CME Japanese Yen Future December 2020
Trading Metrics calculated at close of trading on 10-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2020 |
10-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
0.9342 |
0.9357 |
0.0016 |
0.2% |
0.9323 |
High |
0.9355 |
0.9395 |
0.0040 |
0.4% |
0.9395 |
Low |
0.9331 |
0.9343 |
0.0012 |
0.1% |
0.9296 |
Close |
0.9348 |
0.9372 |
0.0025 |
0.3% |
0.9372 |
Range |
0.0024 |
0.0052 |
0.0028 |
116.7% |
0.0099 |
ATR |
0.0048 |
0.0048 |
0.0000 |
0.7% |
0.0000 |
Volume |
36 |
8 |
-28 |
-77.8% |
101 |
|
Daily Pivots for day following 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9526 |
0.9501 |
0.9401 |
|
R3 |
0.9474 |
0.9449 |
0.9386 |
|
R2 |
0.9422 |
0.9422 |
0.9382 |
|
R1 |
0.9397 |
0.9397 |
0.9377 |
0.9410 |
PP |
0.9370 |
0.9370 |
0.9370 |
0.9376 |
S1 |
0.9345 |
0.9345 |
0.9367 |
0.9358 |
S2 |
0.9318 |
0.9318 |
0.9362 |
|
S3 |
0.9266 |
0.9293 |
0.9358 |
|
S4 |
0.9214 |
0.9241 |
0.9343 |
|
|
Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9650 |
0.9610 |
0.9426 |
|
R3 |
0.9552 |
0.9511 |
0.9399 |
|
R2 |
0.9453 |
0.9453 |
0.9390 |
|
R1 |
0.9413 |
0.9413 |
0.9381 |
0.9433 |
PP |
0.9354 |
0.9354 |
0.9354 |
0.9365 |
S1 |
0.9314 |
0.9314 |
0.9363 |
0.9334 |
S2 |
0.9256 |
0.9256 |
0.9354 |
|
S3 |
0.9157 |
0.9215 |
0.9345 |
|
S4 |
0.9059 |
0.9117 |
0.9318 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9395 |
0.9296 |
0.0099 |
1.1% |
0.0042 |
0.5% |
77% |
True |
False |
20 |
10 |
0.9395 |
0.9267 |
0.0128 |
1.4% |
0.0047 |
0.5% |
82% |
True |
False |
48 |
20 |
0.9452 |
0.9267 |
0.0185 |
2.0% |
0.0046 |
0.5% |
57% |
False |
False |
85 |
40 |
0.9452 |
0.9135 |
0.0317 |
3.4% |
0.0047 |
0.5% |
75% |
False |
False |
49 |
60 |
0.9477 |
0.9135 |
0.0342 |
3.6% |
0.0045 |
0.5% |
69% |
False |
False |
34 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9616 |
2.618 |
0.9531 |
1.618 |
0.9479 |
1.000 |
0.9447 |
0.618 |
0.9427 |
HIGH |
0.9395 |
0.618 |
0.9375 |
0.500 |
0.9369 |
0.382 |
0.9363 |
LOW |
0.9343 |
0.618 |
0.9311 |
1.000 |
0.9291 |
1.618 |
0.9259 |
2.618 |
0.9207 |
4.250 |
0.9122 |
|
|
Fisher Pivots for day following 10-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
0.9371 |
0.9365 |
PP |
0.9370 |
0.9357 |
S1 |
0.9369 |
0.9350 |
|