.5% |
60% |
False |
False |
34 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9525 |
2.618 |
0.9455 |
1.618 |
0.9412 |
1.000 |
0.9385 |
0.618 |
0.9369 |
HIGH |
0.9342 |
0.618 |
0.9326 |
0.500 |
0.9321 |
0.382 |
0.9315 |
LOW |
0.9299 |
0.618 |
0.9272 |
1.000 |
0.9256 |
1.618 |
0.9229 |
2.618 |
0.9186 |
4.250 |
0.9116 |
|
|
Fisher Pivots for day following 06-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
0.9335 |
0.9329 |
PP |
0.9328 |
0.9317 |
S1 |
0.9321 |
0.9305 |
|