CME Japanese Yen Future December 2020
Trading Metrics calculated at close of trading on 14-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2020 |
14-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
0.9359 |
0.9339 |
-0.0021 |
-0.2% |
0.9323 |
High |
0.9383 |
0.9355 |
-0.0029 |
-0.3% |
0.9395 |
Low |
0.9339 |
0.9329 |
-0.0010 |
-0.1% |
0.9296 |
Close |
0.9342 |
0.9348 |
0.0006 |
0.1% |
0.9372 |
Range |
0.0044 |
0.0026 |
-0.0018 |
-41.4% |
0.0099 |
ATR |
0.0048 |
0.0046 |
-0.0002 |
-3.3% |
0.0000 |
Volume |
4 |
1 |
-3 |
-75.0% |
101 |
|
Daily Pivots for day following 14-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9420 |
0.9409 |
0.9362 |
|
R3 |
0.9395 |
0.9384 |
0.9355 |
|
R2 |
0.9369 |
0.9369 |
0.9352 |
|
R1 |
0.9358 |
0.9358 |
0.9350 |
0.9364 |
PP |
0.9344 |
0.9344 |
0.9344 |
0.9346 |
S1 |
0.9333 |
0.9333 |
0.9345 |
0.9338 |
S2 |
0.9318 |
0.9318 |
0.9343 |
|
S3 |
0.9293 |
0.9307 |
0.9340 |
|
S4 |
0.9267 |
0.9282 |
0.9333 |
|
|
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 |
0.9305 |
0.0090 |
1.0% |
0.0038 |
0.4% |
47% |
False |
False |
10 |
10 |
0.9395 |
0.9267 |
0.0128 |
1.4% |
0.0042 |
0.4% |
63% |
False |
False |
32 |
20 |
0.9452 |
0.9267 |
0.0185 |
2.0% |
0.0045 |
0.5% |
44% |
False |
False |
61 |
40 |
0.9452 |
0.9135 |
0.0317 |
3.4% |
0.0047 |
0.5% |
67% |
False |
False |
49 |
60 |
0.9477 |
0.9135 |
0.0342 |
3.7% |
0.0045 |
0.5% |
62% |
False |
False |
34 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9463 |
2.618 |
0.9421 |
1.618 |
0.9396 |
1.000 |
0.9380 |
0.618 |
0.9370 |
HIGH |
0.9355 |
0.618 |
0.9345 |
0.500 |
0.9342 |
0.382 |
0.9339 |
LOW |
0.9329 |
0.618 |
0.9313 |
1.000 |
0.9304 |
1.618 |
0.9288 |
2.618 |
0.9262 |
4.250 |
0.9221 |
|
|
Fisher Pivots for day following 14-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
0.9346 |
0.9362 |
PP |
0.9344 |
0.9357 |
S1 |
0.9342 |
0.9352 |
|