CME Japanese Yen Future December 2020
Trading Metrics calculated at close of trading on 07-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2020 |
07-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
0.9323 |
0.9339 |
0.0016 |
0.2% |
0.9341 |
High |
0.9342 |
0.9345 |
0.0003 |
0.0% |
0.9365 |
Low |
0.9299 |
0.9296 |
-0.0003 |
0.0% |
0.9267 |
Close |
0.9342 |
0.9321 |
-0.0021 |
-0.2% |
0.9316 |
Range |
0.0043 |
0.0048 |
0.0005 |
11.6% |
0.0098 |
ATR |
0.0050 |
0.0050 |
0.0000 |
-0.3% |
0.0000 |
Volume |
37 |
17 |
-20 |
-54.1% |
350 |
|
Daily Pivots for day following 07-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9465 |
0.9441 |
0.9347 |
|
R3 |
0.9417 |
0.9393 |
0.9334 |
|
R2 |
0.9369 |
0.9369 |
0.9330 |
|
R1 |
0.9345 |
0.9345 |
0.9325 |
0.9333 |
PP |
0.9321 |
0.9321 |
0.9321 |
0.9315 |
S1 |
0.9297 |
0.9297 |
0.9317 |
0.9285 |
S2 |
0.9273 |
0.9273 |
0.9312 |
|
S3 |
0.9225 |
0.9249 |
0.9308 |
|
S4 |
0.9177 |
0.9201 |
0.9295 |
|
|
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 |
0.9345 |
0.9267 |
0.0078 |
0.8% |
0.0046 |
0.5% |
70% |
True |
False |
53 |
10 |
0.9452 |
0.9267 |
0.0185 |
2.0% |
0.0054 |
0.6% |
29% |
False |
False |
68 |
20 |
0.9452 |
0.9248 |
0.0204 |
2.2% |
0.0049 |
0.5% |
36% |
False |
False |
86 |
40 |
0.9452 |
0.9135 |
0.0317 |
3.4% |
0.0047 |
0.5% |
59% |
False |
False |
49 |
60 |
0.9477 |
0.9135 |
0.0342 |
3.7% |
0.0046 |
0.5% |
54% |
False |
False |
34 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9549 |
2.618 |
0.9470 |
1.618 |
0.9422 |
1.000 |
0.9393 |
0.618 |
0.9374 |
HIGH |
0.9345 |
0.618 |
0.9326 |
0.500 |
0.9320 |
0.382 |
0.9315 |
LOW |
0.9296 |
0.618 |
0.9267 |
1.000 |
0.9248 |
1.618 |
0.9219 |
2.618 |
0.9171 |
4.250 |
0.9092 |
|
|
Fisher Pivots for day following 07-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
0.9321 |
0.9321 |
PP |
0.9321 |
0.9321 |
S1 |
0.9320 |
0.9320 |
|