CME Japanese Yen Future December 2020
Trading Metrics calculated at close of trading on 16-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2020 |
16-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
0.9341 |
0.9372 |
0.0031 |
0.3% |
0.9323 |
High |
0.9392 |
0.9378 |
-0.0014 |
-0.1% |
0.9395 |
Low |
0.9339 |
0.9330 |
-0.0009 |
-0.1% |
0.9296 |
Close |
0.9368 |
0.9331 |
-0.0038 |
-0.4% |
0.9372 |
Range |
0.0054 |
0.0048 |
-0.0006 |
-10.3% |
0.0099 |
ATR |
0.0047 |
0.0047 |
0.0000 |
0.2% |
0.0000 |
Volume |
18 |
6 |
-12 |
-66.7% |
101 |
|
Daily Pivots for day following 16-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9490 |
0.9458 |
0.9357 |
|
R3 |
0.9442 |
0.9410 |
0.9344 |
|
R2 |
0.9394 |
0.9394 |
0.9339 |
|
R1 |
0.9362 |
0.9362 |
0.9335 |
0.9354 |
PP |
0.9346 |
0.9346 |
0.9346 |
0.9342 |
S1 |
0.9314 |
0.9314 |
0.9326 |
0.9306 |
S2 |
0.9298 |
0.9298 |
0.9322 |
|
S3 |
0.9250 |
0.9266 |
0.9317 |
|
S4 |
0.9202 |
0.9218 |
0.9304 |
|
|
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 |
0.9329 |
0.0066 |
0.7% |
0.0045 |
0.5% |
2% |
False |
False |
7 |
10 |
0.9395 |
0.9296 |
0.0099 |
1.1% |
0.0041 |
0.4% |
35% |
False |
False |
17 |
20 |
0.9452 |
0.9267 |
0.0185 |
2.0% |
0.0046 |
0.5% |
34% |
False |
False |
61 |
40 |
0.9452 |
0.9135 |
0.0317 |
3.4% |
0.0048 |
0.5% |
62% |
False |
False |
50 |
60 |
0.9477 |
0.9135 |
0.0342 |
3.7% |
0.0045 |
0.5% |
57% |
False |
False |
34 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9582 |
2.618 |
0.9504 |
1.618 |
0.9456 |
1.000 |
0.9426 |
0.618 |
0.9408 |
HIGH |
0.9378 |
0.618 |
0.9360 |
0.500 |
0.9354 |
0.382 |
0.9348 |
LOW |
0.9330 |
0.618 |
0.9300 |
1.000 |
0.9282 |
1.618 |
0.9252 |
2.618 |
0.9204 |
4.250 |
0.9126 |
|
|
Fisher Pivots for day following 16-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
0.9354 |
0.9361 |
PP |
0.9346 |
0.9351 |
S1 |
0.9338 |
0.9341 |
|